Author of the publication

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores, , , and . Journal of Statistical Planning and Inference, 75 (2): 319--330 (Jan 1, 1999)Estimation in autoregressivemodels based on autoregressionrank scores, and . Journal of Nonparametric Statistics, 13 (5): 667--697 (2001)Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence, and . Journal of Statistical Planning and Inference, 68 (1): 47--63 (May 1, 1998)Optimal detection of Fechner-asymmetry, , and . Journal of Statistical Planning and Inference, 138 (8): 2499--2525 (Aug 1, 2008)Nonstationary Yule-Walker equations, and . Statistics & Probability Letters, 1 (4): 189--195 (June 1983)Asymptotic linearity of serial and nonserial multivariate signed rank statistics, and . Journal of Statistical Planning and Inference, 136 (1): 1--32 (Jan 1, 2006)Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series, and . Journal of Time Series Analysis, 26 (1): 83--105 (Jan 1, 2005)doi: 10.1111/j.1467-9892.2005.00391.x.The Generalized Dynamic Factor Model: Identification and Estimation, , , and . Review of Economics and Statistics, 82 (4): 540-554 (2000)Simple exact bounds for distributions of linear signed rank statistics, and . Journal of Statistical Planning and Inference, 31 (3): 311--333 (June 1992)Do financial variables help forecasting inflation and real activity in the euro area?, , , and . Journal of Monetary Economics, 50 (6): 1243--1255 (September 2003)