| Publication | Date of Publication | Type |
|---|
| Some optimal conditions for the ASCLT | 2024-04-02 | Paper |
| The Maximum of the Periodogram of a Sequence of Functional Data | 2024-01-08 | Paper |
| Principal Component Analysis of Spatially Indexed Functions | 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 | 2022-12-19 | Paper |
| Preprocessing noisy functional data: a multivariate perspective | 2022-12-19 | Paper |
| Prediction in functional regression with discretely observed and noisy covariates | 2022-12-06 | Paper |
| Testing normality of spatially indexed functional data | 2022-08-02 | Paper |
| Consistently recovering the signal from noisy functional data | 2022-03-01 | Paper |
| Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models | 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 |
| https://portal.mardi4nfdi.de/entity/Q5216387 | 2020-02-17 | Paper |
| Dynamic Functional Principal Components | 2019-06-12 | Paper |
| Functional GARCH models: the quasi-likelihood approach and its applications | 2019-04-30 | Paper |
| Testing for periodicity in functional time series | 2018-10-30 | Paper |
| Optimal dimension reduction for high-dimensional and functional time series | 2018-08-10 | Paper |
| Testing Normality of Functional Time Series | 2018-07-11 | Paper |
| Monitoring the intraday volatility pattern | 2018-02-07 | Paper |
| On the Prediction of Stationary Functional Time Series | 2017-10-13 | Paper |
| On the CLT for discrete Fourier transforms of functional time series | 2016-12-28 | Paper |
| Estimation in Functional Lagged Regression | 2015-06-29 | Paper |
| Dependent functional linear models with applications to monitoring structural change | 2015-04-28 | Paper |
| A Note on Estimation in Hilbertian Linear Models | 2015-03-09 | Paper |
| A note on the normal approximation error for randomly weighted self-normalized sums | 2015-01-09 | Paper |
| Consistency of the mean and the principal components of spatially distributed functional data | 2014-02-04 | Paper |
| Berry-Esseen bounds for econometric time series | 2013-12-03 | Paper |
| A functional version of the ARCH model | 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 | 2013-01-25 | Paper |
| Sequentiel testing for the stability of high-frequency portfolio betas | 2012-08-30 | Paper |
| Split invariance principles for stationary processes | 2012-01-09 | Paper |
| Upper-lower class tests for weighted i.i.d. sequences and martingales | 2010-06-09 | Paper |
| Weakly dependent functional data | 2010-05-26 | Paper |
| On functional versions of the arc-sine law | 2010-04-23 | Paper |
| Break detection in the covariance structure of multivariate time series models | 2009-12-09 | Paper |
| Asymptotic results for the empirical process of stationary sequences | 2009-05-06 | Paper |
| Augmented GARCH sequences: Dependence structure and asymptotics | 2009-03-02 | Paper |
| The functional central limit theorem for a family of GARCH observations with applications | 2008-11-14 | Paper |
| On the universal a.s. central limit theorem | 2008-10-22 | Paper |
| Critical behavior in almost sure central limit theory | 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 | 2006-04-28 | Paper |
