| Publication | Date of Publication | Type |
|---|
| Single machine parallel-batch scheduling under time-of-use electricity prices: new formulations and optimisation approaches | 2023-11-14 | Paper |
| MOSUM monitoring for variance change in nonparametric regression models | 2022-06-29 | Paper |
| Motion planning approach for payload swing reduction in tower cranes with double-pendulum effect | 2020-10-07 | Paper |
| Bifurcations of traveling wave solutions of a (3+1)-dimensional nonlinear model generated by the Jaulent-Miodek hierarchy | 2019-02-22 | Paper |
| Sieve bootstrap monitoring persistence change in long memory process | 2018-05-08 | Paper |
| Asymptotic property for a linear regression model of kernel estimation | 2017-10-20 | Paper |
| A strong convergence rate of estimator of variance change in linear processes and its applications | 2017-07-20 | Paper |
| Monitoring distributional changes of squared residuals in GARCH models | 2017-04-27 | Paper |
| Bifurcation of traveling wave solutions for \((2+1)\)-dimensional nonlinear models generated by the Jaulent-Miodek hierarchy | 2016-12-13 | Paper |
| Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data | 2016-11-23 | Paper |
| Statistical estimation in nonlinear semiparametric EV models with validation data | 2016-08-10 | Paper |
| Sequential Monitoring for Changes in Models with a Polynomial Trend | 2016-05-30 | Paper |
| Sequential monitoring variance changes in location model | 2016-05-25 | Paper |
| Distribution function estimates by Wasserstein metric and Bernstein approximation for \(C^{-1}\) functions | 2016-01-15 | Paper |
| Monitoring distributional changes in autoregressive models based on a weighted empirical process of residuals | 2016-01-15 | Paper |
| Empirical Likelihood for Partially Non Linear Models with Missing Response Variables at Random | 2015-12-08 | Paper |
| Variance change-point detection in panel data models | 2015-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5257593 | 2015-06-29 | Paper |
| Structural change monitoring for random coefficient autoregressive time series | 2015-06-24 | Paper |
| Learning causal graphs of nonlinear structural vector autoregressive model using information theory criteria | 2015-04-27 | Paper |
| Monitoring parameter changes in RCA(\(p\)) models | 2015-01-29 | Paper |
| Quantile regression with \(\ell_1\)-regularization and Gaussian kernels | 2014-09-29 | Paper |
| Monitoring persistence change in infinite variance observations | 2014-09-26 | Paper |
| Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models | 2014-08-11 | Paper |
| Monitoring persistent change in a heavy-tailed sequence with polynomial trends | 2014-08-07 | Paper |
| Ratio tests for variance change in nonparametric regression | 2014-07-11 | Paper |
| A nonparametric test for multiple changes in the mean of independent random series | 2014-06-30 | Paper |
| Ratio test to detect change in the variance of linear process | 2014-03-14 | Paper |
| Bootstrap testing for persistence changes with heavy-tailed dependent sequences | 2013-11-19 | Paper |
| Object registration for remote sensing images using robust kernel pattern vectors | 2013-08-20 | Paper |
| Moving ratio test for multiple changes in persistence | 2013-02-06 | Paper |
| Identification of structural vector autoregressive causal graphical models by information theory criteria | 2013-01-24 | Paper |
| Bootstrap testing multiple changes in persistence for a heavy-tailed sequence | 2012-12-07 | Paper |
| Ratio test for variance change point in linear process with long memory | 2012-09-23 | Paper |
| Truncating estimation for the change in stochastic trend with heavy-tailed innovations | 2012-09-23 | Paper |
| Learning of multivariate time series Granger causality based on graphical model methods | 2012-06-01 | Paper |
| Identification and application of Granger causality graphs of vector autoregressive models using conditional mutual information | 2012-06-01 | Paper |
| Modified testing for structural changes in autoregressive processes | 2012-01-27 | Paper |
| Wavelet estimation of change-points in a nonparametric regression function with heavy-tailed noise | 2011-09-29 | Paper |
| Bootstrap test for stationarity of heavy-tailed series with structural breaks | 2011-09-29 | Paper |
| Sequential monitoring variance change in linear regression model | 2011-07-19 | Paper |
| Detecting change-points in the mean of nonparametric regression models with unit-roots errors | 2011-07-19 | Paper |
| Region segmentation of SAR images based on the parametric minimum cut method | 2011-07-19 | Paper |
| Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes | 2011-06-10 | Paper |
| Detection of change point in nonparametric function with unit-root noise by wavelet | 2011-03-23 | Paper |
| Polynomial spline estimation for nonparametric (auto-)regressive models | 2011-02-08 | Paper |
| Subsampling procedures for a heavy-tailed unit root test with structural change | 2011-02-05 | Paper |
