| Publication | Date of Publication | Type |
|---|
An _0-constrained and _1-regularized estimator for graphical models
Statistics and Computing | 2026-01-22 | Paper |
| The sparsity-constrained graphical Lasso | 2025-02-05 | Paper |
A 2-stage elastic net algorithm for estimation of sparse networks with heavy-tailed data
Journal of Statistical Computation and Simulation | 2023-09-19 | Paper |
Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes
Communications in Statistics. Simulation and Computation | 2022-07-01 | Paper |
Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves
Journal of Nonparametric Statistics | 2022-01-25 | Paper |
On multivariate skewness and kurtosis
Sankhyā. Series A | 2021-09-01 | Paper |
Left ideals of matrix rings and error-correcting codes
Applicable Algebra in Engineering, Communication and Computing | 2021-08-03 | Paper |
Asymptotic theory for statistics based on cumulant vectors with applications
Scandinavian Journal of Statistics | 2021-07-16 | Paper |
| scientific article; zbMATH DE number 6951367 (Why is no real title available?) | 2018-10-10 | Paper |
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models
Computational Statistics and Data Analysis | 2018-08-14 | Paper |
Semi-parametric regression estimation of the tail index
Electronic Journal of Statistics | 2018-02-20 | Paper |
Model-based variance estimation in two-dimensional systematic sampling
Metron | 2018-01-12 | Paper |
Left ideals in matrix rings over finite fields
(available as arXiv preprint) | 2017-11-25 | Paper |
| On a goodness of fit test for the Cauchy distribution | 2016-11-18 | Paper |
Model-based variance estimation in non-measurable spatial designs
Journal of Statistical Planning and Inference | 2016-11-10 | Paper |
Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data
Statistics | 2016-01-04 | Paper |
On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications
Statistics & Probability Letters | 2015-12-22 | Paper |
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
Journal of Multivariate Analysis | 2015-09-10 | Paper |
Inference procedures for stable-Paretian stochastic volatility models
Mathematical and Computer Modelling | 2013-01-24 | Paper |
Optimal predictive densities and fractional moments
Applied Stochastic Models in Business and Industry | 2011-02-22 | Paper |
Simulation of multifractal products of Ornstein-Uhlenbeck type processes
Nonlinearity | 2010-05-06 | Paper |
Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
Wilcoxon-Signed Rank Test for Long Memory Sequences
Communications in Statistics: Theory and Methods | 2009-11-16 | Paper |
Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes
Journal of Statistical Planning and Inference | 2009-07-22 | Paper |
Modelling stylized features in default rates
Applied Stochastic Models in Business and Industry | 2007-12-16 | Paper |
Use of mean residual life in testing departures from exponentiality
Journal of Nonparametric Statistics | 2007-02-14 | Paper |
Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
Journal of Statistical Planning and Inference | 2006-05-29 | Paper |
Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion
Stochastics | 2006-01-31 | Paper |
| scientific article; zbMATH DE number 2217295 (Why is no real title available?) | 2005-10-20 | Paper |
Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data
Journal of Nonparametric Statistics | 2004-06-22 | Paper |
ON ENTROPY BASED TESTS FOR EXPONENTIALITY
Communications in Statistics. Simulation and Computation | 2003-08-05 | Paper |
Product-limit estimator for long- and short-range dependent sequences under gamma type subordination
Random Operators and Stochastic Equations | 2002-11-21 | Paper |
Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors
Metron | 2002-07-28 | Paper |
Minimax posterior regret actions for exponential families of distributions and weighted squared error loss
Random Operators and Stochastic Equations | 2000-11-27 | Paper |
Varentropy Estimation via Nearest Neighbor Graphs
(available as arXiv preprint) | N/A | Paper |
