| Publication | Date of Publication | Type |
|---|
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
A New Class of Change Point Test Statistics of Rényi Type
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Comments on: ``Shape-based functional data analysis by Wu, Huang and Srivastava
Test | 2024-06-18 | Paper |
Testing Stability in Functional Event Observations with an Application to IPO Performance
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Tests of Normality of Functional Data
International Statistical Review | 2023-12-12 | Paper |
Testing for changes in linear models using weighted residuals
Journal of Multivariate Analysis | 2023-09-19 | Paper |
\(L_p\)-functionals for change point detection in random coefficient autoregressive models
Statistics & Probability Letters | 2023-09-04 | Paper |
Inference in functional factor models with applications to yield curves
Journal of Time Series Analysis | 2023-08-22 | Paper |
Detecting common breaks in the means of high dimensional cross-dependent panels
Econometrics Journal | 2022-12-06 | Paper |
Limit results for \(L^p\) functionals of weighted CUSUM processes
(available as arXiv preprint) | 2022-10-26 | Paper |
Change point tests in functional factor models with application to yield curves
Econometrics Journal | 2022-08-02 | Paper |
Estimation of the Mean of Functional Time Series and a Two-Sample Problem
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Trimmed Least Square Estimators for Stable Ar(1) Processes
Mathematica Pannonica | 2022-05-09 | Paper |
Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market
Econometric Theory | 2022-04-22 | Paper |
Structural breaks in panel data: large number of panels and short length time series
Econometric Reviews | 2022-03-04 | Paper |
Change point analysis of covariance functions: a weighted cumulative sum approach
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Monitoring for a change point in a sequence of distributions
The Annals of Statistics | 2021-12-03 | Paper |
Detecting early or late changes in linear models with heteroscedastic errors
Scandinavian Journal of Statistics | 2021-07-16 | Paper |
Testing normality of data on a multivariate grid
Journal of Multivariate Analysis | 2020-08-28 | Paper |
Some remarks on the Nelson-Siegel model
Functional and High-Dimensional Statistics and Related Fields | 2020-07-29 | Paper |
| Change point detection in panel data | 2020-02-17 | Paper |
Sequential monitoring for changes from stationarity to mild non-stationarity
Journal of Econometrics | 2020-02-17 | Paper |
Testing for randomness in a random coefficient autoregression model
Journal of Econometrics | 2019-04-30 | Paper |
Detecting Changes in the Mean of Functional Observations
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
| A new class of change point test statistics of R\'enyi type | 2019-04-03 | Paper |
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models
Journal of Multivariate Analysis | 2019-01-04 | Paper |
Asymptotics for GARCH squared residual correlations
Econometric Theory | 2018-12-14 | Paper |
Estimation of the maximal moment exponent of a GARCH(1,1) sequence
Econometric Theory | 2018-12-14 | Paper |
Adaptive bandwidth selection in the long run covariance estimator of functional time series
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Testing normality of functional time series
Journal of Time Series Analysis | 2018-07-11 | Paper |
Detecting at-most-\(\mathfrak{m}\) changes in linear regression models
Journal of Time Series Analysis | 2017-07-21 | Paper |
Change Point Detection with Stable AR(1) Errors
Asymptotic Laws and Methods in Stochastics | 2017-07-05 | Paper |
Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
Econometric Theory | 2017-05-16 | Paper |
Segmenting mean-nonstationary time series via trending regressions
Journal of Econometrics | 2017-05-12 | Paper |
Functional generalized autoregressive conditional heteroskedasticity
Journal of Time Series Analysis | 2017-01-12 | Paper |
| Change point detection in heteroscedastic time series | 2016-12-08 | Paper |
Delay times of sequential procedures for multiple time series regression models
Journal of Econometrics | 2016-07-04 | Paper |
Statistical inference in a random coefficient panel model
Journal of Econometrics | 2016-05-18 | Paper |
Testing for stochastic dominance using the weighted McFadden-type statistic
Journal of Econometrics | 2016-04-25 | Paper |
On the extremal theory of continued fractions
Journal of Theoretical Probability | 2016-04-07 | Paper |
Addendum to: ``An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
Revista Matemática Complutense | 2016-03-30 | Paper |
