| Publication | Date of Publication | Type |
|---|
| Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models | 2016-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622266 | 2009-04-28 | Paper |
| A simple multivariate ARCH model specified by random coefficients | 2009-04-06 | Paper |
| Modelling subset multivariate ARCH model via the AIC principle | 2006-09-22 | Paper |
| Nonlinear autoregressive models with heavy-tailed innovation | 2005-11-30 | Paper |
| An efficient algorithm for the optimal market timing over two stocks | 2004-11-05 | Paper |
| Recursive least squares estimator with multiple exponential windows in vector autoregression | 2002-09-15 | Paper |
| A mixed-type test for linearity in time series | 2000-12-27 | Paper |
| A test of conditional heteroscedasticity in time series | 2000-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4233206 | 2000-04-02 | Paper |
| The existence of moments of nonlinear autoregressive model | 2000-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4257273 | 1999-10-07 | Paper |
| The probabilistic properties of the nonlinear autoregressive model with conditional heteroskedasticity | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391908 | 1998-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391131 | 1998-10-06 | Paper |
| A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series | 1998-09-10 | Paper |
| The geometric ergodicity and existence of moments for a class of nonlinear time series model | 1998-06-11 | Paper |
| A new class of consistent estimators for stochastic linear regressive models | 1998-04-07 | Paper |
| Abnormal behavior of the least squares estimate of multiple regression | 1997-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4349570 | 1997-08-27 | Paper |
| A K-S type test of linearity for a class of time series models | 1996-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4897169 | 1996-10-27 | Paper |
| Estimation of the parameters for unstable AR models | 1996-10-08 | Paper |
| Universally consistent estimation for stochastic regression models | 1996-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4307677 | 1994-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280936 | 1994-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4271730 | 1994-01-18 | Paper |
| ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS | 1993-06-29 | Paper |
| NON‐NEGATIVE AUTOREGRESSIVE MODELS | 1993-06-29 | Paper |
| Inverse regression method in data structure analysis | 1993-01-16 | Paper |
| A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979224 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3481100 | 1990-01-01 | Paper |
| Fast stepwise procedures of selection of variables by using AIC and BIC criteria | 1989-01-01 | Paper |
| Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters | 1989-01-01 | Paper |
| Two limit theorems on ARIMA models | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3702335 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685892 | 1985-01-01 | Paper |
| On the selection of regression variables | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4720553 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711528 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3716150 | 1985-01-01 | Paper |
| The maximum of the periodogram | 1983-01-01 | Paper |
| Correction to: Autocorrelation, autoregression and autoregressive approximation | 1983-01-01 | Paper |
| ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS | 1983-01-01 | Paper |
| A NOTE ON ARMA ESTIMATION | 1983-01-01 | Paper |
| Autocorrelation, autoregression and autoregressive approximation | 1982-01-01 | Paper |
| On convergence of LAD estimates in autoregression with infinite variance | 1982-01-01 | Paper |
| Estimation of prediction error variance | 1982-01-01 | Paper |
| Asymptotic Properties of an Estimate of the Prediction Error Variance | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3925036 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3862270 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4115048 | 1974-01-01 | Paper |