| Bootstrapping stochastic annealing EM algorithm for multiscale segmentation of SAR imagery | 2010-12-30 | Paper |
| Modified procedures for change point monitoring in linear models | 2010-11-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3054400 | 2010-11-05 | Paper |
| Wavelet detection of jumping points in a nonparametric function with the unit-root noise | 2010-11-05 | Paper |
| Bootstrap testing for nonlinear adjustments in error-correction models of non-smooth transition vectors | 2010-11-05 | Paper |
| Strong convergence rate of robust estimator of change point | 2010-09-02 | Paper |
| Monitoring change in persistence in linear time series | 2010-09-01 | Paper |
| Adaptive kernel principal component analysis | 2010-08-06 | Paper |
| Change point estimation of the variance of linear processes | 2010-07-08 | Paper |
| Wavelet detection and estimation of change points in nonparametric regression models under random design | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571070 | 2010-07-08 | Paper |
| Optimum cut-based clustering | 2010-05-19 | Paper |
| Estimation mean change-point in ARCH models with heavy-tailed innovations | 2010-03-22 | Paper |
| Testing the linearity in threshold co-integrating regression | 2010-02-12 | Paper |
| Expected discounted penalty functions for a two correlated aggregate claims model | 2010-02-12 | Paper |
| Wald tests for the presence of threshold effects in cointegrating relationships | 2010-02-12 | Paper |
| Expected discounted penalty functions for a two correlated aggregate claims model | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3640130 | 2009-11-11 | Paper |
| Wavelet estimation of change points of heavy-tailed processes with infinite variance | 2009-11-11 | Paper |
| The expectation heteroscedastic mixture transition distribution model (EHMTD) | 2009-11-11 | Paper |
| Effective implementation of image region segmentation based on Gomory-Hu algorithm | 2009-11-09 | Paper |
| Bootstrap tests for structural change with infinite variance observations | 2009-10-09 | Paper |
| A residual test for parameter change in GARCH models | 2009-07-22 | Paper |
| Change-point in the mean of heavy-tailed dependent observations | 2009-07-22 | Paper |
| GSA-based maximum likelihood estimation for threshold vector error correction model | 2009-06-02 | Paper |
| Subsampling tests for the mean change point with heavy-tailed innovations | 2009-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597822 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599653 | 2009-02-09 | Paper |
| Empirical analysis of China's import and export | 2008-11-24 | Paper |
| The expected discounted penalty function of a Cox risk process perturbed by a diffusion in a Markovian environment | 2008-11-24 | Paper |
| Heteroscedastic mixture transition distribution (HMTD) model | 2008-10-21 | Paper |
| Spline estimates in functional-coefficients linear autoregressive models | 2008-08-06 | Paper |
| On the ruin of a dependent risk model with a constant interest | 2008-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3513023 | 2008-08-06 | Paper |
| Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap | 2008-07-29 | Paper |
| Estimation of two projection indices by wavelet kernel functions | 2008-06-03 | Paper |
| Testing and estimation for multiple change-point in ARCH models | 2008-01-14 | Paper |
| Spline estimation for partially linear autoregressive models with exogenous variables | 2008-01-14 | Paper |
| Estimating mean change-points in ARCH models | 2007-12-18 | Paper |
| A finite element estimate for nonparametric autoregressive functions and its convergence rate | 2007-12-18 | Paper |
| Truncating estimation and its convergence for a mean change-point in heavy-tailed dependent observations | 2007-11-08 | Paper |
| Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations | 2007-10-24 | Paper |
| Spectral clustering based on matrix perturbation theory | 2007-08-31 | Paper |
| Heteroscedastic mixture double-autoregressive model for modeling nonlinear time series | 2007-07-31 | Paper |
| Multiscale stochastic hierarchical image segmentation by spectral clustering | 2007-07-30 | Paper |
| Mixed autoregressive moving average model for modeling nonlinear time series | 2007-05-09 | Paper |
| Subsampling change-point detection in persistence with heavy-tailed innovations | 2007-04-05 | Paper |
| Special hybrid stress element for stress analyses around-circular cutouts in laminated composites | 2007-02-20 | Paper |
| Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations | 2006-04-19 | Paper |
| Advances in Neural Networks – ISNN 2005 | 2005-11-23 | Paper |
| The \(L_p\) convergence for projection pursuit regression | 2002-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4513122 | 2000-11-15 | Paper |
| Improved hybrid solid element with a traction-free cylindrical surface | 1990-01-01 | Paper |