On the asymptotic normality of kernel estimators of the long run covariance of functional time series
Journal of Multivariate Analysis | 2015-12-23 | Paper |
Testing for independence between functional time series
Journal of Econometrics | 2015-10-30 | Paper |
An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
Revista Matemática Complutense | 2015-09-23 | Paper |
Tests for error correlation in the functional linear model
Journal of the American Statistical Association | 2015-06-16 | Paper |
Dependent functional linear models with applications to monitoring structural change
STATISTICA SINICA | 2015-04-28 | Paper |
| Estimation of the time of change in panel data | 2015-03-15 | Paper |
Rejoinder on: ``Extensions of some classical methods in change point analysis
Test | 2015-01-29 | Paper |
Extensions of some classical methods in change point analysis
Test | 2015-01-29 | Paper |
Testing equality of means when the observations are from functional time series
Journal of Time Series Analysis | 2015-01-12 | Paper |
Limit laws in transaction-level asset price models
Econometric Theory | 2014-09-25 | Paper |
Trimmed stable AR(1) processes
Stochastic Processes and their Applications | 2014-09-04 | Paper |
Testing stationarity of functional time series
Journal of Econometrics | 2014-08-07 | Paper |
Testing for structural change of AR model to threshold AR model
Journal of Time Series Analysis | 2014-08-06 | Paper |
On the central limit theorem for modulus trimmed sums
Statistics & Probability Letters | 2014-06-05 | Paper |
Change-point detection in panel data
Journal of Time Series Analysis | 2014-02-25 | Paper |
A test of significance in functional quadratic regression
Bernoulli | 2014-02-04 | Paper |
Functional data analysis with increasing number of projections
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Test of independence for functional data
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Change-point detection in multinomial data using phi-divergence test statistics
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Structural breaks in time series
Journal of Time Series Analysis | 2013-10-09 | Paper |
A functional version of the ARCH model
Econometric Theory | 2013-09-11 | Paper |
Testing the equality of covariance operators in functional samples
Scandinavian Journal of Statistics | 2013-03-20 | Paper |
Darling-Erdős limit results for change-point detection in panel data
Journal of Statistical Planning and Inference | 2013-02-28 | Paper |
Weak invariance principles for sums of dependent random functions
Stochastic Processes and their Applications | 2013-01-24 | Paper |
Sequentiel testing for the stability of high-frequency portfolio betas
Econometric Theory | 2012-08-30 | Paper |
Detecting changes in functional linear models
Journal of Multivariate Analysis | 2012-08-24 | Paper |
On the reaction time of moving sum detectors
Journal of Statistical Planning and Inference | 2012-07-06 | Paper |
Asymptotic behavior of trimmed sums
Stochastics and Dynamics | 2012-06-04 | Paper |
A limit theorem for mildly explosive autoregression with stable errors
Econometric Theory | 2012-05-14 | Paper |
Inference for functional data with applications
Springer Series in Statistics | 2012-05-07 | Paper |
| scientific article; zbMATH DE number 6026937 (Why is no real title available?) | 2012-04-23 | Paper |
| scientific article; zbMATH DE number 6026937 (Why is no real title available?) | 2012-04-23 | Paper |
The central limit theorem for sums of trimmed variables with heavy tails
Stochastic Processes and their Applications | 2012-03-05 | Paper |
Asymptotics of trimmed CUSUM statistics
Bernoulli | 2011-12-28 | Paper |
Quasi-likelihood estimation in stationary and nonstationary autoregressive models with random coefficients
STATISTICA SINICA | 2011-10-21 | Paper |
Estimation of the mean of functional time series and a two sample problem
(available as arXiv preprint) | 2011-04-29 | Paper |
Estimation in nonstationary random coefficient autoregressive models
Journal of Time Series Analysis | 2011-02-22 | Paper |
Effect of aggregation on estimators in AR(1) sequence
Test | 2011-01-22 | Paper |
SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
Econometric Theory | 2010-08-13 | Paper |
Non-central limit theorems for random selections
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-06-09 | Paper |
On functional versions of the arc-sine law
Journal of Theoretical Probability | 2010-04-23 | Paper |
Asymptotic properties of nonparametric frontier estimators
Econometric Theory | 2010-04-08 | Paper |
Testing the stability of the functional autoregressive process
Journal of Multivariate Analysis | 2010-01-12 | Paper |
