| Publication | Date of Publication | Type |
|---|
Student's-\(t\) process with spatial deformation for spatio-temporal data
Statistical Methods and Applications | 2023-01-13 | Paper |
Central Limit Theorem in the Functional Approach
IEEE Transactions on Signal Processing | 2018-08-22 | Paper |
Transformed GARMA model: Properties and simulations
Communications in Statistics. Simulation and Computation | 2018-03-13 | Paper |
Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series
Springer Proceedings in Mathematics & Statistics | 2016-02-25 | Paper |
A generalized block bootstrap for seasonal time series
Journal of Time Series Analysis | 2014-12-10 | Paper |
Subsampling for continuous-time almost periodically correlated processes
Journal of Statistical Planning and Inference | 2014-06-10 | Paper |
Resampling methods for time series level crossings
Communications in Statistics. Theory and Methods | 2014-01-28 | Paper |
A Bootstrap Algorithm for Data from a Periodic Multiplicative Intensity Function
Communications in Statistics: Theory and Methods | 2011-06-10 | Paper |
Nonrelatively measurable functions for secure communications signal design
Signal Processing | 2010-05-19 | Paper |
Subsampling in testing autocovariance for periodically correlated time series
Journal of Time Series Analysis | 2010-04-22 | Paper |
On bootstrapping periodic random arrays with increasing period
Metrika | 2010-04-21 | Paper |
Foundations of the functional approach for signal analysis
Signal Processing | 2009-10-29 | Paper |
Bootstrap Resampling Tests for Quantized Time Series
Studies in Classification, Data Analysis, and Knowledge Organization | 2008-03-06 | Paper |
Simultaneous confidence bands for the integrated hazard function
| 2006-01-14 | Paper |
scientific article; zbMATH DE number 2222631 (Why is no real title available?)
| 2005-11-03 | Paper |
Quantile prediction for time series in the fraction-of-time probability framework.
Signal Processing | 2003-01-21 | Paper |
Functional limit theory for the spectral covariance estimator
Journal of Applied Probability | 2003-01-09 | Paper |
Testing stationarity for stock market data
Economics Letters | 1997-02-27 | Paper |
Laws of large numbers for periodically and almost periodically correlated processes
Stochastic Processes and their Applications | 1995-05-14 | Paper |
Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes
Stochastic Processes and their Applications | 1995-02-06 | Paper |
scientific article; zbMATH DE number 639808 (Why is no real title available?)
| 1994-10-13 | Paper |
Ergodic behavior and estimation for periodically correlated processes
Statistics & Probability Letters | 1993-02-22 | Paper |
Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
Statistics & Probability Letters | 1993-01-16 | Paper |
scientific article; zbMATH DE number 94790 (Why is no real title available?)
| 1993-01-16 | Paper |
A note on kernel smoothing of an estimator of a periodic function in the multiplicative intensity model
Statistics & Probability Letters | 1989-01-01 | Paper |
Histogram maximum likelihood estimator in the multiplicative intensity model
Stochastic Processes and their Applications | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4106076 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4060584 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 3874319 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3808613 (Why is no real title available?)
| 1983-01-01 | Paper |
