| Publication | Date of Publication | Type |
|---|
| Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation | 2024-07-10 | Paper |
| Aggregation of network traffic and anisotropic scaling of random fields | 2023-05-17 | Paper |
| Scaling transition for singular linear random fields on $\mathbb{Z}^2$: spectral approach | 2023-01-05 | Paper |
| Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation | 2022-12-23 | Paper |
| Local scaling limits of Lévy driven fractional random fields | 2022-09-28 | Paper |
| Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis | 2021-09-15 | Paper |
| Aggregation and long memory: recent developments | 2021-06-02 | Paper |
| Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) | 2021-02-18 | Paper |
| Local scaling limits of L\'evy driven fractional random fields | 2021-02-01 | Paper |
| On the empirical process of tempered moving averages | 2020-12-18 | Paper |
| Estimating Long Memory in Panel Random‐Coefficient AR(1) Data | 2020-09-16 | Paper |
| Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance | 2020-07-16 | Paper |
| Anisotropic scaling limits of long-range dependent random fields | 2020-03-11 | Paper |
| Sample covariances of random-coefficient AR(1) panel model | 2019-11-26 | Paper |
| Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory | 2019-07-30 | Paper |
| Discrete-time trawl processes | 2019-06-04 | Paper |
| Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\) | 2019-05-17 | Paper |
| STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE | 2018-11-09 | Paper |
| Invariance principles for tempered fractionally integrated processes | 2018-10-31 | Paper |
| Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance | 2018-05-16 | Paper |
| Tempered fractional Brownian and stable motions of second kind | 2017-12-22 | Paper |
| QMLE for Quadratic ARCH Model with Long Memory | 2017-07-21 | Paper |
| Scaling transition for nonlinear random fields with long-range dependence | 2017-06-30 | Paper |
| Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data | 2016-12-15 | Paper |
| Anisotropic scaling of the random grain model with application to network traffic | 2016-12-09 | Paper |
| A nonlinear model for long-memory conditional heteroscedasticity | 2016-10-19 | Paper |
| Discrete-time trawl processes with long memory | 2016-10-16 | Paper |
| Aggregation of autoregressive random fields and anisotropic long-range dependence | 2016-07-14 | Paper |
| Renewal regime switching and stable limit laws | 2016-04-01 | Paper |
| A goodness-of-fit test for marginal distribution of linear random fields with long memory | 2016-02-08 | Paper |
| Joint aggregation of random-coefficient AR(1) processes with common innovations | 2015-11-23 | Paper |
| Quasi-MLE for quadratic ARCH model with long memory | 2015-09-21 | Paper |
| Scaling transition for long-range dependent Gaussian random fields | 2015-04-28 | Paper |
| In memoriam Bronius Grigelionis (1935.11.01--2014.05.23) | 2015-02-25 | Paper |
| Minimum distance lack-of-fit tests under long memory errors | 2015-02-19 | Paper |
| Projective Stochastic Equations and Nonlinear Long Memory | 2015-01-19 | Paper |
| CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES | 2014-12-10 | Paper |
| DETECTION OF NONCONSTANT LONG MEMORY PARAMETER | 2014-06-20 | Paper |
| Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes | 2014-02-07 | Paper |
| Asymptotics of partial sums of linear processes with changing memory parameter | 2013-08-08 | Paper |
| Nonparametric estimation of the local Hurst function of multifractional Gaussian processes | 2013-03-06 | Paper |
| Goodness-of-fit tests for long memory moving average marginal density | 2013-02-21 | Paper |
| Moment bounds and central limit theorems for Gaussian subordinated arrays | 2013-01-16 | Paper |
| On the mixing structure of stationary increment and self-similar symmetric \alpha-stable processes | 2012-11-27 | Paper |
| Measuring the roughness of random paths by increment ratios | 2012-09-19 | Paper |
| Goodness-of-fit testing under long memory | 2010-09-20 | Paper |
| A two-sample test for comparison of long memory parameters | 2010-09-01 | Paper |
| The Discrete and Continuum Broken Line Process | 2010-08-18 | Paper |
| Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations | 2010-07-13 | Paper |
| AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS | 2010-04-23 | Paper |
| Aggregation of random-coefficient AR(1) process with infinite variance and common innovations | 2010-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400722 | 2010-02-05 | Paper |
| ARCH(∞) Models and Long Memory Properties | 2009-11-27 | Paper |
| Covariance function of vector self-similar processes | 2009-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3399435 | 2009-10-12 | Paper |
| Testing a sub-hypothesis in linear regression models with long memory covariates and errors. | 2009-08-17 | Paper |
| Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design | 2009-06-09 | Paper |
| Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory | 2009-02-19 | Paper |
| A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares | 2009-02-16 | Paper |
| On the Rate of Approximation in Limit Theorems for Sums of Moving Averages | 2008-08-21 | Paper |
| Long-range dependence and Appell rank | 2008-03-16 | Paper |
| The increment ratio statistic | 2008-03-11 | Paper |
| On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme | 2008-02-22 | Paper |
| Randomly fractionally integrated processes | 2008-02-18 | Paper |
| \(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails | 2008-02-18 | Paper |
| Nonhomogeneous fractional integration and multifractional processes | 2008-02-06 | Paper |
| Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory | 2007-07-19 | Paper |
| Almost periodically correlated processes with long memory | 2007-01-09 | Paper |
| On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise | 2006-11-16 | Paper |
| Invariance principle for a class of non stationary processes with long memory | 2006-03-20 | Paper |
| Asymptotics of M-estimators in two-phase linear regression models. | 2005-11-29 | Paper |
| Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory | 2005-05-20 | Paper |
| Stable limits of sums of bounded functions of long memory moving averages with finite variance | 2005-03-30 | Paper |
| REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS | 2005-03-07 | Paper |