Two sample inference in functional linear models
The Canadian Journal of Statistics | 2009-12-10 | Paper |
Break detection in the covariance structure of multivariate time series models
The Annals of Statistics | 2009-12-09 | Paper |
Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
Communications in Statistics: Theory and Methods | 2009-11-16 | Paper |
Estimation of a change-point in the mean function of functional data
Journal of Multivariate Analysis | 2009-11-13 | Paper |
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
Econometric Theory | 2009-06-11 | Paper |
Monitoring shifts in mean: asymptotic normality of stopping times
Test | 2009-06-02 | Paper |
Testing for changes in the covariance structure of linear processes
Journal of Statistical Planning and Inference | 2009-04-08 | Paper |
Extreme value theory for stochastic integrals of Legendre polynomials
Journal of Multivariate Analysis | 2009-03-25 | Paper |
Sample autocovariances of long-memory time series
Bernoulli | 2009-03-02 | Paper |
Selection from a stable box
Bernoulli | 2009-03-02 | Paper |
Testing for changes in polynomial regression
Bernoulli | 2009-03-02 | Paper |
| scientific article; zbMATH DE number 5368557 (Why is no real title available?) | 2008-11-19 | Paper |
The functional central limit theorem for a family of GARCH observations with applications
Statistics & Probability Letters | 2008-11-14 | Paper |
Distributional analysis of empirical volatility in GARCH processes
Journal of Statistical Planning and Inference | 2008-09-29 | Paper |
On the Performance of the Fluctuation Test for Structural Change
Sequential Analysis | 2008-08-07 | Paper |
| Ratio tests for change point detection | 2008-05-16 | Paper |
Confidence bands for ROC curves
Journal of Statistical Planning and Inference | 2008-03-28 | Paper |
CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
Econometric Theory | 2008-01-23 | Paper |
Limit theorems for permutations of empirical processes with applications to change point analysis
Stochastic Processes and their Applications | 2007-12-17 | Paper |
| scientific article; zbMATH DE number 5200025 (Why is no real title available?) | 2007-10-11 | Paper |
Rescaled range analysis in the presence of stochastic trend
Statistics & Probability Letters | 2007-08-23 | Paper |
On sequential detection of parameter changes in linear regression
Statistics & Probability Letters | 2007-07-16 | Paper |
Estimation in Random Coefficient Autoregressive Models
Journal of Time Series Analysis | 2007-05-29 | Paper |
Change‐point monitoring in linear models
Econometrics Journal | 2007-02-13 | Paper |
| scientific article; zbMATH DE number 5071096 (Why is no real title available?) | 2006-11-07 | Paper |
TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS
Econometric Theory | 2006-11-07 | Paper |
Strong approximation for the sums of squares of augmented GARCH sequences
Bernoulli | 2006-11-06 | Paper |
On discriminating between long-range dependence and changes in mean
The Annals of Statistics | 2006-08-24 | Paper |
Almost sure convergence of the Bartlett estimator
Periodica Mathematica Hungarica | 2006-06-27 | Paper |
Limit results for the empirical process of squared residuals in GARCH models.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
Econometric Theory | 2005-09-05 | Paper |
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals
Journal of Statistical Computation and Simulation | 2005-05-09 | Paper |
Near-integrated GARCH sequences
The Annals of Applied Probability | 2005-04-29 | Paper |
Delay time in sequential detection of change
Statistics & Probability Letters | 2005-04-07 | Paper |
| scientific article; zbMATH DE number 2152219 (Why is no real title available?) | 2005-04-04 | Paper |
Testing for parameter constancy in GARCH\((p,q)\) models
Statistics & Probability Letters | 2005-03-08 | Paper |
Testing for changes using permutations of U-statistics
Journal of Statistical Planning and Inference | 2005-02-09 | Paper |
Monitoring changes in linear models
Journal of Statistical Planning and Inference | 2004-11-29 | Paper |
Approximations for the maximum of a vector-valued stochastic process with drift
Periodica Mathematica Hungarica | 2004-10-19 | Paper |
A weighted goodness-of-fit test for GARCH(1,1) specification
Lithuanian Mathematical Journal | 2004-10-15 | Paper |
Applications of permutations to the simulations of critical values
Journal of Nonparametric Statistics | 2004-09-27 | Paper |
The logarithmic average of sample extremes is asymptotically normal.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
The efficiency of the estimators of the parameters in GARCH processes.
