List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| On the finite dimensional laws of threshold GARCH processes Recent Developments in Modeling and Applications in Statistics | 2019-01-09 | Paper |
| On the distribution estimation of power threshold GARCH processes Journal of Time Series Analysis | 2016-08-30 | Paper |
| On the ability of the power threshold GARCH model to capture the Taylor effect | 2016-07-29 | Paper |
| The ARL of modified Shewhart control charts for conditionally heteroskedastic models Statistical Papers | 2013-02-19 | Paper |
| On the probabilistic structure of power threshold generalized ARCH stochastic processes Statistics & Probability Letters | 2012-09-11 | Paper |
| A mathematical approach to detect the Taylor property in TARCH processes Statistics & Probability Letters | 2009-03-20 | Paper |
Research outcomes over time
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