| Publication | Date of Publication | Type |
|---|
| An irregularly spaced ARMA(1,1) model and an application to contamination data | 2025-01-20 | Paper |
| Stationarity and ergodic properties for some observation-driven models in random environments | 2024-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6168062 | 2023-07-10 | Paper |
| Cramér moderate deviations for a supercritical Galton-Watson process | 2022-12-02 | Paper |
| Deviation inequalities for stochastic approximation by averaging | 2022-08-29 | Paper |
| Contrast estimation of time-varying infinite memory processes | 2022-08-29 | Paper |
| A Dynamic Taylor’s law | 2022-07-08 | Paper |
| Mixing properties of non-stationary INGARCH(1, 1) processes | 2022-02-01 | Paper |
| Cram\'{e}r moderate deviations for a supercritical Galton-Watson process | 2021-09-25 | Paper |
| Mixtures of Nonlinear Poisson Autoregressions | 2021-06-30 | Paper |
| Comparing the marginal densities of two strictly stationary linear processes | 2021-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5856502 | 2021-03-26 | Paper |
| Mixing properties of non-stationary INGARCH(1,1) processes | 2020-11-11 | Paper |
| Spectral estimation for non-linear long range dependent discrete time trawl processes | 2020-09-14 | Paper |
| High-dimensional VAR with low-rank transition | 2020-08-27 | Paper |
| Contrast estimation of general locally stationary processes using coupling | 2020-05-15 | Paper |
| Exponential inequalities for nonstationary Markov chains | 2020-05-12 | Paper |
| Multivariate count autoregression | 2019-12-05 | Paper |
| Deviation inequalities for separately Lipschitz functionals of composition of random functions | 2019-08-21 | Paper |
| Absolute regularity of semi-contractive GARCH-type processes | 2019-07-15 | Paper |
| Discrete-time trawl processes | 2019-06-04 | Paper |
| Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity | 2018-08-14 | Paper |
| Stochastic models for time series | 2018-05-29 | Paper |
| Spectral estimation in the presence of missing data | 2018-03-09 | Paper |
| A class of random field memory models for mortality forecasting | 2017-11-23 | Paper |
| Statistical inference for DNA sequences of promoters: a non-stationary qualitative model | 2017-07-14 | Paper |
| Weak dependence of point processes and application to second-order statistics† | 2017-01-11 | Paper |
| A nonlinear model for long-memory conditional heteroscedasticity | 2016-10-19 | Paper |
| Discrete-time trawl processes with long memory | 2016-10-16 | Paper |
| Phantom distribution functions for some stationary sequences | 2015-12-08 | Paper |
| Weak dependence, models and some applications | 2015-10-14 | Paper |
| Inference and testing for structural change in general Poisson autoregressive models | 2015-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5500583 | 2015-08-07 | Paper |
| Empirical central limit theorem for cluster functionals without mixing | 2015-07-22 | Paper |
| Strong Laws of Large Numbers in an $$F^\alpha $$-Scheme | 2015-06-24 | Paper |
| Data driven smooth test of comparison for dependent sequences | 2015-06-18 | Paper |
| Dependent Wild Bootstrap for the Empirical Process | 2015-05-20 | Paper |
| Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator | 2014-04-28 | Paper |
| Correction to ``On weak dependence conditions for Poisson autoregressions | 2013-12-06 | Paper |
| Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme | 2013-06-25 | Paper |
| Sparsity considerations for dependent variables | 2013-05-28 | Paper |
| Corrigendum to: ``On weak dependence conditions: the case of discrete valued processes | 2013-05-13 | Paper |
| Comments on: Some recent theory for autoregressive count time series | 2013-02-05 | Paper |
| Subsampling weakly dependent time series and application to extremes | 2012-11-15 | Paper |
| Rejoinder on: Subsampling weakly dependent time series and application to extremes | 2012-11-15 | Paper |
| On weak dependence conditions: the case of discrete valued processes | 2012-10-17 | Paper |
| On weak dependence conditions for Poisson autoregressions | 2012-07-05 | Paper |
| Rates of convergence in the strong invariance principle under projective criteria | 2012-06-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3106066 | 2011-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3081666 | 2011-03-09 | Paper |
| An empirical central limit theorem with applications to copulas under weak dependence | 2011-02-15 | Paper |
| A functional limit theorem for \(\eta \)-weakly dependent processes and its applications | 2011-02-05 | Paper |
| Evaluation for moments of a ratio with application to regression estimation | 2010-11-15 | Paper |
| The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series | 2010-06-29 | Paper |
| Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate | 2010-04-22 | Paper |
| Dependent Lindeberg central limit theorem and some applications | 2010-03-15 | Paper |