The Annals of Statistics | 2004-09-15 | Paper |
The rate of consistency of the quasi-maximum likelihood estimator.
Statistics & Probability Letters | 2004-03-14 | Paper |
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models.
Statistics & Probability Letters | 2004-02-14 | Paper |
A bootstrap approximation to a unit root test statistic for heavy-tailed observations.
Statistics & Probability Letters | 2004-02-14 | Paper |
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models.
Statistics & Probability Letters | 2004-02-14 | Paper |
\(L_{p}\)-estimators in ARCH models
Journal of Statistical Planning and Inference | 2004-01-06 | Paper |
Asymptotic results for long memory LARCH sequences
The Annals of Applied Probability | 2003-11-17 | Paper |
| scientific article; zbMATH DE number 1944031 (Why is no real title available?) | 2003-10-21 | Paper |
Central limit theorems for logarithmic averages
Studia Scientiarum Mathematicarum Hungarica | 2003-08-06 | Paper |
| scientific article; zbMATH DE number 1959618 (Why is no real title available?) | 2003-08-05 | Paper |
| scientific article; zbMATH DE number 1959617 (Why is no real title available?) | 2003-08-05 | Paper |
Change-Point Detection With Non-Parametric Regression
Statistics | 2003-05-20 | Paper |
Strong approximation of the empirical process of GARCH sequences
The Annals of Applied Probability | 2003-05-06 | Paper |
GARCH processes: structure and estimation
Bernoulli | 2003-01-01 | Paper |
Empirical process of the squared residuals of an ARCH sequence
The Annals of Statistics | 2002-11-14 | Paper |
Rates of convergence for U-statistic processes and their bootstrapped versions
Journal of Statistical Planning and Inference | 2002-05-28 | Paper |
Change-point detection in angular data
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
Approximations for weighted bootstrap processes with an application
Statistics & Probability Letters | 2002-04-08 | Paper |
Testing for changes in the mean or variance of a stochastic process under weak invariance
Journal of Statistical Planning and Inference | 2002-02-18 | Paper |
Approximations for hybrids of empirical and partial sums processes
Journal of Statistical Planning and Inference | 2002-01-02 | Paper |
Large sample distribution of weighted sums of ARCH(\(p\)) squared residual correlations
Econometric Theory | 2001-12-05 | Paper |
On the estimation of spread rate for a biological population
Statistics & Probability Letters | 2001-07-31 | Paper |
Limit theorems for logarithmic averages of fractional Brownian motions
Journal of Theoretical Probability | 2001-07-02 | Paper |
Testing for changes in multivariate dependent observations with an application to temperature changes
Journal of Multivariate Analysis | 2001-06-17 | Paper |
Strong laws for \(L_p\)-norms of empirical and related processes
Periodica Mathematica Hungarica | 2001-06-13 | Paper |
| scientific article; zbMATH DE number 1301707 (Why is no real title available?) | 2001-03-11 | Paper |
Change-point detection in long-memory processes
Journal of Multivariate Analysis | 2001-01-01 | Paper |
Limit theorems for kernel-type estimators for the time of change
Journal of Statistical Planning and Inference | 2000-12-06 | Paper |
The effect of long-range dependence on change-point estimators
Journal of Statistical Planning and Inference | 2000-10-29 | Paper |
Limit theorems for short distances in \(\mathbb{R}^m\)
Statistics & Probability Letters | 2000-09-04 | Paper |
On the best approximation for bootstrapped empirical processes
Statistics & Probability Letters | 2000-08-30 | Paper |
| scientific article; zbMATH DE number 1487650 (Why is no real title available?) | 2000-08-10 | Paper |
Limit theorems for quadratic forms with applications to Whittle's estimate
The Annals of Applied Probability | 2000-07-13 | Paper |
Detection of changes in linear sequences
Annals of the Institute of Statistical Mathematics | 2000-06-14 | Paper |
Approximation for bootstrapped empirical processes
Proceedings of the American Mathematical Society | 2000-05-22 | Paper |
Almost sure central limit theorems under minimal conditions
Statistics & Probability Letters | 2000-01-09 | Paper |
Logarithmic averages of stable random variables are asymptotically normal
Stochastic Processes and their Applications | 1999-11-18 | Paper |
Limit Theorems for Logarithmic Averages of Random Vectors
Mathematische Nachrichten | 1999-09-29 | Paper |
Tests for changes under random censorship
Journal of Statistical Planning and Inference | 1999-08-23 | Paper |
Limit distributions of directionally reinforced random walks
Advances in Mathematics | 1999-05-04 | Paper |
Limit theorem for maximum of standardized \(U\)-statistics with an application
The Annals of Statistics | 1999-01-10 | Paper |
Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence
Stochastic Processes and their Applications | 1998-11-23 | Paper |
| scientific article; zbMATH DE number 1225447 (Why is no real title available?) | 1998-11-22 | Paper |
