| Publication | Date of Publication | Type |
|---|
A semi-parametric integer-valued autoregressive model with covariates
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-27 | Paper |
Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
Journal of Econometrics | 2024-02-13 | Paper |
A score statistic for testing the presence of a stochastic trend in conditional variances
Economics Letters | 2022-04-20 | Paper |
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
scientific article; zbMATH DE number 7365907 (Why is no real title available?)
| 2021-07-01 | Paper |
Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series
Journal of Time Series Analysis | 2019-10-18 | Paper |
Is MORE LESS? The role of data augmentation in testing for structural breaks
Economics Letters | 2018-09-12 | Paper |
A quasi-locally most powerful test for correlation in the conditional variance of positive data
Australian \& New Zealand Journal of Statistics | 2016-04-27 | Paper |
Testing regression models for random effects outliers under elliptical symmetry
Economics Letters | 2016-01-01 | Paper |
DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-31741-5
Journal of Time Series Analysis | 2015-01-12 | Paper |
The independence of tests for structural change in regression models
Economics Letters | 2013-10-24 | Paper |
Testing for parameter constancy in non-Gaussian time series
Journal of Time Series Analysis | 2013-10-09 | Paper |
Score statistics for testing serial dependence in count data
Journal of Time Series Analysis | 2013-10-09 | Paper |
Modified KPSS tests for near integration
Econometric Theory | 2012-05-14 | Paper |
Maximum likelihood estimation of higher-order integer-valued autoregressive processes
Journal of Time Series Analysis | 2010-04-22 | Paper |
Assessing Persistence In Discrete Nonstationary Time‐Series Models
Journal of Time Series Analysis | 2006-05-24 | Paper |
Asymptotic properties of CLS estimators in the Poisson AR(1) model
Statistics \& Probability Letters | 2005-08-01 | Paper |
Analysis of low count time series data by poisson autoregression
Journal of Time Series Analysis | 2005-05-20 | Paper |
The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration
| 2002-07-30 | Paper |
The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration
| 1999-11-28 | Paper |
scientific article; zbMATH DE number 877218 (Why is no real title available?)
| 1996-05-09 | Paper |
Testing a time series for difference stationarity
The Annals of Statistics | 1996-02-08 | Paper |
scientific article; zbMATH DE number 815750 (Why is no real title available?)
| 1996-02-04 | Paper |
On the moments of certain stochastic integrals
Statistics \& Probability Letters | 1994-04-06 | Paper |
scientific article; zbMATH DE number 472927 (Why is no real title available?)
| 1994-01-19 | Paper |
A simple test for parameter constancy in a nonlinear time series regression model
Economics Letters | 1993-04-01 | Paper |
An extension of Anderson's multiple decision procedure
Statistics \& Probability Letters | 1990-01-01 | Paper |
On the distribution of some test statistics for coefficient constancy
Biometrika | 1989-01-01 | Paper |
Some applications for Basil's independence theorem in testing econometric models
Statistica Neerlandica | 1988-01-01 | Paper |
Testing for heteroscedasticity occuring at unknown points
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
