| Publication | Date of Publication | Type |
|---|
Random discretization of stationary continuous time processes
Metrika | 2021-06-28 | Paper |
Stability of random coefficient ARCH models and aggregation schemes
Journal of Econometrics | 2014-03-07 | Paper |
| Estimating and forecasting partially linear models with non stationary exogeneous variables | 2011-02-21 | Paper |
| Fractional synthesis, fractional filters | 2011-02-18 | Paper |
Random sampling of long-memory stationary processes
Journal of Statistical Planning and Inference | 2010-02-26 | Paper |
Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory
Theory of Probability & Its Applications | 2009-02-19 | Paper |
Almost periodically correlated processes with long memory
Lecture Notes in Statistics | 2007-01-09 | Paper |
Orthogonal series density estimation in a disaggregation scheme
Journal of Statistical Planning and Inference | 2006-06-30 | Paper |
Invariance principle for a class of non stationary processes with long memory
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-03-20 | Paper |
Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results
Journal of Time Series Analysis | 2005-05-20 | Paper |
Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory
Journal of Theoretical Probability | 2005-05-20 | Paper |
Long memory and stochastic trend.
Statistics & Probability Letters | 2004-03-14 | Paper |
| scientific article; zbMATH DE number 1944306 (Why is no real title available?) | 2004-01-20 | Paper |
Aggregation in ARCH models
Lithuanian Mathematical Journal | 2003-05-19 | Paper |
Change point detection in dependent sequences: invariance principles for some quadratic statistics.
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Long memory with seasonal effects
Statistical Inference for Stochastic Processes | 2002-02-03 | Paper |
Modelling long-memory time series with finite or infinite variance: a general approach
Journal of Time Series Analysis | 2001-09-23 | Paper |
An Estimate of the Fractal Index Using Multiscale Aggregates
Journal of Time Series Analysis | 1998-10-27 | Paper |
Explicit and exponential bounds for a test on the coefficient of an AR(1) model
Statistics & Probability Letters | 1996-05-20 | Paper |
| scientific article; zbMATH DE number 663679 (Why is no real title available?) | 1994-11-07 | Paper |
Random Iterations and Kalman Filtering
Theory of Probability & Its Applications | 1994-01-27 | Paper |
| scientific article; zbMATH DE number 97775 (Why is no real title available?) | 1993-01-17 | Paper |
Partial convergence of extended least squares for insufficiently excited linear systems
International Journal of Adaptive Control and Signal Processing | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 5403 (Why is no real title available?) | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 5403 (Why is no real title available?) | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4182515 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4186929 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4186929 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4044978 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4015976 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4020118 (Why is no real title available?) | 1987-01-01 | Paper |
