| Publication | Date of Publication | Type |
|---|
Stationarity and ergodic properties for some observation-driven models in random environments
The Annals of Applied Probability | 2024-01-19 | Paper |
Mixing properties of nonstationary multivariate count processes
| 2023-11-17 | Paper |
Strong mixing properties of discrete-valued time series with exogenous covariates
Stochastic Processes and their Applications | 2023-05-17 | Paper |
Multivariate time series models for mixed data
Bernoulli | 2022-12-19 | Paper |
Iterations of dependent random maps and exogeneity in nonlinear dynamics
Econometric Theory | 2022-01-26 | Paper |
A note on the stability of multivariate non-linear time series with an application to time series of counts
Statistics & Probability Letters | 2021-11-12 | Paper |
Ergodic properties of some Markov chains models in random environments
| 2021-08-13 | Paper |
Multivariate time series models for mixed data
| 2021-04-02 | Paper |
Coupling and perturbation techniques for categorical time series
Bernoulli | 2020-10-07 | Paper |
A perturbation analysis of Markov chains models with time-varying parameters
Bernoulli | 2020-10-07 | Paper |
Stationarity and Moment Properties of some Multivariate Count Autoregressions
| 2019-09-25 | Paper |
On categorical time series models with covariates
Stochastic Processes and their Applications | 2019-09-19 | Paper |
Local stationarity and time-inhomogeneous Markov chains
The Annals of Statistics | 2019-07-18 | Paper |
Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models
Bernoulli | 2019-06-14 | Paper |
Efficient semiparametric estimation in time-varying regression models
Statistics | 2018-06-20 | Paper |
Parameter Stability and Semiparametric Inference in Time Varying Auto-Regressive Conditional Heteroscedasticity Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-02-19 | Paper |
Nonparametric tests for Cox processes
Journal of Statistical Planning and Inference | 2017-02-22 | Paper |
Nonparametric regression estimation onto a Poisson point process covariate
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2016-02-12 | Paper |
Weak dependence, models and some applications
Metrika | 2015-10-14 | Paper |
Parameter stability and semiparametric inference in time-varying ARCH models
| 2015-06-09 | Paper |
ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS
Econometric Theory | 2015-01-07 | Paper |
A \(p\)-order signed integer-valued autoregressive (SINAR(\(p\))) model
Journal of Time Series Analysis | 2014-06-16 | Paper |
On a nonparametric resampling scheme for Markov random fields
Electronic Journal of Statistics | 2013-05-28 | Paper |
On the quasi-likelihood estimation for random coefficient autoregressions
Statistics | 2012-11-30 | Paper |
A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields
Statistics & Probability Letters | 2010-09-24 | Paper |
A fixed point approach to model random fields
| 2007-10-29 | Paper |
