| Publication | Date of Publication | Type |
|---|
Efficient estimation in invertible linear processes
Mathematical Methods of Statistics | 2026-01-26 | Paper |
Blockwise empirical likelihood and efficiency for Markov chains
Journal of Time Series Analysis | 2026-01-07 | Paper |
Estimation for Markov chains with periodically missing observations
Journal of Time Series Analysis | 2024-11-12 | Paper |
Efficient density estimation in an AR(1) model
Electronic Journal of Statistics | 2024-01-05 | Paper |
| Convergence in weighted L₁-norms of convolution estimators for the response density in nonparametric regression | 2021-06-02 | Paper |
| scientific article; zbMATH DE number 7353803 (Why is no real title available?) | 2021-06-02 | Paper |
Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise
Statistical Inference for Stochastic Processes | 2017-10-27 | Paper |
Convergence rates of density estimators for sums of powers of observations
Metrika | 2015-10-14 | Paper |
Estimators in step regression models
Statistics & Probability Letters | 2015-06-11 | Paper |
| scientific article; zbMATH DE number 6444912 (Why is no real title available?) | 2015-06-11 | Paper |
Estimating a density under pointwise constraints on the derivatives
Mathematical Methods of Statistics | 2015-03-13 | Paper |
Testing for additivity in partially linear regression with possibly missing responses
Journal of Multivariate Analysis | 2014-06-04 | Paper |
Uniform convergence of convolution estimators for the response density in nonparametric regression
Bernoulli | 2014-02-04 | Paper |
Non standard behavior of density estimators for functions of independent observations
Communications in Statistics. Theory and Methods | 2013-11-14 | Paper |
Variance bounds for estimators in autoregressive models with constraints
Statistics | 2013-06-25 | Paper |
On efficient estimation of densities for sums of squared observations
Statistics & Probability Letters | 2012-09-18 | Paper |
Optimal plug-in estimators for multivariate distributions with conditionally independent components
Journal of Nonparametric Statistics | 2011-12-21 | Paper |
Estimating the error distribution function in semiparametric additive regression models
Journal of Statistical Planning and Inference | 2011-11-10 | Paper |
Some developments in semiparametric statistics
Journal of Statistical Theory and Practice | 2011-04-18 | Paper |
Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
Statistics & Probability Letters | 2011-02-11 | Paper |
Tests for normality based on density estimators of convolutions
Statistics & Probability Letters | 2011-02-11 | Paper |
Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
Statistical Inference for Stochastic Processes | 2011-02-05 | Paper |
Estimation in Nonparametric Regression with Non-Regular Errors
Communications in Statistics: Theory and Methods | 2010-08-19 | Paper |
Plug-in estimators for higher-order transition densities in autoregression
ESAIM: Probability and Statistics | 2010-01-21 | Paper |
Non-standard behavior of density estimators for sums of squared observations
Statistics & Decisions | 2010-01-06 | Paper |
Improved Density Estimators for Invertible Linear Processes
Communications in Statistics: Theory and Methods | 2009-11-16 | Paper |
Estimating the innovation distribution in nonparametric autoregression
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2009-05-13 | Paper |
| Convergence rates in weighted L₁ spaces of kernel density estimators for linear processes | 2009-04-27 | Paper |
Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
Statistics & Probability Letters | 2009-04-15 | Paper |
Estimators for alternating nonlinear autoregression
Journal of Multivariate Analysis | 2009-01-22 | Paper |
Optimality of estimators for misspecified semi-Markov models
Stochastics | 2008-05-15 | Paper |
Prediction in moving average processes
Journal of Statistical Planning and Inference | 2008-03-11 | Paper |
Estimating the error distribution function in semiparametric regression
Statistics & Decisions | 2008-02-22 | Paper |
| Efficient estimator for time series | 2007-10-11 | Paper |
Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
The Annals of Statistics | 2007-09-03 | Paper |
Prediction in invertible linear processes
Statistics & Probability Letters | 2007-08-23 | Paper |
Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
Journal of Statistical Planning and Inference | 2007-06-26 | Paper |
Efficient prediction for linear and nonlinear autoregressive models
The Annals of Statistics | 2007-03-12 | Paper |
Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
Statistics & Probability Letters | 2006-10-25 | Paper |
| scientific article; zbMATH DE number 2206044 (Why is no real title available?) | 2005-09-16 | Paper |
Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
Bernoulli | 2005-03-30 | Paper |
| scientific article; zbMATH DE number 2148869 (Why is no real title available?) | 2005-03-21 | Paper |
Root<i>n</i>consistent density estimators for sums of independent random variables
Journal of Nonparametric Statistics | 2005-03-07 | Paper |
Efficient Estimation for Semiparametric Semi-Markov Processes
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Estimating functionals of the error distribution in parametric and nonparametric regression
Journal of Nonparametric Statistics | 2004-12-20 | Paper |
Root n consistent and optimal density estimators for moving average processes
Scandinavian Journal of Statistics | 2004-11-24 | Paper |
Estimating invariant laws of linear processes by U-statistics.
