| Publication | Date of Publication | Type |
|---|
| Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series | 2023-11-23 | Paper |
| Asymptotic expansions for blocks estimators: PoT framework | 2023-09-06 | Paper |
| Limit theorems for unbounded cluster functionals of regularly varying time series | 2023-08-30 | Paper |
| Integral functionals and the bootstrap for the tail empirical process | 2023-03-02 | Paper |
| Correction to: ``Integral functionals and the bootstrap for the tail empirical process | 2023-03-02 | Paper |
| Principal component analysis of infinite variance functional data | 2022-12-06 | Paper |
| Estimation of cluster functionals for regularly varying time series: runs estimators | 2022-07-15 | Paper |
| COMPARISON OF ESTIMATION METHODS FOR VALUE-AT-RISK | 2022-05-12 | Paper |
| Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process | 2022-01-07 | Paper |
| Long range dependence of heavy-tailed random functions | 2021-09-24 | Paper |
| Estimation of cluster functionals for regularly varying time series: runs estimators | 2021-09-05 | Paper |
| Estimation of cluster functionals for regularly varying time series: sliding blocks estimators | 2021-08-09 | Paper |
| Bootstrapping Hill estimator and tail array sums for regularly varying time series | 2021-07-09 | Paper |
| Heavy-Tailed Time Series | 2020-05-18 | Paper |
| Goodness‐of‐fit tests for Lévy‐driven Ornstein‐Uhlenbeck processes | 2020-04-24 | Paper |
| Statistical inference for heavy tailed series with extremal independence | 2020-02-28 | Paper |
| The tail empirical process of regularly varying functions of geometrically ergodic Markov chains | 2019-11-27 | Paper |
| Testing for Change in Long‐Memory Stochastic Volatility Time Series | 2019-10-18 | Paper |
| The tail empirical process for long memory stochastic volatility models with leverage | 2019-10-04 | Paper |
| Estimation of the expected shortfall given an extreme component under conditional extreme value model | 2019-05-31 | Paper |
| The accessibility of convex bodies and derandomization of the hit and run algorithm | 2018-02-23 | Paper |
| Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes | 2017-11-10 | Paper |
| Statistical Inference for Curved Fibrous Objects in 3D - Based on Multiple Short Observations of Multivariate Autoregressive Processes | 2016-02-23 | Paper |
| Heavy tailed time series with extremal independence | 2015-07-07 | Paper |
| Multichannel deconvolution with long range dependence: upper bounds on the \(L^p\)-risk \((1 \leq p < \infty)\) | 2015-05-04 | Paper |
| Conditional variance estimation in regression models with long memory | 2014-11-26 | Paper |
| Model verification for Lévy-driven Ornstein-Uhlenbeck processes | 2014-09-05 | Paper |
| Empirical process of residuals for regression models with long memory errors | 2014-06-05 | Paper |
| Multichannel deconvolution with long-range dependence: a minimax study | 2014-03-13 | Paper |
| Heavy-Tailed Branching Process with Immigration | 2014-01-30 | Paper |
| Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations | 2013-11-25 | Paper |
| Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process | 2013-06-25 | Paper |
| Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors | 2013-05-28 | Paper |
| Kink estimation in stochastic regression with dependent errors and predictors | 2013-05-27 | Paper |
| Nonparametric deconvolution problem for dependent sequences | 2013-05-24 | Paper |
| Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances | 2013-02-28 | Paper |
| Long-Memory Processes | 2013-02-13 | Paper |
| Weak invariance principle for mixing sequences in the domain of attraction of normal law | 2011-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3081661 | 2011-03-09 | Paper |
| The tail empirical process for long memory stochastic volatility sequences | 2011-01-14 | Paper |
| Some results on random design regression with long memory errors and predictors | 2010-10-22 | Paper |
| Wavelet regression in random design with heteroscedastic dependent errors | 2009-12-09 | Paper |
| Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance | 2009-11-20 | Paper |
| Some notes on poisson limits for empirical point processes | 2009-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3643282 | 2009-11-11 | Paper |
| Dependence in Lag for Markov Chains on Partially Ordered State Spaces with Applications to Degradable Networks | 2008-12-17 | Paper |
| Empirical process of long-range dependent sequences when parameters are estimated | 2008-12-08 | Paper |
| Trimmed sums of long range dependent moving averages | 2008-10-30 | Paper |
| Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences | 2008-09-23 | Paper |
| Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences | 2008-08-21 | Paper |
| Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes | 2008-02-06 | Paper |
| Limit theorems for self-normalized linear processes | 2007-02-14 | Paper |
| DEPENDENCE ORDERING FOR QUEUING NETWORKS WITH BREAKDOWN AND REPAIR | 2007-02-13 | Paper |
| \(M/M/1\) queueing systems with inventory | 2006-11-17 | Paper |
| Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise | 2006-09-25 | Paper |
| Poisson limits for empirical point processes | 2006-05-15 | Paper |
| Optimal rates in the Bahadur-Kiefer representation for GARCH sequences | 2006-05-10 | Paper |
| Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times | 2005-11-07 | Paper |
| Dependence orderings for some functionals of multivariate point processes | 2005-08-05 | Paper |
| MONOTONICITY IN LAG FOR NONMONOTONE MARKOV CHAINS | 2005-05-09 | Paper |
| Stochastic comparison of multivariate random sums | 2004-11-29 | Paper |
| Sufficient conditions for long-range count dependence of stationary point processes on the real line | 2002-02-10 | Paper |
