| Publication | Date of Publication | Type |
|---|
| Estimating a gradual parameter change in an AR(1)-process | 2022-08-25 | Paper |
| Tests for heteroskedasticity in transformation models | 2022-08-23 | Paper |
| Fourier–type tests involving martingale difference processes | 2022-06-07 | Paper |
| Structural breaks in panel data: Large number of panels and short length time series | 2022-03-04 | Paper |
| On functional data analysis and related topics | 2022-03-01 | Paper |
| Fourier-type tests of mutual independence between functional time series | 2022-03-01 | Paper |
| Special issue on functional data analysis and related fields | 2022-03-01 | Paper |
| Testing serial independence with functional data | 2021-11-22 | Paper |
| Change-point methods for multivariate time-series: paired vectorial observations | 2020-11-02 | Paper |
| Fourier Methods for Sequential Change Point Analysis in Autoregressive Models | 2020-07-14 | Paper |
| Doubly paired change-point analysis | 2020-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5216388 | 2020-02-17 | Paper |
| Tests for validity of the semiparametric heteroskedastic transformation model | 2020-01-30 | Paper |
| Specification testing in nonparametric AR‐ARCH models | 2019-03-21 | Paper |
| Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data | 2019-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4686963 | 2018-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4687134 | 2018-10-10 | Paper |
| Change Point Detection with Multivariate Observations Based on Characteristic Functions | 2018-03-29 | Paper |
| Tests for Structural Changes in Time Series of Counts | 2018-01-04 | Paper |
| A note on estimators of gradual changes | 2017-10-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5364285 | 2017-10-04 | Paper |
| Change Detection in INARCH Time Series of Counts | 2017-07-20 | Paper |
| Discontinuities in robust nonparametric regression with α-mixing dependence | 2017-06-16 | Paper |
| ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS | 2017-05-16 | Paper |
| Segmenting mean-nonstationary time series via trending regressions | 2017-05-12 | Paper |
| Detection of Changes in INAR Models | 2016-11-18 | Paper |
| Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models | 2016-09-16 | Paper |
| Book review of: B. E. Brodsky and B. S. Darkhovsky, Non-parametric statistical diagnosis. Problems and methods. | 2015-10-14 | Paper |
| Data driven rank test for the change point problem | 2015-10-14 | Paper |
| Tests for time series of counts based on the probability-generating function | 2015-07-20 | Paper |
| Dependent functional linear models with applications to monitoring structural change | 2015-04-28 | Paper |
| Estimation of the time of change in panel data | 2015-03-15 | Paper |
| Comments on: ``Extensions of some classical methods in change point analysis | 2015-01-29 | Paper |
| Robust monitoring of CAPM portfolio betas. II | 2014-10-08 | Paper |
| Change‐point detection in panel data | 2014-02-25 | Paper |
| Test of independence for functional data | 2014-01-10 | Paper |
| Delay time in monitoring jump changes in linear models | 2013-06-25 | Paper |
| Monitoring changes in the error distribution of autoregressive models based on Fourier methods | 2013-04-10 | Paper |
| Robust monitoring of CAPM portfolio betas | 2013-03-12 | Paper |
| Darling-Erdős limit results for change-point detection in panel data | 2013-02-28 | Paper |
| Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models | 2013-02-21 | Paper |
| M-Procedures for Detection of Changes for Dependent Observations | 2013-02-21 | Paper |
| Bootstrapping sequential change-point tests for linear regression | 2013-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3165892 | 2012-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3166519 | 2012-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3166523 | 2012-10-12 | Paper |
| SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS | 2012-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5389656 | 2012-04-23 | Paper |
| A note on Studentized confidence intervals for the change-point | 2011-04-06 | Paper |
| Tests for independence in non-parametric heteroscedastic regression models | 2011-03-25 | Paper |
| Tests for the error distribution in nonparametric possibly heteroscedastic regression models | 2011-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580538 | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3552466 | 2010-04-22 | Paper |
| Bootstrapping confidence intervals for the change-point of time series | 2010-04-22 | Paper |
| Testing the stability of the functional autoregressive process | 2010-01-12 | Paper |
| Data driven rank statistics in change point analysis | 2009-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5321067 | 2009-07-22 | Paper |
| ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES | 2009-06-11 | Paper |
| Extreme value theory for stochastic integrals of Legendre polynomials | 2009-03-25 | Paper |
| Testing for changes in polynomial regression | 2009-03-02 | Paper |
| A nonparametric model for analysis of the EURO bond market | 2008-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3524338 | 2008-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3524361 | 2008-09-09 | Paper |
| Tests for the multivariatek-sample problem based on the empirical characteristic function | 2008-07-02 | Paper |
| Ratio tests for change point detection | 2008-05-16 | Paper |
| On the detection of changes in autoregressive time series. II: Resampling procedures | 2008-03-28 | Paper |
| Omnibus tests for the error distribution in the linear regression model | 2008-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310542 | 2007-10-11 | Paper |
| Some sequential procedures based on regression rank scores | 2007-04-16 | Paper |
| On the detection of changes in autoregressive time series. I: Asymptotics. | 2007-03-27 | Paper |
| Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich | 2007-03-21 | Paper |
| Tests for continuity of regression functions | 2007-02-14 | Paper |
| Change-Point Analysis Based on Empirical Characteristic Functions of Ranks | 2007-02-14 | Paper |