Diffusion Approximation for Random Walks on Anisotropic Lattices
Journal of Applied Probability | 1998-10-11 | Paper |
| scientific article; zbMATH DE number 1112657 (Why is no real title available?) | 1998-03-03 | Paper |
| scientific article; zbMATH DE number 1101426 (Why is no real title available?) | 1998-01-07 | Paper |
Between local and global logarithmic averages
Statistics & Probability Letters | 1997-12-14 | Paper |
Estimators for the Time of Change in Linear Models
Statistics | 1997-12-14 | Paper |
The effect of long-range dependence on change-point estimators
Journal of Statistical Planning and Inference | 1997-10-01 | Paper |
Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
The Annals of Probability | 1997-09-01 | Paper |
| scientific article; zbMATH DE number 1048663 (Why is no real title available?) | 1997-08-14 | Paper |
| scientific article; zbMATH DE number 922034 (Why is no real title available?) | 1997-06-22 | Paper |
A note on the law of large numbers for directed random walks in random environments
Stochastic Processes and their Applications | 1997-04-22 | Paper |
| scientific article; zbMATH DE number 878353 (Why is no real title available?) | 1996-11-04 | Paper |
A Darling-Erdös-Type Theorem for Standardized Random Walk Summation
Bulletin of the London Mathematical Society | 1996-10-31 | Paper |
| scientific article; zbMATH DE number 863584 (Why is no real title available?) | 1996-10-21 | Paper |
A note on the change-point problem for angular data
Statistics & Probability Letters | 1996-10-08 | Paper |
Approximations for the time of change and the power function in change-point models
Journal of Statistical Planning and Inference | 1996-07-18 | Paper |
| scientific article; zbMATH DE number 819203 (Why is no real title available?) | 1996-04-21 | Paper |
Asymptotics for directed random walks in random environments
Acta Mathematica Hungarica | 1996-04-01 | Paper |
On the rate of approximations for maximum likelihood tests in change-point models
Journal of Multivariate Analysis | 1996-02-13 | Paper |
Weight functions and pathwise local central limit theorems
Stochastic Processes and their Applications | 1996-01-02 | Paper |
| scientific article; zbMATH DE number 812590 (Why is no real title available?) | 1995-11-05 | Paper |
On the distance between smoothed empirical and quantile processes
The Annals of Statistics | 1995-09-10 | Paper |
Kac's representation from an asymptotic viewpoint
Journal of Statistical Planning and Inference | 1995-08-16 | Paper |
Limit theorems for the union-intersection test
Journal of Statistical Planning and Inference | 1995-07-02 | Paper |
Detecting Changes in Linear Regressions
Statistics | 1995-04-10 | Paper |
| scientific article; zbMATH DE number 597602 (Why is no real title available?) | 1994-12-15 | Paper |
Corrigenda
Mathematical Proceedings of the Cambridge Philosophical Society | 1994-10-04 | Paper |
Limit theorems for change in linear regression
Journal of Multivariate Analysis | 1994-06-16 | Paper |
An application of the maximum likelihood test to the change-point problem
Stochastic Processes and their Applications | 1994-06-13 | Paper |
A note on dichotomy theorems for integrals of stable processes
Statistics & Probability Letters | 1994-05-24 | Paper |
| scientific article; zbMATH DE number 475317 (Why is no real title available?) | 1994-01-23 | Paper |
The maximum likelihood method for testing changes in the parameters of normal observations
The Annals of Statistics | 1994-01-11 | Paper |
Asymptotics for global measures of accuracy of splines
Journal of Approximation Theory | 1993-08-17 | Paper |
| scientific article; zbMATH DE number 272681 (Why is no real title available?) | 1993-08-11 | Paper |
Convergence of integrals of uniform empirical and quantile processes
Stochastic Processes and their Applications | 1993-06-29 | Paper |
Change in autoregressive processes
Stochastic Processes and their Applications | 1993-05-16 | Paper |
Invariance principles for logarithmic averages
Mathematical Proceedings of the Cambridge Philosophical Society | 1993-05-16 | Paper |
A goodness-of-fit test for exponential families
Statistics & Probability Letters | 1993-01-16 | Paper |
Strong Approximations of Open Queueing Networks
Mathematics of Operations Research | 1993-01-16 | Paper |
Rényi-type empirical processes
Journal of Multivariate Analysis | 1992-09-27 | Paper |
On \(L_ p\)-norms of multivariate density estimators
The Annals of Statistics | 1992-06-28 | Paper |
Central limit theorems for \(L_ p\) distances of kernel estimators of densities under random censorship
The Annals of Statistics | 1992-06-28 | Paper |
Short distances on the line
Stochastic Processes and their Applications | 1992-06-27 | Paper |
Rate of convergence in limit theorems for Brownian excursions
Stochastic Processes and their Applications | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 21229 (Why is no real title available?) | 1992-06-26 | Paper |
