| Publication | Date of Publication | Type |
|---|
| Estimating a common break point in means for long-range dependent panel data | 2024-12-27 | Paper |
| Asymptotic behavior of the maximum likelihood estimator for general Markov switching models | 2024-08-26 | Paper |
| Change point in variance of fractionally integrated noise | 2024-07-25 | Paper |
| Kullback-Leibler divergence and Akaike information criterion in general hidden Markov models | 2024-07-23 | Paper |
| Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models | 2023-03-14 | Paper |
| Asymptotic theory for a stochastic unit root model | 2022-05-30 | Paper |
| Common breaks in means for panel data under short-range dependence | 2022-05-25 | Paper |
| Non identification of structural change in non stationary AR(1) models | 2022-05-25 | Paper |
| Limit theory for moderate deviations from a unit root with a break in variance | 2022-05-16 | Paper |
| Inference on a structural break in trend with mildly integrated errors | 2022-04-14 | Paper |
| Estimating multiple breaks in mean sequentially with fractionally integrated errors | 2022-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3385148 | 2021-12-17 | Paper |
| Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept | 2021-11-09 | Paper |
| Estimating multiple breaks in nonstationary autoregressive models | 2021-02-04 | Paper |
| Asymptotic inference for \(\mathrm{AR}(1)\) panel data | 2021-02-02 | Paper |
| STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS | 2018-09-06 | Paper |
| Asymptotically efficient parameter estimation for ordinary differential equations | 2018-07-25 | Paper |
| An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables | 2016-07-15 | Paper |
| Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance | 2016-05-25 | Paper |
| Precise asymptotics in the law of the iterated logarithm for statistic | 2015-02-26 | Paper |
| ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES | 2014-12-10 | Paper |
| Precise asymptotics in the law of the logarithm for the rescaled range statistic | 2014-08-07 | Paper |
| Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance | 2014-04-14 | Paper |
| A self-normalized central limit theorem for Markov random walks | 2012-07-12 | Paper |
| A result on the almost sure convergence for the \(R/S\) statistic | 2012-04-15 | Paper |
| ON THE RATES OF THE ALMOST SURE CONVERGENCE FOR SELF-NORMALIZED LAW OF THE ITERATED LOGARITHM | 2011-12-19 | Paper |
| On the Rates of the Chung-Type Law of Logarithm | 2011-08-16 | Paper |
| An almost sure central limit theorem for self-normalized partial sums | 2011-02-13 | Paper |
| Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance | 2009-11-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3609469 | 2009-03-06 | Paper |
| Functional limit theorems for the infinite series of OU processes in Hölder norm | 2009-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5456447 | 2008-04-04 | Paper |
| Precise asymptotics in the self-normalized law of the iterated logarithm | 2008-02-14 | Paper |
| A Nonclassical Chung-Type Law of the Iterated Logarithm for Independent Identically Distributed Random Variables | 2008-01-30 | Paper |
| Asymptotics for self-normalized random products of sums of i.i.d. random variables | 2007-07-19 | Paper |
| A SELF-NORMALIZED LIL FOR CONDITIONALLY TRIMMED SUMS AND CONDITIONALLY CENSORED SUMS | 2007-04-10 | Paper |
| Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables | 2007-01-09 | Paper |
| Precise rates in the law of logarithm for i.i.d. random variables | 2005-09-02 | Paper |
| A note on weak laws of large numbers for arrays of rowwise negatively quadrant dependent random variables. | 2003-01-01 | Paper |
