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 |
|---|---|---|
| Robust monitoring conditional volatility change for time series based on support vector regression Communications in Statistics. Simulation and Computation | 2025-10-01 | Paper |
| Test for conditional quantile change in general conditional heteroscedastic time series models Annals of the Institute of Statistical Mathematics | 2024-03-16 | Paper |
| Conditional quantile change test for time series based on support vector regression Communications in Statistics. Simulation and Computation | 2024-01-23 | Paper |
| Monitoring parameter change for time series models with application to location-Scale heteroscedastic models Journal of Statistical Computation and Simulation | 2023-03-07 | Paper |
| Test for conditional quantile change in GARCH models Journal of the Korean Statistical Society | 2022-07-05 | Paper |
Research outcomes over time
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