| Publication | Date of Publication | Type |
|---|
| Unit root tests and their challenges | 2024-05-17 | Paper |
| Reformulating scale-free network via strong dependency | 2023-03-10 | Paper |
| Slow-explosive AR(1) processes converging to random walk | 2022-05-18 | Paper |
| Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors | 2022-04-27 | Paper |
| A statistical model of neural network learning via the Cramer-Rao lower bound | 2022-04-27 | Paper |
| Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk | 2022-04-27 | Paper |
| Ambiguity premium and transaction costs | 2021-09-16 | Paper |
| Stationarity test based on density approach | 2020-06-24 | Paper |
| Interplay between the persistent random walk and the contact inhibition of locomotion leads to collective cell behaviors | 2019-09-26 | Paper |
| A kappa distribution with a hydrological application | 2019-05-03 | Paper |
| Forecasting Hourly Peak Call Volume for a Rural Electric Cooperative Call Center | 2018-10-11 | Paper |
| Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions | 2017-01-04 | Paper |
| Central limit theorems for reduced \(U\)-statistics under dependence and their usefulness | 2016-05-02 | Paper |
| Sharp optimality for regression with real-time data | 2015-11-12 | Paper |
| Using bimodal kernel for nonparametric regression specification test | 2015-10-08 | Paper |
| Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence | 2014-09-30 | Paper |
| On nonparametric variogram estimation | 2014-09-26 | Paper |
| Non-stationary quasi-likelihood and asymptotic optimality | 2014-08-11 | Paper |
| Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator | 2014-07-31 | Paper |
| The central limit theorem for degenerate variableU-statistics under dependence | 2011-12-21 | Paper |
| Central limit theorems for nonparametric estimators with real-time random variables | 2011-11-26 | Paper |
| An asymptotic theory for the nugget estimator in spatial models | 2010-03-15 | Paper |
| Practically applicable central limit theorem for spatial statistics | 2009-11-04 | Paper |
| Using bimodal kernel for inference in nonparametric regression with correlated errors | 2009-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3519179 | 2008-08-13 | Paper |
| Fisher information matrix for a four-parameter kappa distribution | 2008-01-21 | Paper |
| A simple variance estimator in nonparametric regression models with multivariate predictors | 2007-07-31 | Paper |
| A Simple Estimator of Error Correlation in Non-parametric Regression Models | 2007-05-29 | Paper |
| AI 2005: Advances in Artificial Intelligence | 2006-11-14 | Paper |
| Least squares estimation for critical random coefficient first-order autoregressive processes | 2006-04-28 | Paper |
| Nonparametric detection of correlated errors | 2006-01-24 | Paper |
| On local likelihood density estimation when the bandwidth is large | 2006-01-10 | Paper |
| ROBUST REGRESSION SMOOTHING FOR DEPENDENT OBSERVATIONS | 2005-12-12 | Paper |
| Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. | 2005-11-29 | Paper |
| Kernel density estimator for strong mixing processes | 2005-06-27 | Paper |
| New view on smoothing parameter selector in function estimation | 2005-03-30 | Paper |
| Kernel matching scheme for block bootstrap of time series data | 2004-11-24 | Paper |
| Local likelihood method: a bridge over parametric and nonparametric regression | 2004-06-22 | Paper |
| REGRESSION SMOOTHING PARAMETER SELECTION USING CROSS RESIDUALS SUM | 2004-02-04 | Paper |
| Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator | 2003-11-02 | Paper |
| Convergence rates for average square errors for kernel smoothing estimators | 2002-02-18 | Paper |
| Central limit theorems for quadratic errors of nonparametric estimators | 2000-10-11 | Paper |
| On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes | 2000-01-30 | Paper |
| A study on bandwidth selection in density estimation under dependence | 1998-09-27 | Paper |
| Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations | 1997-12-15 | Paper |
| Uniform strong consistency of kernel density estimators under dependence | 1996-06-05 | Paper |
| BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES | 1996-03-20 | Paper |
| Moment bounds for non-stationary dependent sequences | 1995-07-06 | Paper |
| Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations | 1995-07-03 | Paper |
| Moment bounds for mixing random variables useful in nonparametric function estimation | 1995-05-23 | Paper |
| A note on moment bounds for strong mixing sequences | 1993-05-16 | Paper |
