| Publication | Date of Publication | Type |
|---|
| Asymptotic normality of spectral means of Hilbert space valued random processes | 2024-06-21 | Paper |
| Bootstrapping Whittle estimators | 2023-05-26 | Paper |
| Simultaneous inference for autocovariances based on autoregressive sieve bootstrap | 2021-11-25 | Paper |
| Bootstrap based inference for sparse high-dimensional time series models | 2021-07-09 | Paper |
| Extending the validity of frequency domain bootstrap methods to general stationary processes | 2020-12-14 | Paper |
| Asymptotics for Autocovariances and Integrated Periodograms for Linear Processes Observed at Lower Frequencies | 2019-07-16 | Paper |
| Bootstrapping Locally Stationary Processes | 2019-06-14 | Paper |
| Estimated Wold Representation and Spectral-Density-Driven Bootstrap for Time Series | 2018-10-30 | Paper |
| Baxter's inequality and sieve bootstrap for random fields | 2017-09-21 | Paper |
| Some properties of the autoregressive-aided block bootstrap | 2017-04-07 | Paper |
| Statistical inference for nonparametric GARCH models | 2016-09-13 | Paper |
| Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions | 2016-06-30 | Paper |
| Bootstrap specification tests for linear covariance stationary processes | 2016-04-25 | Paper |
| Bootstrapping Realized Bipower Variation | 2016-02-25 | Paper |
| A Model Specification Test For GARCH(1,1) Processes | 2016-01-08 | Paper |
| Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series | 2015-11-23 | Paper |
| On the Vector Autoregressive Sieve Bootstrap | 2015-05-20 | Paper |
| Hybrid bootstrap aided unit root testing | 2015-01-30 | Paper |
| Bootstrap methods for dependent data: a review | 2014-09-30 | Paper |
| Rejoinder: ``Bootstrap methods for dependent data: a review | 2014-09-30 | Paper |
| Simultaneous bootstrap for all three parameters in random coefficient autoregressive models | 2014-08-11 | Paper |
| BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS | 2014-04-08 | Paper |
| Bootstrapping continuous-time autoregressive processes | 2014-02-17 | Paper |
| The Hybrid Wild Bootstrap for Time Series | 2012-11-09 | Paper |
| Bootstrap tests for simple structures in nonparametric time series regression | 2012-01-25 | Paper |
| On the range of validity of the autoregressive sieve bootstrap | 2011-12-08 | Paper |
| The multiple hybrid bootstrap -- resampling multivariate linear processes | 2010-11-10 | Paper |
| Nonparametric Modeling in Financial Time Series | 2009-11-27 | Paper |
| Bootstrap autoregressive order selection | 2007-05-15 | Paper |
| Introduction to time series. | 2006-06-20 | Paper |
| Properties of the nonparametric autoregressive bootstrap | 2005-05-20 | Paper |
| Bootstrap Methods for Time Series | 2005-01-03 | Paper |
| Autoregressive-aided periodogram bootstrap for time series | 2004-05-27 | Paper |
| Bootstrap of kernel smoothing in nonlinear time series | 2003-03-09 | Paper |
| Bootstrap tests for parametric volatility structure in nonparametric autoregression | 2002-05-13 | Paper |
| Regression-type inference in nonparametric autoregression | 1999-11-09 | Paper |
| Bootstrapping general first order autoregression | 1998-08-16 | Paper |
| BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS | 1993-06-29 | Paper |
| Estimation of the distribution function of noise in stationary processes | 1992-06-26 | Paper |
| Local asymptotic normality for autoregression with infinite order | 1992-06-25 | Paper |
| Testing linear hypotheses in autoregressions | 1990-01-01 | Paper |
| On stochastic estimation | 1988-01-01 | Paper |
| On adaptive estimation in stationary ARMA processes | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3749988 | 1987-01-01 | Paper |
| Repeated significance tests for stationary arm processes | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3707194 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3680117 | 1984-01-01 | Paper |
