| Publication | Date of Publication | Type |
|---|
| Z-process method for change point problems in time series | 2026-07-13 | Paper |
| The efficacy of social distancing measures in controlling the spread of SARS-CoV-2: a retrospective study in Italy | 2026-02-18 | Paper |
Statistical harmonization and uncertainty assessment in the comparison of satellite and radiosonde climate variables
Environmetrics | 2024-10-28 | Paper |
| Change point detection based on method of moment estimators | 2020-10-07 | Paper |
Backtesting VaR and expectiles with realized scores
Statistical Methods and Applications | 2019-09-11 | Paper |
Moment convergence of Z-estimators
Statistical Inference for Stochastic Processes | 2017-12-22 | Paper |
\(Z\)-process method for change point problems with applications to discretely observed diffusion processes
Statistical Methods and Applications | 2017-09-19 | Paper |
Goodness of fit test for small diffusions by discrete time observations
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
Goodness of fit test for ergodic diffusion processes
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Higher moments and prediction-based estimation for the COGARCH(1,1) model
Scandinavian Journal of Statistics | 2016-01-08 | Paper |
On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process
Advances in Theoretical and Applied Statistics | 2014-11-19 | Paper |
On goodness-of-fit testing for ergodic diffusion process with shift parameter
Statistical Inference for Stochastic Processes | 2014-05-23 | Paper |
Asymptotically distribution free test for parameter change in a diffusion process model
Annals of the Institute of Statistical Mathematics | 2012-12-27 | Paper |
| Moment convergence of Z-estimators and Z-process method for change point problems | 2012-06-29 | Paper |
On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
Statistical Inference for Stochastic Processes | 2011-11-07 | Paper |
On optimality of the empirical distribution function for the estimation of the invariant distribution function of a diffusion process
Afrika Statistika | 2011-08-17 | Paper |
Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach
Journal of Nonparametric Statistics | 2011-07-22 | Paper |
Goodness of fit test for ergodic diffusions by tick time sample scheme
Statistical Inference for Stochastic Processes | 2011-02-15 | Paper |
Efficiency of a class of unbiased estimators for the invariant distribution function of a diffusion process
Communications in Statistics: Theory and Methods | 2010-03-18 | Paper |
Efficiency of a class of unbiased estimators for the invariant distribution function of a diffusion process
Communications in Statistics: Theory and Methods | 2010-03-18 | Paper |
Estimating unobservable signal by Markovian noise induction: when noise helps in statistics!
Statistical Methods and Applications | 2005-03-03 | Paper |
On <i>L</i><sub>2</sub> Efficiency of an Empiric Distribution for Ergodic Diffusion Processes
Theory of Probability & Its Applications | 2002-04-25 | Paper |
On efficient estimation of invariant density for ergodic diffusion processes
Statistics & Probability Letters | 2001-11-19 | Paper |
Stationary distribution function estimation for ergodic diffusion process
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1999-07-04 | Paper |
Stationary distribution function estimation for ergodic diffusion process
Statistical Inference for Stochastic Processes | 1999-04-22 | Paper |
