| Publication | Date of Publication | Type |
|---|
| On ergodicity of threshold ARMA\((m, p, q)\) models | 2025-01-22 | Paper |
| Comment | 2025-01-20 | Paper |
| Comment | 2025-01-20 | Paper |
| On a Threshold Double Autoregressive Model | 2025-01-20 | Paper |
| Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data | 2024-10-11 | Paper |
| Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models | 2024-10-09 | Paper |
| Asymptotic inference of the ARMA model with time-functional variance noises | 2024-09-19 | Paper |
| Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model | 2024-08-13 | Paper |
| A general asymptotic theory for time-series models | 2024-07-16 | Paper |
| On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing | 2024-03-04 | Paper |
| Inference for the VEC(1) model with a heavy-tailed linear process errors* | 2023-12-07 | Paper |
| Automated Estimation of Heavy-Tailed Vector Error Correction Models | 2022-10-13 | Paper |
| Testing threshold effect in single-index models | 2022-09-15 | Paper |
| Whittle parameter estimation for vector ARMA models with heavy-tailed noises | 2022-04-08 | Paper |
| LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise | 2022-03-16 | Paper |
| Consistency of global LSE for MA(1) models | 2022-01-24 | Paper |
| Lasso-based Variable Selection of ARMA Models | 2021-04-27 | Paper |
| Quasi-likelihood estimation of structure-changed threshold double autoregressive models | 2020-02-28 | Paper |
| Inference in heavy-tailed vector error correction models | 2020-02-11 | Paper |
| Statistical Inference for Structurally Changed Threshold Autoregressive Models | 2019-11-19 | Paper |
| ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL | 2018-12-14 | Paper |
| ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS | 2018-12-14 | Paper |
| TESTS FOR TAR MODELS VS. STAR MODELS--A SEPARATE FAMILY OF HYPOTHESES APPROACH | 2018-11-22 | Paper |
| The ZD-GARCH model: a new way to study heteroscedasticity | 2017-11-23 | Paper |
| LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises | 2017-10-13 | Paper |
| Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models | 2017-03-10 | Paper |
| On the least squares estimation of multiple-regime threshold autoregressive models | 2016-08-15 | Paper |
| Estimation of change-points in linear and nonlinear time series models | 2016-04-22 | Paper |
| ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES | 2015-11-03 | Paper |
| Asymptotic inference in multiple-threshold double autoregressive models | 2015-10-30 | Paper |
| Model-based pricing for financial derivatives | 2015-06-08 | Paper |
| On functional limits of short- and long-memory linear processes with GARCH(1,1) noises | 2015-01-30 | Paper |
| INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL | 2015-01-12 | Paper |
| NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL | 2014-12-17 | 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 structural change of AR model to threshold AR model | 2014-08-06 | Paper |
| On conditionally heteroscedastic AR models with thresholds | 2014-04-29 | Paper |
| Factor double autoregressive models with application to simultaneous causality testing | 2014-03-13 | Paper |
| Asymptotic theory on the least squares estimation of threshold moving-average models | 2013-08-22 | 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 |
| Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models | 2012-09-23 | Paper |
| On moving-average models with feedback | 2012-05-28 | Paper |
| Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models | 2011-12-08 | Paper |
| On the least squares estimation of threshold autoregressive and moving-average models | 2011-12-01 | Paper |
| Score based goodness-of-fit tests for time series | 2011-11-10 | Paper |
| On non-stationary threshold autoregressive models | 2011-09-14 | Paper |
| Estimation in nonstationary random coefficient autoregressive models | 2011-02-22 | Paper |
| Correction to: Residual empirical processes for long and short memory time series | 2011-01-19 | Paper |
| ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES | 2009-06-11 | Paper |
| Asymptotic inference for a nonstationary double AR(1) model | 2009-06-10 | Paper |
| Residual empirical processes for long and short memory time series | 2008-11-18 | Paper |
| Canonical correlation analysis for the vector AR(1) model with ARCH innovations | 2008-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434016 | 2008-01-09 | Paper |
| Testing for change points in time series models and limiting theorems for NED sequences | 2007-09-04 | Paper |
| Ergodicity and invertibility of threshold moving-average models | 2007-05-15 | Paper |
| EMPIRICAL LIKELIHOOD FOR GARCH MODELS | 2006-11-07 | Paper |
| Fitting an error distribution in some heteroscedastic time series models | 2006-08-03 | Paper |
| Mixed Portmanteau Tests for Time‐Series Models | 2006-05-24 | Paper |
| Testing for a linear MA model against threshold MA models | 2006-03-23 | Paper |
| Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models | 2005-09-01 | Paper |
| Estimation and Testing Stationarity for Double-Autoregressive Models | 2005-04-11 | Paper |
| Hill's estimator for the tail index of an ARMA model | 2004-08-19 | Paper |
| Regression quantiles for unstable autoregressive models | 2004-08-16 | Paper |
| Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA–GARCH Models | 2004-06-10 | Paper |
| On adaptive estimation in nonstationary ARMA models with GARCH errors | 2004-05-18 | Paper |
| ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS | 2003-05-18 | Paper |
| NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS | 2003-05-18 | Paper |
| Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence | 2003-05-12 | Paper |
| Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity | 2003-03-10 | Paper |
| Stationarity and the existence of moments of a family of GARCH processes. | 2003-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4944579 | 2000-08-21 | Paper |
| On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model | 2000-03-21 | Paper |
| Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors | 1999-11-09 | Paper |
| Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models | 1999-11-09 | Paper |
| Diagnostic checking of nonlinear multivariate time series with multivariate arch errors | 1997-12-02 | Paper |
| On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4290503 | 1994-06-28 | Paper |
