| Publication | Date of Publication | Type |
|---|
Testing nonlinearity of heavy-tailed time series
Journal of Applied Statistics | 2024-11-26 | Paper |
| Estimating Generalized Additive Conditional Quantiles for Absolutely Regular Processes | 2023-06-06 | Paper |
On portmanteau-type tests for nonlinear multivariate time series
Journal of Multivariate Analysis | 2023-03-17 | Paper |
Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
A multi-step kernel–based regression estimator that adapts to error distributions of unknown form
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
The marginal distribution function of threshold-type processes with central symmetric innovations
Statistics | 2022-03-17 | Paper |
Kernel-based hidden Markov conditional densities
Computational Statistics and Data Analysis | 2022-02-18 | Paper |
Asymmetric vector moving average models: estimation and testing
Computational Statistics | 2021-06-16 | Paper |
Penalized averaging of parametric and non-parametric quantile forecasts
Journal of Time Series Econometrics | 2020-09-03 | Paper |
Testing non-linearities in world stock market prices
Economics Letters | 2017-11-09 | Paper |
Elements of nonlinear time series analysis and forecasting
Springer Series in Statistics | 2017-03-21 | Paper |
Non parametric portmanteau tests for detecting non linearities in high dimensions
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Asymptotically informative prior for Bayesian analysis
Communications in Statistics. Theory and Methods | 2014-10-14 | Paper |
Bahadur representation for the nonparametric \(M\)-estimator under \(\alpha\)-mixing dependence
Statistics | 2014-03-12 | Paper |
Some exact tests for manifest properties of latent trait models
Computational Statistics and Data Analysis | 2012-09-15 | Paper |
Efficient estimation of an additive quantile regression model
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Kernel-smoothed conditional quantiles of correlated bivariate discrete data
STATISTICA SINICA | 2011-11-10 | Paper |
Partial sums of lagged cross-products of AR residuals and a test for white noise
Test | 2009-06-02 | Paper |
Detecting change-points in multidimensional stochastic processes
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
| scientific article; zbMATH DE number 5520727 (Why is no real title available?) | 2009-02-28 | Paper |
Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities
Journal of Applied Statistics | 2009-02-24 | Paper |
Modeling vector nonlinear time series using POLYMARS
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
MDL Mean Function Selection in Semiparametric Kernel Regression Models
Communications in Statistics: Theory and Methods | 2008-09-24 | Paper |
TR Multivariate Conditional Median Estimation
Communications in Statistics. Simulation and Computation | 2007-06-28 | Paper |
On the \(u\)\,th geometric conditional quantile
Journal of Statistical Planning and Inference | 2007-06-26 | Paper |
A Multivariate Quantile Predictor
Communications in Statistics: Theory and Methods | 2006-04-19 | Paper |
| scientific article; zbMATH DE number 2123865 (Why is no real title available?) | 2004-12-29 | Paper |
On Conditional Density Estimation
Statistica Neerlandica | 2004-06-15 | Paper |
On Additive Conditional Quantiles With High-Dimensional Covariates
Journal of the American Statistical Association | 2004-06-10 | Paper |
Nonlinear stochastic inflation modelling using SEASETARs.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Mean squared error properties of the kernel-based multi-stage median predictor for time series
Statistics & Probability Letters | 2002-09-05 | Paper |
MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Cross-validation criteria for SETAR model selection
Journal of Time Series Analysis | 2001-09-16 | Paper |
Nonparametric conditional predictive regions for time series
Computational Statistics and Data Analysis | 2000-08-21 | Paper |
Nonparametric forecasting: a comparison of three kernel-based methods
Communications in Statistics: Theory and Methods | 2000-02-13 | Paper |
On threshold moving-average models
Journal of Time Series Analysis | 1998-12-09 | Paper |
Testing linearity against nonlinear moving average models
Communications in Statistics: Theory and Methods | 1998-12-03 | Paper |
On forecasting SETAR processes
Statistics & Probability Letters | 1998-03-25 | Paper |
Invertibility of non-linear time series models
Communications in Statistics: Theory and Methods | 1997-11-10 | Paper |
Component extraction analysis of multivariate time series
Computational Statistics and Data Analysis | 1997-02-27 | Paper |
Cumulated prediction errors of multivariate time series models
Random Operators and Stochastic Equations | 1997-01-09 | Paper |
Cross-validation criteria for covariance structures
Communications in Statistics. Simulation and Computation | 1996-01-14 | Paper |
| scientific article; zbMATH DE number 813741 (Why is no real title available?) | 1995-11-08 | Paper |
Dynamic factor analysis of nonstationary multivariate time series
Psychometrika | 1993-04-01 | Paper |
Discriminating between nonstationary and nearly nonstationary time series models: A simulation study
Journal of Computational and Applied Mathematics | 1992-10-26 | Paper |
Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting
RAIRO - Operations Research | 1990-01-01 | Paper |
Min-max optimal instrumental variable estimation method for multivariate linear time-series systems
International Journal of Control | 1989-01-01 | Paper |
Sampled autocovariance and autocorrelation results for linear time processes
Communications in Statistics. Simulation and Computation | 1988-01-01 | Paper |
A specification strategy for order determination in arma models
Communications in Statistics. Simulation and Computation | 1988-01-01 | Paper |
Methods for Determining the Order of an Autoregressive-Moving Average Process: A Survey
International Statistical Review / Revue Internationale de Statistique | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 4074276 (Why is no real title available?) | 1985-01-01 | Paper |
Moments of the sampled space-time autocovariance and autocorrelation function
Biometrika | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3885186 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3846713 (Why is no real title available?) | 1983-01-01 | Paper |
On the maximum likelihood estimation of the parameters of a Gaussian moving average process
Biometrika | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3776714 (Why is no real title available?) | 1982-01-01 | Paper |
An investigation of the moments of the sample autocovariances and autocorrelations for general arma processes
Journal of Statistical Computation and Simulation | 1981-01-01 | Paper |
Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1
Journal of Econometrics | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3700079 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3694447 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3700078 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3725527 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3736847 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3676059 (Why is no real title available?) | 1979-01-01 | Paper |
On the inverse of the autocovariance matrix for a general mixed autoregressive moving average process
Statistische Hefte | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3612340 (Why is no real title available?) | 1977-01-01 | Paper |
