| Publication | Date of Publication | Type |
|---|
Adaptive quantile computation for Brownian bridge in change-point analysis
Computational Statistics and Data Analysis | 2022-01-26 | Paper |
Statistics of financial markets. An introduction
Universitext | 2019-09-26 | Paper |
Nonparametric estimates for conditional quantiles of time series
AStA. Advances in Statistical Analysis | 2018-11-12 | Paper |
Statistics of financial markets. An introduction
Universitext | 2015-02-16 | Paper |
Changepoints in times series of counts
Journal of Time Series Analysis | 2014-02-25 | Paper |
Structural adaptive smoothing procedures
Understanding Complex Systems | 2013-09-25 | Paper |
On geometric ergodicity of CHARME models
Journal of Time Series Analysis | 2011-04-06 | Paper |
Nonparametric changepoint detection for time series
PAMM | 2010-12-15 | Paper |
Statistics of financial markets. An introduction.
Universitext | 2010-12-03 | Paper |
scientific article; zbMATH DE number 5769421 (Why is no real title available?)
| 2010-08-12 | Paper |
Nonparametric Modeling in Financial Time Series
Handbook of Financial Time Series | 2009-11-27 | Paper |
Estimating market risk with neural networks
Statistics & Decisions | 2008-05-14 | Paper |
A note on the identifiability of the conditional expectation for the mixtures of neural networks
Statistics & Probability Letters | 2008-04-28 | Paper |
Statistics of financial markets. An introduction.
Universitext | 2008-01-30 | Paper |
On the identification of large multilinear systems
Computational Statistics | 2007-12-16 | Paper |
Bootstrap autoregressive order selection
Statistics & Decisions | 2007-05-15 | Paper |
Properties of the nonparametric autoregressive bootstrap
Journal of Time Series Analysis | 2005-05-20 | Paper |
Statistics of financial markets. An introduction.
Universitext | 2004-10-04 | Paper |
scientific article; zbMATH DE number 2034577 (Why is no real title available?)
| 2004-01-28 | Paper |
Bootstrapping nonparametric estimators of the volatility function.
Journal of Econometrics | 2004-01-26 | Paper |
scientific article; zbMATH DE number 1978400 (Why is no real title available?)
| 2003-09-09 | Paper |
Bootstrap of kernel smoothing in nonlinear time series
Bernoulli | 2003-03-09 | Paper |
scientific article; zbMATH DE number 1780452 (Why is no real title available?)
| 2002-08-13 | Paper |
scientific article; zbMATH DE number 1487895 (Why is no real title available?)
| 2002-04-11 | Paper |
scientific article; zbMATH DE number 1661760 (Why is no real title available?)
| 2001-10-17 | Paper |
scientific article; zbMATH DE number 1069600 (Why is no real title available?)
| 1997-10-01 | Paper |
scientific article; zbMATH DE number 558629 (Why is no real title available?)
| 1995-01-19 | Paper |
BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
Journal of Time Series Analysis | 1993-06-29 | Paper |
On bootstrapping kernel spectral estimates
The Annals of Statistics | 1992-09-27 | Paper |
Minimax-robust prediction of discrete time series
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1985-01-01 | Paper |
A Levinson-Durbin recursion for autoregressive-moving average processes
Biometrika | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3938370 (Why is no real title available?)
| 1985-01-01 | Paper |
ARMA processes have maximal entropy among time series with prescribed autocovariances and impulse responses
Advances in Applied Probability | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3909587 (Why is no real title available?)
| 1984-01-01 | Paper |
ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE
Journal of Time Series Analysis | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3882326 (Why is no real title available?)
| 1984-01-01 | Paper |
Optimal navigation with random terminal time in the presence of phase constraints
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1982-01-01 | Paper |
The intuitive dynamic programming approach to optimal stochastic navigation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3764615 (Why is no real title available?)
| 1980-01-01 | Paper |
