| Publication | Date of Publication | Type |
|---|
| Estimating the Spectral Density at Frequencies Near Zero | 2024-03-19 | Paper |
| Quadratic prediction of time series via auto-cumulants | 2024-03-04 | Paper |
| A Review of Seasonal Adjustment Diagnostics | 2023-12-14 | Paper |
| Variable targeting and reduction in large vector autoregressions with applications to workforce indicators | 2023-07-25 | Paper |
| Nonlinear prediction via Hermite transformation | 2023-03-07 | Paper |
| Casting vector time series: algorithms for forecasting, imputation, and signal extraction | 2022-12-19 | Paper |
| Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density | 2022-10-17 | Paper |
| Optimal linear interpolation of multiple missing values | 2022-09-28 | Paper |
| Model Identification Via Total Frobenius Norm of Multivariate Spectra | 2022-09-27 | Paper |
| Modelled approximations to the ideal filter with application to GDP and its components | 2022-07-14 | Paper |
| Testing collinearity of vector time series | 2022-06-24 | Paper |
| Frequency Domain Calculation of Seasonal VARMA Autocovariances | 2022-06-22 | Paper |
| Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation | 2022-06-07 | Paper |
| Multistep ahead forecasting of vector time series | 2022-06-07 | Paper |
| A Review of Some Modern Approaches to the Problem of Trend Extraction | 2022-05-31 | Paper |
| Custom Epoch Estimation for Surveys | 2022-02-23 | Paper |
| Testing for adequacy of seasonal adjustment in the frequency domain | 2021-01-06 | Paper |
| Time Series | 2020-01-08 | Paper |
| Maximum entropy extreme‐value seasonal adjustment | 2019-08-19 | Paper |
| Nonnested model comparisons for time series | 2019-06-24 | Paper |
| Constrained Estimation of Causal Invertible VARMA | 2019-02-28 | Paper |
| Computation of the autocovariances for time series with multiple long-range persistencies | 2018-08-15 | Paper |
| The multivariate bullwhip effect | 2018-05-30 | Paper |
| Recursive Computation for Block‐Nested Covariance Matrices | 2018-05-16 | Paper |
| The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages | 2018-03-09 | Paper |
| Optimal signal extraction with correlated components | 2018-02-07 | Paper |
| Optimal real-time filters for linear prediction problems | 2018-02-07 | Paper |
| Signal extraction for nonstationary time series with diverse sampling rules | 2018-02-07 | Paper |
| When are Direct Multi‐step and Iterative Forecasts Identical? | 2017-10-18 | Paper |
| Model Estimation, Prediction, and Signal Extraction for Nonstationary Stock and Flow Time Series Observed at Mixed Frequencies | 2017-10-13 | Paper |
| Computation of vector ARMA autocovariances | 2017-02-28 | Paper |
| The Cepstral Model for Multivariate Time Series: The Vector Exponential Model | 2017-02-17 | Paper |
| On the measurement and treatment of extremes in time series | 2017-02-08 | Paper |
| Corrigendum to ‘Subsampling Inference for the Mean of Heavy‐Tailed Long‐Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis | 2016-08-30 | Paper |
| Hermite expansion and estimation of monotonic transformations of Gaussian data | 2016-06-10 | Paper |
| A conversation with David Findley | 2016-03-03 | Paper |
| A Bayesian approach to estimating the long memory parameter | 2016-02-12 | Paper |
| Tail index estimation with a fixed tuning parameter fraction | 2015-12-28 | Paper |
| Signal Extraction for Non‐Stationary Multivariate Time Series with Illustrations for Trend Inflation | 2015-03-09 | Paper |
| Subsampling inference for the mean of heavy-tailed long-memory time series | 2014-11-20 | Paper |
| Estimation of Causal Invertible VARMA Models | 2014-06-17 | Paper |
| Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics | 2014-06-04 | Paper |
| The multiple testing problem for Box-Pierce statistics | 2014-05-30 | Paper |
| Asymptotic theory of cepstral random fields | 2014-05-05 | Paper |
| Distribution theory for the Studentized mean for long, short, and negative memory time series | 2014-04-30 | Paper |
| Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series | 2014-02-25 | Paper |
| Forecasting continuous-time processes with applications to signal extraction | 2013-08-07 | Paper |
| Signal Extraction Revision Variances as a Goodness-of-Fit Measure | 2013-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3145545 | 2012-12-21 | Paper |
| The perils of inferring serial dependence from sample autocorrelations of moving average series | 2012-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2906608 | 2012-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2906623 | 2012-09-05 | Paper |
| Tail index estimation in the presence of long-memory dynamics | 2012-06-08 | Paper |
| FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY | 2012-04-24 | Paper |
| A nonparametric method for asymmetrically extending signal extraction filters | 2011-11-15 | Paper |
| On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series | 2011-07-28 | Paper |
| Spectral domain diagnostics for testing model proximity and disparity in time series data | 2011-05-20 | Paper |
| A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions | 2010-12-21 | Paper |
| Selection between models through multi-step-ahead forecasting | 2010-09-20 | Paper |
| Tail exponent estimation via broadband log density-quantile regression | 2010-09-20 | Paper |
| On Joint Fourier–Laplace Transforms | 2010-08-19 | Paper |
| Incompatibility of trends in multi-year estimates from the American community survey | 2010-04-21 | Paper |
| MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION | 2009-06-11 | Paper |
| A local spectral approach for assessing time series model misspecification | 2009-02-25 | Paper |
| An iterated parametric approach to nonstationary signal extraction | 2008-12-11 | Paper |
| Exact formulas for the Hodrick-Prescott filter | 2008-05-29 | Paper |
| Statistical Properties of Model-Based Signal Extraction Diagnostic Tests | 2008-04-10 | Paper |
| Exact formulas for the Hodrick-Prescott filter | 2008-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434018 | 2008-01-09 | Paper |
| Computer-intensive rate estimation, diverging statistics and scanning | 2007-10-17 | Paper |
| Stable marked point processes | 2007-07-23 | Paper |
| Moment-based tail index estimation | 2007-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5491446 | 2006-10-05 | Paper |
| Large sample theory for statistics of stable moving averages | 2004-12-20 | Paper |
| ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS | 2003-05-18 | Paper |