| Stable limits of empirical processes of moving averages with infinite variance. | 2005-02-25 | Paper |
| ARCH-type bilinear models with double long memory. | 2005-02-25 | Paper |
| Asymptotics of empirical processes of long memory moving averages with infinite variance. | 2004-09-22 | Paper |
| Random coefficient autoregression, regime switching and long memory | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407600 | 2004-03-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407601 | 2004-01-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407612 | 2004-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4410081 | 2003-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4410080 | 2003-07-01 | Paper |
| A model for long memory conditional heteroscedasticity. | 2003-05-06 | Paper |
| Asymptotics of weighted empirical processes of linear fields with long-range dependence | 2003-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407621 | 2003-01-01 | Paper |
| Second-order behavior of M-estimators in linear regression with long-memory errors | 2001-09-02 | Paper |
| Asymptotic normality of the Whittle estimator in linear regression models with long memory errors | 2001-08-14 | Paper |
| On weak convergence of random fields | 2001-02-16 | Paper |
| On the truncated anisotropic long-range percolation on \(\mathbb Z^2\) | 2001-01-17 | Paper |
| Variance-type estimation of long memory | 2001-01-17 | Paper |
| Convergence of Appell polynomials of long range dependent moving averages in martingale differences | 2000-11-06 | Paper |
| Poisson broken lines process and its application to Bernoulli first passage percolation | 2000-10-30 | Paper |
| Central limit theorem for the empirical process of a linear sequence with long memory | 2000-09-04 | Paper |
| Interpolation, correlation identities, and inequalities for infinitely divisible variables | 1999-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4216249 | 1999-05-26 | Paper |
| Functional central limit theorem for the empirical process of short memory linear processes | 1999-04-26 | Paper |
| Asymptotic normality of regression estimators with long memory errors | 1999-01-10 | Paper |
| The large-scale structure of the universe and quasi-Voronoi tessellation of shock fronts in forced Burgers turbulence in \(\mathbb{R}^d\) | 1998-09-08 | Paper |
| Asymptotic expansion of \(M\)-estimators with long-memory errors | 1998-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5284174 | 1997-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865902 | 1997-01-20 | Paper |
| The change-point problem for dependent observations | 1996-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884157 | 1996-07-08 | Paper |
| Gibbs-Cox random fields and Burgers turbulence | 1996-05-27 | Paper |
| Hyperbolic asymptotics in Burgers' turbulence and extremal processes | 1995-08-07 | Paper |
| Stratified structure of the Universe and Burgers' equation -- a probabilistic approach | 1995-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4315059 | 1994-12-07 | Paper |
| Burgers' equation by non-local shot noise data | 1994-11-01 | Paper |
| Stable mixed moving averages | 1994-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4296816 | 1994-07-13 | Paper |
| Point-based polygonal models for random graphs | 1993-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694353 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4040763 | 1993-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028291 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973436 | 1992-06-26 | Paper |
| Consistent polygonal fields | 1991-01-01 | Paper |
| The thermodynamic limit of polygonal models | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3212063 | 1991-01-01 | Paper |
| A metric space of discontinuous functions on the plane | 1990-01-01 | Paper |
| A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357200 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5748682 | 1989-01-01 | Paper |
| Limit theorem for polynomials of a linear process with long-range dependence | 1989-01-01 | Paper |
| Markov fields with polygonal realizations | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3031710 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3490805 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3492521 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3833355 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3742423 | 1986-01-01 | Paper |
| Limit theorems for a random walk in a random environment | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678380 | 1985-01-01 | Paper |
| On the multiple stable integral | 1985-01-01 | Paper |
| CLT and other limit theorems for functionals of Gaussian processes | 1985-01-01 | Paper |
| Infinitely divisible OS-positive processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4748920 | 1983-01-01 | Paper |
| Zones of attraction of self-similar multiple integrals | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3042106 | 1983-01-01 | Paper |
| Classes of self-similar random fields | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3339878 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3662382 | 1982-01-01 | Paper |
| On infinitely divisible self-similar random fields | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3918835 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3925606 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3930390 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3886591 | 1979-01-01 | Paper |
| On the innovation problem for Gaussian Markov random fields | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4187093 | 1979-01-01 | Paper |
| An expansion of the free Markov field | 1979-01-01 | Paper |
| On the Markov property of a class of linear infinitely divisible fields | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4052928 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4062446 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4776683 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4403507 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5180643 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5661021 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5667803 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5647700 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4043420 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5618809 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5591187 | 1969-01-01 | Paper |
