| Publication | Date of Publication | Type |
|---|
Sequential Monitoring for Changes in Dynamic Semiparametric Risk Models
Journal of Business and Economic Statistics | 2026-08-31 | Paper |
Borrowing historical information across all concentration groups with an application of potency estimation in aquatic toxicity assessment
Journal of Agricultural, Biological, and Environmental Statistics | 2026-06-11 | Paper |
Bases and symmetric structure of alternating cyclotomic Hecke algebras
Algebras and Representation Theory | 2026-05-08 | Paper |
Seminormal basis for the cyclotomic Hecke algebra of type <i>G</i> ( <i>r</i> , <i>p</i> , <i>n</i>
Communications in Algebra | 2026-01-01 | Paper |
Sequential monitoring for changes in GARCH(1,1) models without assuming stationarity
Journal of Time Series Analysis | 2025-08-25 | Paper |
Functional diffusion driven stochastic volatility model
Bernoulli | 2025-02-25 | Paper |
Multiscale Change Point Detection for Functional Time Series
(available as arXiv preprint) | 2025-01-01 | Paper |
Nonparametric predictive model for sparse and irregular longitudinal data
Biometrics | 2024-10-28 | Paper |
Detection of a structural break in intraday volatility pattern
Stochastic Processes and their Applications | 2024-10-08 | Paper |
Testing Stability in Functional Event Observations with an Application to IPO Performance
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Seminormal basis for the cyclotomic Hecke algebra of type G(r,p,n)
(available as arXiv preprint) | 2024-01-01 | Paper |
Inference in functional factor models with applications to yield curves
Journal of Time Series Analysis | 2023-08-22 | Paper |
Loss function-based change point detection in risk measures
European Journal of Operational Research | 2023-07-11 | Paper |
Driver and automation cooperation approach for share steering control system
Journal of the Franklin Institute | 2023-07-11 | Paper |
Structural breaks in panel data: large number of panels and short length time series
Econometric Reviews | 2022-03-04 | Paper |
On the seminormal bases and dual seminormal bases of the cyclotomic Hecke algebras of type G(\ell,1,n)
(available as arXiv preprint) | 2022-01-24 | Paper |
Monitoring for a change point in a sequence of distributions
The Annals of Statistics | 2021-12-03 | Paper |
Testing normality of data on a multivariate grid
Journal of Multivariate Analysis | 2020-08-28 | Paper |
Sequential monitoring for changes from stationarity to mild non-stationarity
Journal of Econometrics | 2020-02-17 | Paper |
Detecting at-most-\(\mathfrak{m}\) changes in linear regression models
Journal of Time Series Analysis | 2017-07-21 | Paper |