| Weakly dependent chains with infinite memory | 2008-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3527601 | 2008-09-29 | Paper |
| Randomly fractionally integrated processes | 2008-02-18 | Paper |
| Weak dependence for infinite ARCH-type bilinear models | 2007-12-03 | Paper |
| A fixed point approach to model random fields | 2007-10-29 | Paper |
| An invariance principle for weakly dependent stationary general models | 2007-10-22 | Paper |
| Weak dependence. With examples and applications. | 2007-08-22 | Paper |
| Probability and moment inequalities for sums of weakly dependent random variables, with applications | 2007-06-26 | Paper |
| A LARCH(∞) Vector Valued Process | 2007-01-09 | Paper |
| Zero-one laws for binary random fields | 2007-01-02 | Paper |
| A simple integer-valued bilinear time series model | 2006-07-25 | Paper |
| A new covariance inequality and applications. | 2005-11-29 | Paper |
| WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS | 2005-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5461899 | 2005-07-27 | Paper |
| Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory | 2005-05-20 | Paper |
| Asymptotics for theLp-deviation of the variance estimator under diffusion | 2005-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407609 | 2004-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407598 | 2004-01-20 | Paper |
| Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms). | 2003-12-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4410075 | 2003-10-13 | Paper |
| Asymptotics of weighted empirical processes of linear fields with long-range dependence | 2003-03-11 | Paper |
| Weak dependence beyond mixing and asymptotics for nonparametric regression | 2002-11-14 | Paper |
| A new weak dependence condition and applications to moment inequalities | 2002-08-29 | Paper |
| Rates in the empirical central limit theorem for stationary weakly dependent random fields. | 2002-01-01 | Paper |
| Functional estimation of a density under a new weak dependence condition | 2001-09-16 | Paper |
| Nonparametric estimation for mixing random sequences | 2001-07-16 | Paper |
| A triangular central limit theorem under a new weak dependence condition | 2001-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263605 | 2000-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4246278 | 1999-12-13 | Paper |
| Estimation de la densité d'une suite faiblement dépendante | 1999-09-05 | Paper |
| Functional estimation for time series: Uniform convergence properties | 1999-08-23 | Paper |
| Functional central limit theorem for the empirical process of short memory linear processes | 1999-04-26 | Paper |
| Functional estimation for time series. I: Quadratic convergence properties | 1998-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351557 | 1998-02-10 | Paper |
| Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field | 1997-11-10 | Paper |
| Superresolution Rates in Prokhorov Metric | 1997-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4310833 | 1995-05-15 | Paper |
| Invariance principles for absolutely regular empirical processes | 1995-04-04 | Paper |
| Nonparametric recursive estimation in nonlinear ARX-models | 1994-12-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4305706 | 1994-10-13 | Paper |
| The functional central limit theorem for strongly mixing processes | 1994-06-20 | Paper |
| Mixing: Properties and examples | 1994-04-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142705 | 1994-01-19 | Paper |
| Quadratic deviation of penalized mean squares regression estimates | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3361634 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3361651 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3481007 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751660 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4734566 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3810317 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3808927 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3796480 | 1987-01-01 | Paper |
| Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables) | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3725257 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4720562 | 1986-01-01 | Paper |
| Une mesure de la déviation quadratique d'estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators) | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746578 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221091 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3311399 | 1983-01-01 | Paper |
| Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3311493 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3333884 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3969746 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3871680 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3911241 | 1980-01-01 | Paper |