Weak convergence of discrete scattering processes
Advances in Applied Probability | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4201389 (Why is no real title available?) | 1991-01-01 | Paper |
On the asymptotic distributions of weighted uniform mulitivariate empirical processes
Journal of Multivariate Analysis | 1991-01-01 | Paper |
Asymptotic distributions of maximum likelihood tests for change in the mean
Biometrika | 1990-01-01 | Paper |
Strong laws and limit theorems for local time of Markov processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4176244 (Why is no real title available?) | 1990-01-01 | Paper |
On the distributions of \(L_ p\) norms of weighted quantile processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1990-01-01 | Paper |
Asymptotic tail behavior of uniform multivariate empirical processes
The Annals of Probability | 1990-01-01 | Paper |
A note on the rate of Poisson approximation of empirical processes
The Annals of Probability | 1990-01-01 | Paper |
Confidence bands for quantile function under random censorship
Annals of the Institute of Statistical Mathematics | 1990-01-01 | Paper |
Asymptotics for \(L_ p\)-norms of Fourier series density estimators
Constructive Approximation | 1990-01-01 | Paper |
Limit laws for the averages of exponential random variables
Mathematical Proceedings of the Cambridge Philosophical Society | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4166333 (Why is no real title available?) | 1989-01-01 | Paper |
The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
Journal of Multivariate Analysis | 1989-01-01 | Paper |
On best possible approximations of local time
Statistics & Probability Letters | 1989-01-01 | Paper |
Large sample properties of kernel-type score function estimators
Journal of Statistical Planning and Inference | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4052680 (Why is no real title available?) | 1988-01-01 | Paper |
BOOTSTRAPPED MULTI-DIMENSIONAL PRODUCT LIMIT PROCESS
Australian Journal of Statistics | 1988-01-01 | Paper |
Invariance principles for changepoint problems
Journal of Multivariate Analysis | 1988-01-01 | Paper |
Central limit theorems for \(L_ p\)-norms of density estimators
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
Rate of convergence of transport processes with an application to stochastic differential equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
A note on strong approximations of multivariate empirical processes
Stochastic Processes and their Applications | 1988-01-01 | Paper |
A correction to and improvement of: ``Strong approximations of some biometric estimates under random censorship
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
Asymptotics of conditional empirical processes
Journal of Multivariate Analysis | 1988-01-01 | Paper |
On the distributions of \(L_ p\) norms of weighted uniform empirical and quantile processes
The Annals of Probability | 1988-01-01 | Paper |
Asymptotics for \(L_ p\)-norms of kernel estimators of densities
Computational Statistics and Data Analysis | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4137089 (Why is no real title available?) | 1988-01-01 | Paper |
Detecting change in a random sequence
Journal of Multivariate Analysis | 1987-01-01 | Paper |
Asymptotic distributions of pontograms
Mathematical Proceedings of the Cambridge Philosophical Society | 1987-01-01 | Paper |
Invariance principles for renewal processes
The Annals of Probability | 1987-01-01 | Paper |
Nonparametric tests for the changepoint problem
Journal of Statistical Planning and Inference | 1987-01-01 | Paper |
Rates of Convergence for Random Walk Summation
Bulletin of the London Mathematical Society | 1987-01-01 | Paper |
An approximation of stopped sums with applications in queueing theory
Advances in Applied Probability | 1987-01-01 | Paper |
Estimation of total time on test transforms and lorenz curves under random censorship
Statistics | 1987-01-01 | Paper |
Convergence rates for the bootstrapped product-limit process
The Annals of Statistics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4022390 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4048767 (Why is no real title available?) | 1987-01-01 | Paper |
On the tail behaviour of quantile processes
Stochastic Processes and their Applications | 1987-01-01 | Paper |
Approximation of intermediate quantile processes
Journal of Multivariate Analysis | 1987-01-01 | Paper |
On the Optimality of Estimating the Tail Index and a Naive Estimator
Australian Journal of Statistics | 1987-01-01 | Paper |
Stability and instability of local time of random walk in random environment
Stochastic Processes and their Applications | 1987-01-01 | Paper |
Estimation of influence functions
Statistics & Probability Letters | 1986-01-01 | Paper |
How large must be the difference between local time and mesure du voisinage of Brownian motion?
