| Publication | Date of Publication | Type |
|---|
| Viking: variational Bayesian variance tracking | 2024-11-09 | Paper |
| Multivariate Sparse Clustering for Extremes | 2024-11-01 | Paper |
| Extreme value theory for time series. Models with power-law tails | 2024-06-11 | Paper |
| Kalman recursions aggregated online | 2024-06-03 | Paper |
| Moment conditions for random coefficient AR\((\infty)\) under non-negativity assumptions | 2024-04-15 | Paper |
| Stochastic online convex optimization. Application to probabilistic time series forecasting | 2024-03-25 | Paper |
| Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model | 2023-08-22 | Paper |
| Non-asymptotic analysis of Stochastic approximation algorithms for streaming data | 2023-08-21 | Paper |
| Some variations on the extremal index | 2023-07-14 | Paper |
| Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference | 2023-06-19 | Paper |
| Self-normalized partial sums of heavy-tailed time series | 2023-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5053230 | 2022-12-06 | Paper |
| Contrast estimation of time-varying infinite memory processes | 2022-08-29 | Paper |
| Hidden regular variation for point processes and the single/multiple large point heuristic | 2022-03-21 | Paper |
| Extremes for stationary regularly varying random fields over arbitrary index sets | 2022-02-22 | Paper |
| Sparse regular variation | 2021-11-29 | Paper |
| Consistent regression using data-dependent coverings | 2021-08-09 | Paper |
| Multivariate sparse clustering for extremes | 2020-07-23 | Paper |
| Contrast estimation of general locally stationary processes using coupling | 2020-05-15 | Paper |
| Stochastic Online Optimization using Kalman Recursion | 2020-02-10 | Paper |
| On the total claim amount for marked Poisson cluster models | 2019-12-09 | Paper |
| The tail empirical process of regularly varying functions of geometrically ergodic Markov chains | 2019-11-27 | Paper |
| Heavy tails for an alternative stochastic perpetuity model | 2019-11-27 | Paper |
| Asymptotic Independence ex machina -- Extreme Value Theory for the Diagonal BEKK-ARCH(1) Model | 2019-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4645663 | 2019-01-10 | Paper |
| On the tail behavior of a class of multivariate conditionally heteroskedastic processes | 2018-08-03 | Paper |
| Feasible invertibility conditions and maximum likelihood estimation for observation-driven models | 2018-04-25 | Paper |
| Regular variation of a random length sequence of random variables and application to risk assessment | 2018-04-16 | Paper |
| Goodness-of-fit tests for Log-GARCH and EGARCH models | 2018-03-23 | Paper |
| Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms | 2017-07-14 | Paper |
| Optimal learning with Bernstein Online Aggregation | 2017-06-29 | Paper |
| A large deviations approach to limit theory for heavy-tailed time series | 2016-10-21 | Paper |
| Sparse Accelerated Exponential Weights | 2016-10-17 | Paper |
| Goodness-of-fit tests for extended Log-GARCH models | 2016-01-21 | Paper |
| Weak transport inequalities and applications to exponential and oracle inequalities | 2015-11-27 | Paper |
| Large deviations for bootstrapped empirical measures | 2014-11-11 | Paper |
| The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains | 2014-07-02 | Paper |
| Prediction of time series by statistical learning: general losses and fast rates | 2014-05-21 | Paper |
| GARCH models without positivity constraints: exponential or log GARCH? | 2014-04-30 | Paper |
| Optimal learning with Bernstein Online Aggregation | 2014-04-04 | Paper |
| Continuous invertibility and stable QML estimation of the EGARCH(1,1) model | 2013-12-19 | Paper |
| Precise large deviations for dependent regularly varying sequences | 2013-09-09 | Paper |
| Multiple breaks detection in general causal time series using penalized quasi-likelihood | 2013-05-28 | Paper |
| Model selection for weakly dependent time series forecasting | 2012-08-09 | Paper |
| Fast rates in learning with dependent observations | 2012-02-20 | Paper |
| Stable limits for sums of dependent infinite variance random variables | 2011-09-27 | Paper |
| Deviation inequalities for sums of weakly dependent time series | 2011-09-09 | Paper |
| Parametric inference and forecasting in continuously invertible volatility models | 2011-06-24 | Paper |
| Adaptive density estimation under weak dependence | 2011-03-31 | Paper |
| Detecting multiple change-points in general causal time series using penalized quasi-likelihood | 2010-07-31 | Paper |
| Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes | 2009-08-19 | Paper |
| Weakly dependent chains with infinite memory | 2008-11-14 | Paper |
| An invariance principle for weakly dependent stationary general models | 2007-10-22 | Paper |
| Convergence rates for density estimators of weakly dependent time series | 2007-01-09 | Paper |
| On the asymptotics of extremal lp-blocks cluster inference | N/A | Paper |
| Tail asymptotics and precise large deviations for some Poisson cluster processes | N/A | Paper |
