| Publication | Date of Publication | Type |
|---|
| A testing approach to clustering scalar time series | 2023-08-24 | Paper |
| Understanding complex predictive models with ghost variables | 2023-07-12 | Paper |
| Comment on “Factor Models for High-Dimensional Tensor Time Series” | 2023-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5101781 | 2022-08-30 | Paper |
| Wavelet estimation for factor models with time-varying loadings | 2022-03-17 | Paper |
| On a new procedure for identifying a dynamic common factor model | 2021-08-05 | Paper |
| A conversation with Dennis Cook | 2021-07-06 | Paper |
| Statistical Learning for Big Dependent Data | 2021-05-10 | Paper |
| Nearest‐neighbors medians clustering | 2020-10-14 | Paper |
| Temporal disaggregation and restricted forecasting of multiple population time series | 2020-09-30 | Paper |
| Sieve bootstrap prediction intervals | 2020-07-21 | Paper |
| Missing Values Resampling for Time Series | 2020-07-15 | Paper |
| A robust procedure to build dynamic factor models with cluster structure | 2020-03-20 | Paper |
| Outlier detection and robust estimation in linear regression models with fixed group effects | 2020-03-12 | Paper |
| Forecasting Multiple Time Series With One-Sided Dynamic Principal Components | 2020-01-15 | Paper |
| Clustering time series by linear dependency | 2019-10-18 | Paper |
| Data science, big data and statistics | 2019-09-18 | Paper |
| Rejoinder on ``Data science, big data and statistics | 2019-09-18 | Paper |
| Discussion of Fréchet's article (1940) \textit{Sur une limitation très générale de la dispersion de la médiane} | 2019-03-25 | Paper |
| Fast and robust estimators of variance components in the nested error model | 2018-03-07 | Paper |
| Common seasonality in multivariate time series | 2016-10-26 | Paper |
| A conversation with George C. Tiao | 2016-01-22 | Paper |
| Dynamic Principal Components in the Time Domain | 2014-06-17 | Paper |
| Forecasting with nonstationary dynamic factor models | 2014-03-07 | Paper |
| Tests for comparing time series of unequal lengths | 2013-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2906619 | 2012-09-05 | Paper |
| Identification of TAR models using recursive estimation | 2011-07-27 | Paper |
| Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure | 2010-09-01 | Paper |
| Dimension reduction in time series and the dynamic factor model | 2009-06-17 | Paper |
| Robust estimation for ARMA models | 2009-06-04 | Paper |
| Detecting defects with image data | 2009-06-02 | Paper |
| Comparison of Times Series with Unequal Length in the Frequency Domain | 2009-05-12 | Paper |
| Bayesian likelihood robustness in linear models | 2009-04-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622356 | 2009-04-28 | Paper |
| Bayesian curve estimation by model averaging | 2008-12-11 | Paper |
| A periodogram-based metric for time series classification | 2008-12-11 | Paper |
| Measuring the Advantages of Multivariate vs. Univariate Forecasts | 2008-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5386589 | 2008-05-14 | Paper |
| Effects of outliers on the identification and estimation of GARCH models | 2007-12-16 | Paper |
| Dimensionless Measures of Variability and Dependence for Multivariate Continuous Distributions | 2007-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308664 | 2007-09-28 | Paper |
| Improved model selection criteria for SETAR time series models | 2007-08-23 | Paper |
| Multifold Predictive Validation in ARMAX Time Series Models | 2007-08-20 | Paper |
| Outlier Detection in Multivariate Time Series by Projection Pursuit | 2007-08-20 | Paper |
| On the connection between model selection criteria and quadratic discrimination in ARMA time series models | 2007-07-16 | Paper |
| Introducing model uncertainty by moving blocks bootstrap | 2007-02-13 | Paper |
| Covariance changes detection in multivariate time series | 2006-10-30 | Paper |
| The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series | 2006-06-30 | Paper |
| Nonstationary dynamic factor analysis | 2006-05-29 | Paper |
| A Dirichlet random coefficient regression model for quality indicators | 2006-01-10 | Paper |
| A note on prediction and interpolation errors in time series | 2005-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4829125 | 2004-11-29 | Paper |
| Resampling time series using missing values techniques | 2004-09-27 | Paper |
| Cluster Identification Using Projections | 2004-06-10 | Paper |
| A Powerful Portmanteau Test of Lack of Fit for Time Series | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4461337 | 2004-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458419 | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458441 | 2004-03-17 | Paper |
| On sieve bootstrap prediction intervals. | 2004-02-14 | Paper |
| Combining multiple time series predictors: A useful inferential procedure | 2003-08-13 | Paper |
| Descriptive measures of multivariate scatter and linear dependence | 2003-07-30 | Paper |
| The Identification of Multiple Outliers in ARIMA Models | 2003-06-04 | Paper |
| Forecasting time series with sieve bootstrap | 2003-03-26 | Paper |
| A Fast Procedure for Outlier Diagnostics in Large Regression Problems | 2002-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2780242 | 2002-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2746488 | 2002-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2766502 | 2002-01-28 | Paper |
| Outliers in multivariate time series | 2001-09-09 | Paper |
| Bayesian unmasking in linear models. | 2001-08-20 | Paper |
| Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression | 2001-07-11 | Paper |
| The kurtosis coefficient and the linear discriminant function | 2000-10-15 | Paper |
| Statistical research in Europe: 1985--1997 | 2000-09-14 | Paper |
| Missing observations in ARIMA models: Skipping approach versus additive outlier approach | 1999-11-16 | Paper |
| A simple diagnostic tool for local prior sensitivity | 1998-03-25 | Paper |
| A multivariate Kolmogorov-Smirnov test of goodness of fit | 1997-12-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866180 | 1996-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840377 | 1995-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322326 | 1995-03-20 | Paper |
| COINTEGRATION AND COMMON FACTORS | 1995-01-15 | Paper |
| Comparing probabilistic methods for outlier detection in linear models | 1994-03-07 | Paper |
| A simple method to identify significant effects in unreplicated two-level factorial designs | 1993-10-11 | Paper |
| Analisis de diseños factoriales sin replicacion | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3991247 | 1992-06-28 | Paper |
| Sobre la interpretacion de modelos ARIMA univariantes | 1989-01-01 | Paper |
| Optimal collapsing of mixture distributions in robust recursive estimation | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3200435 | 1988-01-01 | Paper |
| On the logical development of statistical models | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3484175 | 1988-01-01 | Paper |
| Identifying a Simplifying Structure in Time Series | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4725567 | 1987-01-01 | Paper |
| Sobre la robustificacion interna del algoritmo de Plackett-Kalman para la estimacion recursiva del modelo de regresion lineal | 1985-01-01 | Paper |
