| Publication | Date of Publication | Type |
|---|
| Comment | 2025-01-20 | Paper |
| A New Pearson-Type QMLE for Conditionally Heteroscedastic Models | 2025-01-20 | Paper |
| High-jet relations of the heat kernel: embedding map and applications | 2024-10-31 | Paper |
| Asset Pricing via the Conditional Quantile Variational Autoencoder | 2024-10-28 | Paper |
| Multifrequency-Band Tests for White Noise Under Heteroscedasticity | 2024-10-17 | Paper |
| Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models | 2024-10-17 | Paper |
| Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates | 2024-10-09 | Paper |
| Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models | 2024-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6148939 | 2024-02-08 | Paper |
| Partial collapsing degeneration of Floer trajectories and adiabatic gluing | 2024-01-18 | Paper |
| A new generalized exponentially weighted moving average quantile model and its statistical inference | 2023-11-17 | Paper |
| Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form | 2023-11-09 | Paper |
| Pair-Switching Rerandomization | 2023-10-30 | Paper |
| Modeling normalcy‐dominant ordinal time series: An application to air quality level | 2022-08-08 | Paper |
| Time series models for realized covariance matrices based on the matrix-F distribution | 2022-03-30 | Paper |
| Hybrid quantile estimation for asymmetric power GARCH models | 2022-03-16 | Paper |
| Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity | 2022-03-04 | Paper |
| Confidence intervals for parameters in high-dimensional sparse vector autoregression | 2022-02-18 | Paper |
| Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model | 2021-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4986371 | 2021-04-27 | Paper |
| Inference for asymmetric exponentially weighted moving average models | 2020-05-27 | Paper |
| On a measure of lack of fit in nonlinear cointegrating regression with endogeneity | 2020-03-16 | Paper |
| Non-standard inference for augmented double autoregressive models with null volatility coefficients | 2020-02-17 | Paper |
| Statistical inference for autoregressive models under heteroscedasticity of unknown form | 2020-01-15 | Paper |
| Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models | 2019-06-12 | Paper |
| Model checks for nonlinear cointegrating regression | 2019-04-26 | Paper |
| The ZD-GARCH model: a new way to study heteroscedasticity | 2017-11-23 | Paper |
| Solvability of Dirac type equations | 2017-10-20 | Paper |
| LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises | 2017-10-13 | Paper |
| Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations | 2015-10-30 | Paper |
| A bootstrapped spectral test for adequacy in weak ARMA models | 2015-09-01 | Paper |
| Model-based pricing for financial derivatives | 2015-06-08 | Paper |
| Isometric embeddings via heat kernel | 2015-05-11 | Paper |
| Instantons in G2 manifolds from J-holomorphic curves in coassociative submanifolds | 2015-01-22 | Paper |
| Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model | 2014-11-20 | Paper |
| Testing for the buffered autoregressive processes | 2014-04-29 | Paper |
| Factor double autoregressive models with application to simultaneous causality testing | 2014-03-13 | Paper |
| Thin instantons in \(G_2\)-manifolds and Seiberg-Witten invariants | 2013-11-20 | Paper |
| High-jet relations of the heat kernel embedding map and applications | 2013-08-02 | Paper |
| Quasi-maximum exponential likelihood estimators for a double AR(p) model | 2013-03-07 | Paper |
| THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS | 2012-10-31 | Paper |
| Floer trajectories with immersed nodes and scale-dependent gluing | 2012-06-25 | Paper |
| Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models | 2011-12-08 | Paper |
| Embedding property of \(J\)-holomorphic curves in Calabi-Yau manifolds for generic \(J\) | 2010-02-02 | Paper |
| Moduli Spaces of $J$-holomorphic Curves with General Jet Constraints | 2009-11-09 | Paper |