Statistics & Probability Letters | 1986-01-01 | Paper |
Bootstrapped confidence bands for percentile lifetime
Annals of the Institute of Statistical Mathematics | 1986-01-01 | Paper |
Correction to Strong approximations of the quantile process of the product-limit estimator
Journal of Multivariate Analysis | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4007348 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3969769 (Why is no real title available?) | 1986-01-01 | Paper |
Strong Approximations of Weighted Sums of Random Variables
Journal of the London Mathematical Society | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4126435 (Why is no real title available?) | 1986-01-01 | Paper |
Weighted empirical and quantile processes
The Annals of Probability | 1986-01-01 | Paper |
What portion of the sample makes a partial sum asymptotically stable or normal?
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
Normal and stable convergence of integral functions of the empirical distribution function
The Annals of Probability | 1986-01-01 | Paper |
Stochastic random walk summability
Mathematische Zeitschrift | 1986-01-01 | Paper |
Strong approximations of renewal processes and their applications
Acta Mathematica Hungarica | 1986-01-01 | Paper |
An asymptotic theory for empirical reliability and concentration processes
Lecture Notes in Statistics | 1986-01-01 | Paper |
Confidence bands from censored samples
The Canadian Journal of Statistics | 1986-01-01 | Paper |
Weighted empirical spacings processes
The Canadian Journal of Statistics | 1986-01-01 | Paper |
Approximations of weighted empirical and quantile processes
Statistics & Probability Letters | 1986-01-01 | Paper |
Estimates for the probability of ruin starting with a large initial reserve
Insurance Mathematics & Economics | 1986-01-01 | Paper |
Approximation for Abel sums of independent, identically distributed random variables
Statistics & Probability Letters | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3958393 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 4001280 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3940457 (Why is no real title available?) | 1985-01-01 | Paper |
Strong laws for randomly indexed U-statistics
Mathematical Proceedings of the Cambridge Philosophical Society | 1985-01-01 | Paper |
Strong approximations of the quantile process of the product-limit estimator
Journal of Multivariate Analysis | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3905651 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3951850 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3965210 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3928089 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3852219 (Why is no real title available?) | 1984-01-01 | Paper |
Strong and weak approximations of k-spacings processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1984-01-01 | Paper |
On random censorship from both sides
Series Statistics | 1984-01-01 | Paper |
Strong approximation of renewal processes
Stochastic Processes and their Applications | 1984-01-01 | Paper |
Strong approximation of extended renewal processes
The Annals of Probability | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3899858 (Why is no real title available?) | 1984-01-01 | Paper |
Strong approximation of certain stopped sums
Statistics & Probability Letters | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3949394 (Why is no real title available?) | 1984-01-01 | Paper |
The rate of strong uniform consistency for the multivariate product-limit estimator
Journal of Multivariate Analysis | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3782220 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3896112 (Why is no real title available?) | 1983-01-01 | Paper |
The rate of strong uniform consistency for the product-limit estimator
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3755582 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3757518 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3866391 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3753864 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3824960 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3757414 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3791455 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3776684 (Why is no real title available?) | 1981-01-01 | Paper |
Strong approximations of some biometric estimates under random censorship
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3711723 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3731057 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3740460 (Why is no real title available?) | 1980-01-01 | Paper |
