| Publication | Date of Publication | Type |
|---|
Heteroscedasticity-robust estimation of autocorrelation
Communications in Statistics. Simulation and Computation | 2022-06-30 | Paper |
Detecting long-range dependence with truncated ratios of periodogram ordinates
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Fast computation and practical use of amplitudes at non-Fourier frequencies
Computational Statistics | 2021-11-23 | Paper |
Robust testing for stationarity of global surface temperature
Journal of Applied Statistics | 2020-10-26 | Paper |
Non-monotonic penalizing for the number of structural breaks
Computational Statistics | 2015-03-03 | Paper |
Detecting fuzzy periodic patterns in futures spreads
Statistical Papers | 2014-09-26 | Paper |
Identifying the determinants of foreign direct investment: a data-specific model selection approach
Statistical Papers | 2012-12-27 | Paper |
Testing for cycles in multiple time series
Journal of Time Series Analysis | 2011-11-26 | Paper |
Discriminating between nonnested models
| 2010-08-16 | Paper |
Relationship between optimal penalties and decay rates
| 2007-08-01 | Paper |
scientific article; zbMATH DE number 5054864 (Why is no real title available?)
| 2006-09-18 | Paper |
Analysis of economic growth: structural breaks, superrandomness, and nonlinear forecasting
AStA. Allgemeines Statistisches Archiv | 2005-05-06 | Paper |
scientific article; zbMATH DE number 2075209 (Why is no real title available?)
| 2004-06-15 | Paper |
scientific article; zbMATH DE number 1984636 (Why is no real title available?)
| 2003-09-22 | Paper |
IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION
Econometric Theory | 2001-07-09 | Paper |
Modification of autoregressive fractionally integrated moving average models for the estimation of persistence
Journal of Applied Statistics | 2000-01-31 | Paper |
Approximating the Bayes factor
Statistics & Probability Letters | 1998-12-15 | Paper |
Generalization of the Kolmogorov--Smirnov test
Computational Statistics and Data Analysis | 1998-07-22 | Paper |
Prediction with vague prior knowledge
Communications in Statistics: Theory and Methods | 1997-11-11 | Paper |
Estimation of the fractionally differencing parameter with the R/S method
Computational Statistics and Data Analysis | 1997-02-27 | Paper |
On the asymptotic behavior of Akaike's BIC
Statistics & Probability Letters | 1996-10-27 | Paper |
Use of Phase for the Detection of Hidden Periodicites
Biometrical Journal | 1996-07-17 | Paper |
Behaviour of the length test for medium sample sizes
Communications in Statistics: Theory and Methods | 1994-01-31 | Paper |
Bayesian derivation of Akaike's information criterion
Metron | 1993-03-10 | Paper |
TESTING FOR WHITE NOISE AGAINST MULTIMODAL SPECTRAL ALTERNATIVES
Journal of Time Series Analysis | 1993-01-16 | Paper |
Length tests for goodness of fit
Biometrika | 1991-01-01 | Paper |
Adaptive test for white noise
Biometrika | 1989-01-01 | Paper |
DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS
Journal of Time Series Analysis | 1988-01-01 | Paper |
