Neumann, Michael H. Estimation and bootstrap for stochastically monotone Markov processes. (English) Zbl 07790393 Metrika 87, No. 1, 31-59 (2024). MSC: 62G09 62M10 60G10 60J05 PDFBibTeX XMLCite \textit{M. H. Neumann}, Metrika 87, No. 1, 31--59 (2024; Zbl 07790393) Full Text: DOI OA License
Doukhan, Paul; Neumann, Michael H.; Truquet, Lionel Stationarity and ergodic properties for some observation-driven models in random environments. (English) Zbl 07791532 Ann. Appl. Probab. 33, No. 6B, 5145-5170 (2023). MSC: 60K37 62M10 60J05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Ann. Appl. Probab. 33, No. 6B, 5145--5170 (2023; Zbl 07791532) Full Text: DOI arXiv
Wechsung, Maximilian; Neumann, Michael H. Consistency of a nonparametric least squares estimator in integer-valued GARCH models. (English) Zbl 1493.62246 J. Nonparametric Stat. 34, No. 2, 491-519 (2022). MSC: 62G20 62M10 PDFBibTeX XMLCite \textit{M. Wechsung} and \textit{M. H. Neumann}, J. Nonparametric Stat. 34, No. 2, 491--519 (2022; Zbl 1493.62246) Full Text: DOI arXiv
Doukhan, Paul; Leucht, Anne; Neumann, Michael H. Mixing properties of non-stationary INGARCH(1, 1) processes. (English) Zbl 07467737 Bernoulli 28, No. 1, 663-688 (2022). MSC: 62Mxx 62Fxx 60Fxx PDFBibTeX XMLCite \textit{P. Doukhan} et al., Bernoulli 28, No. 1, 663--688 (2022; Zbl 07467737) Full Text: DOI arXiv Link
Neumann, Michael H. Bootstrap for integer-valued GARCH\((p,q)\) processes. (English) Zbl 07801605 Stat. Neerl. 75, No. 3, 343-363 (2021). MSC: 62Gxx 62Mxx 60Gxx PDFBibTeX XMLCite \textit{M. H. Neumann}, Stat. Neerl. 75, No. 3, 343--363 (2021; Zbl 07801605) Full Text: DOI OA License
Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H. Mixing properties of integer-valued GARCH processes. (English) Zbl 1464.62380 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 401-420 (2021). MSC: 62M10 60J10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 401--420 (2021; Zbl 1464.62380) Full Text: Link
Doukhan, Paul; Neumann, Michael H. Absolute regularity of semi-contractive GARCH-type processes. (English) Zbl 1418.60029 J. Appl. Probab. 56, No. 1, 91-115 (2019). MSC: 60G10 60J05 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{M. H. Neumann}, J. Appl. Probab. 56, No. 1, 91--115 (2019; Zbl 1418.60029) Full Text: DOI arXiv
Geller, Juliane; Neumann, Michael H. Improved local polynomial estimation in time series regression. (English) Zbl 1415.62020 J. Nonparametric Stat. 30, No. 1, 1-27 (2018). Reviewer: Carlos Narciso Bouza Herrera (Habana) MSC: 62G08 62M10 60F05 PDFBibTeX XMLCite \textit{J. Geller} and \textit{M. H. Neumann}, J. Nonparametric Stat. 30, No. 1, 1--27 (2018; Zbl 1415.62020) Full Text: DOI
Bardet, Jean-Marc (ed.); Fokianos, Konstantinos (ed.); Neumann, Michael H. (ed.) Editorial for the special issue in honour of Paul Doukhan. (English) Zbl 1368.01033 Statistics 51, No. 1, 1-2 (2017). MSC: 01A70 00B30 62-06 PDFBibTeX XMLCite \textit{J.-M. Bardet} (ed.) et al., Statistics 51, No. 1, 1--2 (2017; Zbl 1368.01033) Full Text: DOI
Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H. Dependent wild bootstrap for the empirical process. (English) Zbl 1325.62065 J. Time Ser. Anal. 36, No. 3, 290-314 (2015). MSC: 62F40 62M10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 36, No. 3, 290--314 (2015; Zbl 1325.62065) Full Text: DOI Link
Fokianos, Konstantinos; Neumann, Michael H. A goodness-of-fit test for Poisson count processes. (English) Zbl 1327.62455 Electron. J. Stat. 7, 793-819 (2013). MSC: 62M07 62F40 60G10 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{M. H. Neumann}, Electron. J. Stat. 7, 793--819 (2013; Zbl 1327.62455) Full Text: DOI Euclid
