| Publication | Date of Publication | Type |
|---|
| Greedy Variable Selection for High-Dimensional Cox Models | 2023-11-17 | Paper |
| Selection of linear mixed‐effects models for clustered data | 2023-10-11 | Paper |
| Negative Moment Bounds for Sample Autocovariance Matrices of Stationary Processes Driven by Conditional Heteroscedastic Errors and Their Applications | 2023-01-18 | Paper |
| Inference of random effects for linear mixed-effects models with a fixed number of clusters | 2022-10-20 | Paper |
| A generalized information criterion for high-dimensional PCA rank selection | 2022-08-23 | Paper |
| Consistent order selection for ARFIMA processes | 2022-06-24 | Paper |
| Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems | 2022-04-25 | Paper |
| Inference of Random Effects for Linear Mixed-Effects Models with a Fixed Number of Clusters | 2021-03-28 | Paper |
| Model selection for high-dimensional linear regression with dependent observations | 2020-12-14 | Paper |
| Variable selection for high-dimensional regression models with time series and heteroscedastic errors | 2020-03-20 | Paper |
| Adaptively weighted group Lasso for semiparametric quantile regression models | 2019-09-25 | Paper |
| On model selection from a finite family of possibly misspecified time series models | 2019-03-06 | Paper |
| Nearly Unstable Processes: A Prediction Perspective | 2019-02-28 | Paper |
| MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES | 2018-12-14 | Paper |
| Interval Estimation for a First‐Order Positive Autoregressive Process | 2018-05-16 | Paper |
| Predictor Selection for Positive Autoregressive Processes | 2017-08-04 | Paper |
| Mixed domain asymptotics for a stochastic process model with time trend and measurement error | 2017-01-11 | Paper |
| Estimation of inverse autocovariance matrices for long memory processes | 2016-05-12 | Paper |
| Toward optimal model averaging in regression models with time series errors | 2015-10-30 | Paper |
| Fixed-Size Confidence Regions in High-Dimensional Sparse Linear Regression Models | 2015-10-20 | Paper |
| Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications | 2015-05-06 | Paper |
| Asymptotic theory of generalized information criterion for geostatistical regression model selection | 2015-01-06 | Paper |
| Moment bounds and mean squared prediction errors of long-memory time series | 2013-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326959 | 2013-08-01 | Paper |
| Metric entropy and sparse linear approximation of \(\ell_q\)-hulls for \(0<q\leq 1\) | 2013-02-19 | Paper |
| Model selection for integrated autoregressive processes of infinite order | 2012-03-22 | Paper |
| Discussion on “Two-Stage Procedures for High-Dimensional Data” by Makoto Aoshima and Kazuyoshi Yata | 2011-12-28 | Paper |
| A stepwise regression method and consistent model selection for high-dimensional sparse linear models | 2011-11-10 | Paper |
| A stepwise regression method and consistent model selection for high-dimensional sparse linear models | 2011-10-01 | Paper |
| Uniform moment bounds of Fisher's information with applications to time series | 2011-09-14 | Paper |
| Toward optimal multistep forecasts in non-stationary autoregressions | 2010-11-15 | Paper |
| PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER | 2010-07-23 | Paper |
| Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series | 2007-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3427554 | 2007-03-20 | Paper |
| Order selection for same-realization predictions in autoregressive processes | 2006-04-28 | Paper |
| Selecting optimal multistep predictors for autoregressive processes of unknown order. | 2004-09-15 | Paper |
| On Estimating Conditional Mean-Squared Prediction Error in Autoregressive Models | 2004-03-16 | Paper |
| On same-realization prediction in an infinite-order autoregressive process. | 2003-06-09 | Paper |
| A Note on Mean‐squared Prediction Errors of the Least Squares Predictors in Random Walk Models | 2002-04-24 | Paper |
