| Publication | Date of Publication | Type |
|---|
Some optimal conditions for the ASCLT
Journal of Theoretical Probability | 2024-04-02 | Paper |
The Maximum of the Periodogram of a Sequence of Functional Data
Journal of the American Statistical Association | 2024-01-08 | Paper |
Principal Component Analysis of Spatially Indexed Functions
Journal of the American Statistical Association | 2023-05-22 | Paper |
Reconstruction of functional data via factor models of increasing rank
| 2023-05-22 | Paper |
Estimating the conditional distribution in functional regression problems
Electronic Journal of Statistics | 2022-12-19 | Paper |
Preprocessing noisy functional data: a multivariate perspective
Electronic Journal of Statistics | 2022-12-19 | Paper |
Prediction in functional regression with discretely observed and noisy covariates
Computational Statistics and Data Analysis | 2022-12-06 | Paper |
Testing normality of spatially indexed functional data
The Canadian Journal of Statistics | 2022-08-02 | Paper |
Consistently recovering the signal from noisy functional data
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Prediction of singular VARs and an application to generalized dynamic factor models
Journal of Time Series Analysis | 2021-06-30 | Paper |
Estimating the conditional distribution in functional regression problems
| 2021-05-04 | Paper |
Consistently recovering the signal from noisy functional data
| 2020-12-09 | Paper |
The maximum of the periodogram of Hilbert space valued time series
| 2020-07-04 | Paper |
Functional lagged regression
| 2020-02-17 | Paper |
Dynamic functional principal components
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Functional GARCH models: the quasi-likelihood approach and its applications
Journal of Econometrics | 2019-04-30 | Paper |
Testing for periodicity in functional time series
The Annals of Statistics | 2018-10-30 | Paper |
Optimal dimension reduction for high-dimensional and functional time series
Statistical Inference for Stochastic Processes | 2018-08-10 | Paper |
Testing normality of functional time series
Journal of Time Series Analysis | 2018-07-11 | Paper |
Monitoring the intraday volatility pattern
Journal of Time Series Econometrics | 2018-02-07 | Paper |
On the prediction of stationary functional time series
Journal of the American Statistical Association | 2017-10-13 | Paper |
On the CLT for discrete Fourier transforms of functional time series
Journal of Multivariate Analysis | 2016-12-28 | Paper |
Estimation in functional lagged regression
Journal of Time Series Analysis | 2015-06-29 | Paper |
Dependent functional linear models with applications to monitoring structural change
STATISTICA SINICA | 2015-04-28 | Paper |
A note on estimation in Hilbertian linear models
Scandinavian Journal of Statistics | 2015-03-09 | Paper |
A note on the normal approximation error for randomly weighted self-normalized sums
Periodica Mathematica Hungarica | 2015-01-09 | Paper |
Consistency of the mean and the principal components of spatially distributed functional data
Bernoulli | 2014-02-04 | Paper |
Berry-Esseen bounds for econometric time series
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
A functional version of the ARCH model
Econometric Theory | 2013-09-11 | Paper |
Upper and lower class separating sequences for Brownian motion with random argument
| 2013-04-16 | Paper |
On sample marginal quantiles for stationary processes
Statistics & Probability Letters | 2013-01-25 | Paper |
Sequentiel testing for the stability of high-frequency portfolio betas
Econometric Theory | 2012-08-30 | Paper |
Split invariance principles for stationary processes
The Annals of Probability | 2012-01-09 | Paper |
Upper-lower class tests for weighted i.i.d. sequences and martingales
Journal of Theoretical Probability | 2010-06-09 | Paper |
Weakly dependent functional data
The Annals of Statistics | 2010-05-26 | Paper |
On functional versions of the arc-sine law
Journal of Theoretical Probability | 2010-04-23 | Paper |
Break detection in the covariance structure of multivariate time series models
The Annals of Statistics | 2009-12-09 | Paper |
Asymptotic results for the empirical process of stationary sequences
Stochastic Processes and their Applications | 2009-05-06 | Paper |
Augmented GARCH sequences: Dependence structure and asymptotics
Bernoulli | 2009-03-02 | Paper |
The functional central limit theorem for a family of GARCH observations with applications
Statistics & Probability Letters | 2008-11-14 | Paper |
On the universal a.s. central limit theorem
Acta Mathematica Hungarica | 2008-10-22 | Paper |
Critical behavior in almost sure central limit theory
Journal of Theoretical Probability | 2007-10-12 | Paper |
A note on the almost sure convergence of central order statistics
| 2007-09-05 | Paper |
An extension of almost sure central limit theory
Statistics & Probability Letters | 2006-04-28 | Paper |
