| Publication | Date of Publication | Type |
|---|
| Generalized Gaussian quasi-maximum likelihood estimation for most common time series | 2024-02-23 | Paper |
| A new estimator for LARCH processes | 2024-01-11 | Paper |
| Quasi-Maximum Likelihood Estimation of long-memory linear processes | 2023-10-23 | Paper |
| Laplace's method and BIC model selection for least absolute value criterion | 2023-06-20 | Paper |
| Contrast estimation of time-varying infinite memory processes | 2022-08-29 | Paper |
| Local correlation dimension of multidimensional stochastic process | 2022-01-24 | Paper |
| Efficient and Consistent Data-Driven Model Selection for Time Series | 2021-10-19 | Paper |
| Data-driven semi-parametric detection of multiple changes in long-range dependent processes | 2020-11-05 | Paper |
| A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters | 2020-10-21 | Paper |
| Change-point detection, segmentation, and related topics | 2020-07-27 | Paper |
| Contrast estimation of general locally stationary processes using coupling | 2020-05-15 | Paper |
| Consistent model selection criteria and goodness-of-fit test for common time series models | 2020-05-13 | Paper |
| Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion | 2019-07-11 | Paper |
| Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity | 2018-08-14 | Paper |
| Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics | 2018-02-07 | Paper |
| A new non-parametric detector of univariate outliers for distributions with unbounded support | 2018-01-31 | Paper |
| Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes | 2017-04-07 | Paper |
| A new non-parametric detector of univariate outliers for distributions with unbounded support | 2015-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5244971 | 2015-04-01 | Paper |
| Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process | 2014-09-08 | Paper |
| Monitoring procedure for parameter change in causal time series | 2014-02-13 | Paper |
| Multiple breaks detection in general causal time series using penalized quasi-likelihood | 2013-05-28 | Paper |
| Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes | 2013-05-28 | Paper |
| Nonparametric estimation of the local Hurst function of multifractional Gaussian processes | 2013-03-06 | Paper |
| Moment bounds and central limit theorems for Gaussian subordinated arrays | 2013-01-16 | Paper |
| Measuring the roughness of random paths by increment ratios | 2012-09-19 | Paper |
| Semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics | 2012-07-10 | Paper |
| An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic | 2012-03-13 | Paper |
| A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times | 2011-11-26 | Paper |
| A functional limit theorem for \(\eta \)-weakly dependent processes and its applications | 2011-02-05 | Paper |
| A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter | 2010-11-25 | Paper |
| Detecting multiple change-points in general causal time series using penalized quasi-likelihood | 2010-07-31 | Paper |
| Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate | 2010-04-22 | Paper |
| Dependent Lindeberg central limit theorem and some applications | 2010-03-15 | Paper |
| Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes | 2009-08-19 | Paper |
| Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes | 2009-03-02 | Paper |
| Asymptotic Properties of the Detrended Fluctuation Analysis of Long-Range-Dependent Processes | 2009-02-24 | Paper |
| Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process | 2008-08-06 | Paper |
| DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION | 2008-07-02 | Paper |
| Estimation non-param\'etrique de la densit\'e spectrale d'un processus gaussien \'echantillonn\'e al\'eatoirement | 2008-02-11 | Paper |
| Identification of the multiscale fractional Brownian motion with biomechanical applications | 2007-12-16 | Paper |
| Detecting changes in the fluctuations of a Gaussian process and an application to heartbeat time series | 2007-12-07 | Paper |
| Statistical study of the wavelet analysis of fractional Brownian motion | 2005-05-11 | Paper |
| Bivariate occupation measure dimension of multidimensional processes. | 2005-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159193 | 2005-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407624 | 2004-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407623 | 2003-11-09 | Paper |
| On the tails of the distribution of the maximum of a smooth stationary Gaussian process | 2002-09-30 | Paper |
| Testing for the Presence of Self-Similarity of Gaussian Time Series Having Stationary Increments | 2001-09-23 | Paper |
| Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires | 2000-04-27 | Paper |
| Wavelet estimator of long-range dependent processes. | 2000-01-01 | Paper |
| Dimension de corrélation locale et dimension de Hausdorff des processus vectoriels continus | 1999-02-14 | Paper |
| Recent advances on the semi-parametric estimation of the long-range dependence coefficient | 1999-01-27 | Paper |