Neumann, Michael H. Absolute regularity and ergodicity of Poisson count processes. (English) Zbl 1277.60089 Bernoulli 17, No. 4, 1268-1284 (2011). MSC: 60G55 62M02 60G10 60J10 PDFBibTeX XMLCite \textit{M. H. Neumann}, Bernoulli 17, No. 4, 1268--1284 (2011; Zbl 1277.60089) Full Text: DOI arXiv
Neumann, Michael H.; Paparoditis, Efstathios Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations. (English) Zbl 1155.62058 Bernoulli 14, No. 1, 14-46 (2008). MSC: 62M02 60F05 62M10 62G10 62G09 62G20 PDFBibTeX XMLCite \textit{M. H. Neumann} and \textit{E. Paparoditis}, Bernoulli 14, No. 1, 14--46 (2008; Zbl 1155.62058) Full Text: DOI arXiv
Doukhan, Paul; Neumann, Michael H. Probability and moment inequalities for sums of weakly dependent random variables, with applications. (English) Zbl 1117.60018 Stochastic Processes Appl. 117, No. 7, 878-903 (2007). MSC: 60E15 62E99 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{M. H. Neumann}, Stochastic Processes Appl. 117, No. 7, 878--903 (2007; Zbl 1117.60018) Full Text: DOI HAL
Grama, Ion G.; Neumann, Michael H. Asymptotic equivalence of nonparametric autoregression and nonparametric regression. (English) Zbl 1246.62105 Ann. Stat. 34, No. 4, 1701-1732 (2006). MSC: 62G08 62M10 62G20 62B15 PDFBibTeX XMLCite \textit{I. G. Grama} and \textit{M. H. Neumann}, Ann. Stat. 34, No. 4, 1701--1732 (2006; Zbl 1246.62105) Full Text: DOI arXiv Euclid
Kallabis, Raoul S.; Neumann, Michael H. An exponential inequality under weak dependence. (English) Zbl 1126.62039 Bernoulli 12, No. 2, 333-350 (2006). MSC: 62G20 60E15 62M09 PDFBibTeX XMLCite \textit{R. S. Kallabis} and \textit{M. H. Neumann}, Bernoulli 12, No. 2, 333--350 (2006; Zbl 1126.62039) Full Text: DOI Euclid
Butucea, Cristina; Neumann, Michael H. Exact asymptotics for estimating the marginal density of discretely observed diffusion processes. (English) Zbl 1069.62062 Bernoulli 11, No. 3, 411-444 (2005). MSC: 62M05 62G07 62G20 PDFBibTeX XMLCite \textit{C. Butucea} and \textit{M. H. Neumann}, Bernoulli 11, No. 3, 411--444 (2005; Zbl 1069.62062) Full Text: DOI
Franke, Jürgen; Neumann, Michael H.; Stockis, Jean-Pierre Bootstrapping nonparametric estimators of the volatility function. (English) Zbl 1033.62039 J. Econom. 118, No. 1-2, 189-218 (2004). MSC: 62G09 62P05 62M10 62G05 PDFBibTeX XMLCite \textit{J. Franke} et al., J. Econom. 118, No. 1--2, 189--218 (2004; Zbl 1033.62039) Full Text: DOI
Franke, Jürgen; Kreiss, J.-P.; Mammen, E.; Neumann, M. H. Properties of the nonparametric autoregressive bootstrap. (English) Zbl 1062.62173 J. Time Ser. Anal. 23, No. 5, 555-585 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62G09 62G20 62F40 PDFBibTeX XMLCite \textit{J. Franke} et al., J. Time Ser. Anal. 23, No. 5, 555--585 (2002; Zbl 1062.62173) Full Text: DOI Link
Neumann, Michael H. Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations. (English) Zbl 0930.62038 Ann. Stat. 26, No. 5, 2014-2048 (1998). MSC: 62G07 62G20 62G10 62G09 60F15 PDFBibTeX XMLCite \textit{M. H. Neumann}, Ann. Stat. 26, No. 5, 2014--2048 (1998; Zbl 0930.62038) Full Text: DOI
Neumann, Michael H.; Kreiss, Jens-Peter Regression-type inference in nonparametric autoregression. (English) Zbl 0935.62049 Ann. Stat. 26, No. 4, 1570-1613 (1998). MSC: 62G08 62M10 62G09 PDFBibTeX XMLCite \textit{M. H. Neumann} and \textit{J.-P. Kreiss}, Ann. Stat. 26, No. 4, 1570--1613 (1998; Zbl 0935.62049) Full Text: DOI