| Publication | Date of Publication | Type |
|---|
Generalized nonparametric asymmetric kernel regression estimator with responses missing for nonnegative stationary and ergodic data
Journal of the Korean Statistical Society | 2026-04-02 | Paper |
Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support
Journal of Nonparametric Statistics | 2025-01-22 | Paper |
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations
Journal of Nonparametric Statistics | 2023-03-10 | Paper |
Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors
Statistics & Probability Letters | 2021-11-12 | Paper |
Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response
Statistics & Probability Letters | 2019-09-25 | Paper |
Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data
Statistical Methodology | 2019-03-18 | Paper |
Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
Statistics & Probability Letters | 2019-02-20 | Paper |
Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
Mathematical Methods of Statistics | 2017-05-24 | Paper |
Rate of uniform consistency for a class of mode regression on functional stationary ergodic data
Statistical Methods and Applications | 2017-03-30 | Paper |
Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data
Journal of the Korean Statistical Society | 2016-02-05 | Paper |
Vector-on-function quantile regression for stationary ergodic processes
Journal of the Korean Statistical Society | 2015-07-21 | Paper |
Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
Electronic Journal of Statistics | 2013-06-20 | Paper |
Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
Electronic Journal of Statistics | 2013-06-20 | Paper |
A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties
Statistics & Risk Modeling | 2013-04-23 | Paper |
An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models
Afrika Statistika | 2012-06-18 | Paper |
Generalized kernel regression estimator for dependent size-biased data
Journal of Statistical Planning and Inference | 2011-12-08 | Paper |
A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations
Statistical Methodology | 2011-05-20 | Paper |
Generalised kernel smoothing for non-negative stationary ergodic processes
Journal of Nonparametric Statistics | 2011-01-13 | Paper |
Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
Journal of Multivariate Analysis | 2010-11-10 | Paper |
Rates of strong consistencies of the regression function estimator for functional stationary ergodic data
Journal of Statistical Planning and Inference | 2010-10-22 | Paper |
On residual empirical processes of GARCH-SM models: application to conditional symmetry tests
Journal of Time Series Analysis | 2010-04-22 | Paper |
Local power of a Cramér-von Mises type test for parametric autoregressive models of order one
Computers & Mathematics with Applications | 2009-03-12 | Paper |
A locally asymptotically powerful test for nonlinear autoregressive models
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2008-06-26 | Paper |
A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors
Journal of Statistical Planning and Inference | 2005-08-05 | Paper |
Non-Parametric Testing of Conditional Variance Functions in Time Series
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2005-04-11 | Paper |
ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR
Communications in Statistics: Theory and Methods | 2004-02-04 | Paper |
| scientific article; zbMATH DE number 1340124 (Why is no real title available?) | 2002-02-05 | Paper |
A robust nonparametric estimation of the autoregression function under an ergodic hypothesis
The Canadian Journal of Statistics | 2001-08-17 | Paper |
Nonparametric testing for correlation models with dependent data
Journal of Nonparametric Statistics | 2001-05-17 | Paper |
Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
Communications in Statistics: Theory and Methods | 1999-09-22 | Paper |
Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1997-12-02 | Paper |
| scientific article; zbMATH DE number 878594 (Why is no real title available?) | 1996-07-18 | Paper |
| scientific article; zbMATH DE number 777922 (Why is no real title available?) | 1995-09-14 | Paper |
| scientific article; zbMATH DE number 559115 (Why is no real title available?) | 1994-04-28 | Paper |
| scientific article; zbMATH DE number 223316 (Why is no real title available?) | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 29176 (Why is no real title available?) | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 4215065 (Why is no real title available?) | 1991-01-01 | Paper |
