| Publication | Date of Publication | Type |
|---|
| Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters | 2024-07-17 | Paper |
| IndGenErrors | 2023-06-30 | Software |
| On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models | 2021-07-02 | Paper |
| On testing for causality in variance between two multivariate time series | 2020-03-06 | Paper |
| Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics | 2019-08-27 | Paper |
| On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method | 2018-11-02 | Paper |
| On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators | 2017-07-31 | Paper |
| Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models | 2016-12-19 | Paper |
| Multivariate hypothesis testing using generalized and {2}-inverses – with applications | 2015-07-20 | Paper |
| On testing for serial correlation of unknown form using wavelet thresholding | 2014-04-14 | Paper |
| Controlling the bias of robust small-area estimators | 2014-01-17 | Paper |
| Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications | 2013-11-26 | Paper |
| On testing for independence between the innovations of several time series | 2013-10-29 | Paper |
| On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model | 2013-01-01 | Paper |
| On modelling and diagnostic checking of vector periodic autoregressive time series models | 2011-02-22 | Paper |
| Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models | 2010-09-20 | Paper |
| On kernel nonparametric regression designed for complex survey data | 2010-06-16 | Paper |
| Corrigendum to: ``On matricial measures of dependence in vector ARCH models with applications to diagnostic checking | 2010-05-05 | Paper |
| Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods | 2010-04-06 | Paper |
| On multiplicative seasonal modelling for vector time series | 2009-10-09 | Paper |
| On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap | 2009-06-16 | Paper |
| Testing for multivariate autoregressive conditional heteroskedasticity using wavelets | 2009-04-06 | Paper |
| On robust testing for conditional heteroscedasticity in time series models | 2008-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3535260 | 2008-11-10 | Paper |
| On robust forecasting in dynamic vector time series models | 2008-10-29 | Paper |
| Diagnostic checking of multivariate nonlinear time series models with martingale difference errors | 2008-06-11 | Paper |
| On consistent testing for serial correlation in seasonal time series models | 2008-02-15 | Paper |
| Evaluating financial time series models for irregularly spaced data: a spectral density approach | 2007-10-10 | Paper |
| ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES | 2006-11-14 | Paper |
| Testing for serial correlation of unknown form in cointegrated time series models | 2006-09-06 | Paper |
| Robust and powerful serial correlation tests with new robust estimates in ARX models | 2006-05-24 | Paper |
| On the asymptotic distribution of residual autocovariances in VARX models with applications | 2006-04-06 | Paper |
| On matricial measures of dependence in vector ARCH models with applications to diagnostic checking | 2005-04-07 | Paper |
| On testing for multivariate ARCH effects in vector time series models | 2004-06-15 | Paper |
| On consistent testing for serial correlation of unknown form in vector time series models. | 2004-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438064 | 2003-12-09 | Paper |
| Principal component analysis from the multivariate familial correlation matrix | 2002-09-30 | Paper |
| Robust estimation of the SUR model | 2002-03-27 | Paper |