The Annals of Statistics | 2004-09-15 | Paper |
Efficient estimators for functionals of Markov chains with parametric marginals.
Statistics & Probability Letters | 2004-03-14 | Paper |
Estimating the error variance in nonparametric regression by a covariate-matched u-statistic
Statistics | 2004-03-08 | Paper |
Estimating linear functionals of the error distribution in nonparametric regression
Journal of Statistical Planning and Inference | 2004-01-06 | Paper |
| scientific article; zbMATH DE number 1959506 (Why is no real title available?) | 2003-08-05 | Paper |
Estimating the innovation distribution in nonlinear autoregressive models
Annals of the Institute of Statistical Mathematics | 2003-04-27 | Paper |
Estimators for models with constraints involving unknown parameters
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Efficient estimation of invariant distributions of some semiparametric Markov chain models.
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Improved estimators for constrained Markov chain models
Statistics & Probability Letters | 2003-01-13 | Paper |
Estimating joint distributions of Markov chains
Statistical Inference for Stochastic Processes | 2002-06-16 | Paper |
Markov chain Monte Carlo and Rao-Blackwellization
Journal of Statistical Planning and Inference | 2001-09-17 | Paper |
Reversible Markov chains and optimality of symmetrized empirical estimators
Bernoulli | 2001-04-04 | Paper |
Characterizing efficient empirical estimators for local interaction Gibbs fields
Statistical Inference for Stochastic Processes | 2001-01-30 | Paper |
The information in the marginal law of a Markov chain
Bernoulli | 2001-01-01 | Paper |
| scientific article; zbMATH DE number 1347883 (Why is no real title available?) | 2000-01-31 | Paper |
Information bounds for Gibbs samplers
The Annals of Statistics | 1999-12-14 | Paper |
| scientific article; zbMATH DE number 1215430 (Why is no real title available?) | 1999-02-16 | Paper |
| scientific article; zbMATH DE number 1215440 (Why is no real title available?) | 1999-02-09 | Paper |
Maximum likelihood estimator and Kullback - Leibler information in misspecified Markov chain models
Teoriya Veroyatnostei i ee Primeneniya | 1999-01-21 | Paper |
Cox's factoring of regression model likelihoods for continuous-time processes
Bernoulli | 1998-09-08 | Paper |
Adaptive estimators for parameters of the autoregression function of a Markov chain
Journal of Statistical Planning and Inference | 1997-11-06 | Paper |
Empirical estimators for semi-Markov processes
Mathematical Methods of Statistics | 1997-10-19 | Paper |
Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
The Annals of Statistics | 1997-05-26 | Paper |
Asymptotically optimal estimation in misspecified time series models
The Annals of Statistics | 1997-01-29 | Paper |
Quasi-likelihood models and optimal inference
The Annals of Statistics | 1996-09-01 | Paper |
Efficiency of empirical estimators for Markov chains
The Annals of Statistics | 1995-09-10 | Paper |
Nonparametric estimators for Markov step processes
Stochastic Processes and their Applications | 1995-03-01 | Paper |
| scientific article; zbMATH DE number 721889 (Why is no real title available?) | 1995-02-13 | Paper |
Optimality properties of empirical estimators for multivariate point processes
Journal of Multivariate Analysis | 1995-02-06 | Paper |
An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process
Annals of the Institute of Statistical Mathematics | 1994-12-12 | Paper |
Asymptotic minimax results for stochastic process families with critical points
Stochastic Processes and their Applications | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 125638 (Why is no real title available?) | 1993-02-21 | Paper |
Partially Specified Filtered Models and Efficiency
Theory of Probability & Its Applications | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 35212 (Why is no real title available?) | 1992-06-28 | Paper |
Efficient estimation in a nonlinear counting-process regression model
The Canadian Journal of Statistics | 1992-06-26 | Paper |
A generalization of asymptotically linear estimators
Statistics & Probability Letters | 1992-06-25 | Paper |
| Partially specified filtered models and efficiency | 1992-01-01 | Paper |
| scientific article; zbMATH DE number 4213279 (Why is no real title available?) | 1991-01-01 | Paper |
Efficiency of estimators for partially specified filtered models
Stochastic Processes and their Applications | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4082709 (Why is no real title available?) | 1988-01-01 | Paper |
Uniform approximation of log-likelihood ratios in the i.i.d. case
Communications in Statistics: Theory and Methods | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4123080 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3942748 (Why is no real title available?) | 1986-01-01 | Paper |
A counterexample concerning monotone unimodality
Statistics & Probability Letters | 1985-01-01 | Paper |
A note on strong unimodality and dispersivity
Journal of Applied Probability | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 4001178 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3852206 (Why is no real title available?) | 1984-01-01 | Paper |
Addendum to ``A third-order optimum property of the maximum likelihood estimator''
Journal of Multivariate Analysis | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3644323 (Why is no real title available?) | 1979-01-01 | Paper |
A third-order optimum property of the maximum likelihood estimator
Journal of Multivariate Analysis | 1978-01-01 | Paper |
An asymptotically complete class of tests
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1978-01-01 | Paper |
