| Publication | Date of Publication | Type |
|---|
| A novel copula-based approach for parametric estimation of univariate time series through its covariance decay | 2024-06-03 | Paper |
| Parameter estimation in Manneville-Pomeau processes | 2023-11-21 | Paper |
| Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations | 2023-11-21 | Paper |
| Dynamical hypothesis tests and decision theory for Gibbs distributions | 2023-05-25 | Paper |
| Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations | 2023-03-17 | Paper |
| Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence | 2022-08-02 | Paper |
| Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests | 2022-05-20 | Paper |
| A Bayesian approach for estimating the parameters of an α-stable distribution | 2022-03-18 | Paper |
| Bayes posterior convergence for loss functions via almost additive thermodynamic formalism | 2022-03-17 | Paper |
| A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Parameter Estimation | 2021-08-13 | Paper |
| Pentadiagonal Matrices and an Application to the Centered MA(1) Stationary Gaussian Process | 2021-04-22 | Paper |
| α-stable laws for noncoding regions in DNA sequences | 2020-09-30 | Paper |
| Power of the likelihood ratio test for models of DNA base substitution | 2020-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5114069 | 2020-06-21 | Paper |
| Clustering and classification problems in genetics through U-statistics | 2020-04-23 | Paper |
| A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes | 2020-03-27 | Paper |
| Discrete-time trawl processes | 2019-06-04 | Paper |
| Seasonal FIEGARCH processes | 2018-11-02 | Paper |
| Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes | 2018-09-20 | Paper |
| Copulas, chaotic processes and time series: a survey | 2017-08-28 | Paper |
| Copulas related to piecewise monotone functions of the interval and associated processes | 2017-04-27 | Paper |
| MCMC Bayesian Estimation in FIEGARCH Models | 2016-10-26 | Paper |
| Discrete-time trawl processes with long memory | 2016-10-16 | Paper |
| Copulas related to Manneville-Pomeau processes | 2014-11-12 | Paper |
| Mallows Distance in VARFIMA(0,d, 0) Processes | 2013-06-21 | Paper |
| A Semiparametric Estimator for Long-Range Dependent Multivariate Processes | 2013-05-22 | Paper |
| Theoretical Results on FIEGARCH Processes | 2012-01-19 | Paper |
| Statistical properties of detrended fluctuation analysis | 2010-09-17 | Paper |
| Properties of seasonal long memory processes | 2009-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3537743 | 2008-11-10 | Paper |
| Invariance of the first difference in ARFIMA models | 2007-12-16 | Paper |
| Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study | 2006-08-10 | Paper |
| A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses | 2006-02-16 | Paper |
| A comparison of estimation methods in non-stationary ARFIMA processes | 2005-05-09 | Paper |
| CONVERGENCE IN DISTRIBUTION OF THE PERIODOGRAM OF CHAOTIC PROCESSES | 2003-03-26 | Paper |
| ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY | 2003-01-08 | Paper |
| Some simulations and applications of forecasting long-memory time-series models | 1999-09-22 | Paper |
| Parametric estimation and spectral analysis of piecewise linear maps of the interval | 1999-07-18 | Paper |
| On the spectral density of a class of chaotic time series | 1998-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3124161 | 1998-01-25 | Paper |
| On thedimension of the predictive process of a memoryless channel | 1997-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351555 | 1997-10-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4833641 | 1995-05-18 | Paper |
| Iteration of mappings and fixed points in mixed spectrum analysis | 1994-08-11 | Paper |
| Amplitude estimation in multiple frequency spectrum | 1994-04-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4015657 | 1993-01-16 | Paper |