| Change‐point monitoring in linear models | 2007-02-13 | Paper |
| Change point analysis based on empirical characteristic functions | 2006-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317355 | 2005-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4680282 | 2005-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663812 | 2005-04-04 | Paper |
| Testing for changes using permutations of U-statistics | 2005-02-09 | Paper |
| Weak Invariance Principles for Regression Rank Statistics | 2005-01-18 | Paper |
| Change point analysis for censored data | 2004-11-29 | Paper |
| Monitoring changes in linear models | 2004-11-29 | Paper |
| Applications of permutations to the simulations of critical values | 2004-09-27 | Paper |
| Serial rank statistics for detection of changes. | 2004-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4451341 | 2004-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416872 | 2003-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4779572 | 2003-02-02 | Paper |
| Effect of dependence on statistics for determination of change | 2003-01-15 | Paper |
| Limit theorems for a class of tests of gradual changes | 2002-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3148762 | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4551054 | 2002-09-04 | Paper |
| Permutation tests in change point analysis | 2002-03-06 | Paper |
| Bayesian like R- and M- estimators of change points | 2001-10-04 | Paper |
| Bayesian-type estimators of change points | 2001-07-31 | Paper |
| On a crossroad of resampling plans: bootstrapping elementary symmetric polynomials | 2001-06-19 | Paper |
| Limit theorems for kernel-type estimators for the time of change | 2000-12-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4955940 | 2000-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4378644 | 2000-05-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4353182 | 2000-04-05 | Paper |
| Rank based estimators of the change-point | 2000-03-14 | Paper |
| Limit theorems for rank statistics | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4246921 | 1999-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4244929 | 1999-05-31 | Paper |
| Sequential tests based on rank regression scores | 1999-03-04 | Paper |
| Gradual changes versus abrupt changes. | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4212970 | 1998-12-15 | Paper |
| Estimators for the Time of Change in Linear Models | 1997-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4343835 | 1997-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892797 | 1997-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892799 | 1997-06-22 | Paper |
| Change-point problem and bootstrap | 1996-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864588 | 1996-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871856 | 1996-06-23 | Paper |
| Estimation of a change in linear models | 1996-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4852555 | 1996-02-06 | Paper |
| Bootstrapping multivariate \(U\)-quantiles and related statistics | 1994-06-08 | Paper |
| Consistency of the generalized bootstrap for degenerate \(U\)-statistics | 1994-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5285643 | 1993-06-29 | Paper |
| Generalized bootstrap for studentized U-statistics: A rank statistic approach | 1993-05-16 | Paper |
| Stochastic approximation type estimators in linear models | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5203518 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210003 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3485738 | 1989-01-01 | Paper |
| Adaptive parameter estimation for generalized tukey's λ-family | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3814564 | 1988-01-01 | Paper |
| Recursive m–test for detection of change | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3830355 | 1987-01-01 | Paper |
| Some remarks on experimental design | 1986-01-01 | Paper |
| On sequentially adaptive signed-rank statistics | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3707126 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3725344 | 1985-01-01 | Paper |
| On sequentially adaptive asymptotically efficient rank statistics | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3745064 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3809031 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3690011 | 1984-01-01 | Paper |
| A simple algorithm for the adaptation of scores and power behavior of the corresponding rank test | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3729823 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732741 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732742 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3038405 | 1983-01-01 | Paper |
| Adaptive procedures for the two-sample location model | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4742143 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3666089 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3954648 | 1982-01-01 | Paper |
| Second order asymptotic relations of M-estimators and R-estimators in two-sample location model | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3866955 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3914239 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3206028 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3851444 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4174664 | 1978-01-01 | Paper |
| Rates of convergence of quadratic rank statistics | 1977-01-01 | Paper |
| The rate of convergence of simple linear rank statistics under hypothesis and alternatives | 1977-01-01 | Paper |
| Multivariate rank statistics for testing randomness concerning some marginal distributions | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4082155 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5623092 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5634732 | 1971-01-01 | Paper |
| Asymptotic distribution of simple linear rank statistics for testing symmetry | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5546441 | 1968-01-01 | Paper |
