| Publication | Date of Publication | Type |
|---|
| Bayesian P-splines applied to semiparametric models with errors following a scale mixture of normals | 2023-08-07 | Paper |
| A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations | 2023-06-05 | Paper |
| State space Markov switching models using wavelets | 2023-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5045538 | 2022-11-04 | Paper |
| Estimation of nonparametric regression models by wavelets | 2022-09-30 | Paper |
| Indirect inference for locally stationary ARMA processes with stable innovations | 2022-02-23 | Paper |
| Nonparametric regression with warped wavelets and strong mixing processes | 2021-12-17 | Paper |
| Inference in a linear functional relationship with replications | 2021-11-12 | Paper |
| Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions | 2021-10-11 | Paper |
| Time-varying autoregressive conditional duration model | 2020-09-29 | Paper |
| Copula estimation through wavelets | 2020-08-12 | Paper |
| Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models | 2020-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5207231 | 2020-01-08 | Paper |
| Time-varying cointegration model using wavelets | 2019-02-20 | Paper |
| Directed wavelet covariance | 2018-10-19 | Paper |
| Transformed symmetric generalized autoregressive moving average models | 2018-06-20 | Paper |
| Wavelet estimation of functional coefficient regression models | 2018-02-16 | Paper |
| Wavelets in Functional Data Analysis | 2017-06-30 | Paper |
| Curve of Correlation for Time Series | 2016-09-16 | Paper |
| Some corrections of the score test statistic for Gaussian ARMA models | 2014-11-05 | Paper |
| Spline estimation of functional coefficient regression models for time series with correlated errors | 2014-07-15 | Paper |
| Estimation of a measure of local correlation for independent samples and time series data | 2013-08-29 | Paper |
| Wavelet Estimation of Copulas for Time Series | 2013-06-14 | Paper |
| Regression with Autocorrelated Errors Using Design-Adapted Haar Wavelets | 2013-06-14 | Paper |
| Comparing non-stationary and irregularly spaced time series | 2012-12-30 | Paper |
| A test for comparing two discrete stochastic dynamical systems under heteroskedasticity | 2012-11-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4648413 | 2012-11-09 | Paper |
| Transfer function models with time-varying coefficients | 2012-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2889001 | 2012-06-04 | Paper |
| Estimation of the intensity of non-homogeneous point processes via wavelets | 2011-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5192556 | 2009-08-06 | Paper |
| Wavelet based time-varying vector autoregressive modelling | 2009-06-02 | Paper |
| Wavelet regression with correlated errors on a piecewise Hölder class | 2008-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3534206 | 2008-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3534423 | 2008-11-03 | Paper |
| Measuring Time Series Predictability Using Support Vector Regression | 2008-09-30 | Paper |
| COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES | 2008-05-14 | Paper |
| DWT-CEM: an algorithm for scale-temporal clustering in fMRI | 2007-11-12 | Paper |
| Wavelet scalograms and their applications in economic time series | 2005-09-28 | Paper |
| Wavelets in state space models | 2005-05-20 | Paper |
| Time-domain estimation of time-varying linear systems | 2005-05-06 | Paper |
| Improvement of the Likelihood Ratio Test Statistic in ARMA Models | 2004-11-24 | Paper |
| A bayesian analysis of autoregressive models with random normal coefficients | 2004-06-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458416 | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458439 | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4449281 | 2004-02-08 | Paper |
| Automatic methods for generating seismic intensity maps | 2003-04-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2766479 | 2002-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2736957 | 2001-09-11 | Paper |
| Estimation of time varying linear systems | 2001-08-14 | Paper |
| Residual variance estimation in moving average models | 1999-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4236683 | 1999-06-30 | Paper |
| On least-squares estimation of the residual variance in the first-order moving average model. | 1999-04-28 | Paper |
| A wavelet analysis for time series | 1999-04-11 | Paper |
| On Residual Variance Estimation in Autoregressive Models | 1998-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4375685 | 1998-03-30 | Paper |
| The consistency of the L1norm estimates in arma models | 1994-01-31 | Paper |
| SPECTRAL ANALYSIS FOR AMPLITUDE-MODULATED TIME SERIES | 1993-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3201453 | 1989-01-01 | Paper |
| Modelling and Forecasting Linear Combinations of Time Series | 1987-01-01 | Paper |
| The Levinson Algorithm and Its Applications in Time Series Analysis | 1984-01-01 | Paper |
| A NOTE ON A CENTRAL LIMIT THEOREM FOR STATIONARY PROCESSES | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3668687 | 1981-01-01 | Paper |
| Walsh Spectral Analysis | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3868508 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3952880 | 1979-01-01 | Paper |
| On homogeneous stochastic processes on compact abelian groups | 1978-01-01 | Paper |
| Estimation of the spectrum and of the covariance function of a dyadic-stationary series | 1978-01-01 | Paper |
| Estimation of the Walsh spectrum (Corresp.) | 1976-01-01 | Paper |
| Walsh-function analysis of a certain class of time series | 1974-01-01 | Paper |
| Limit theorems for stationary and dyadic-stationary processes | 1974-01-01 | Paper |
| A note on a central limit theorem for dependent random variables | 1973-01-01 | Paper |
