| Publication | Date of Publication | Type |
|---|
| Projection-based white noise and goodness-of-fit tests for functional time series | 2024-11-09 | Paper |
| A New Class of Change Point Test Statistics of Rényi Type | 2024-10-28 | Paper |
| Testing Stability in Functional Event Observations with an Application to IPO Performance | 2024-03-06 | Paper |
| Testing for changes in linear models using weighted residuals | 2023-09-19 | Paper |
| White noise testing for functional time series | 2023-05-31 | Paper |
| Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series | 2023-03-13 | Paper |
| Estimating the conditional distribution in functional regression problems | 2022-12-19 | Paper |
| Detecting common breaks in the means of high dimensional cross-dependent panels | 2022-12-06 | Paper |
| Evaluating Real-Time Probabilistic Forecasts With Application to National Basketball Association Outcome Prediction | 2022-11-18 | Paper |
| Limit results for \(L^p\) functionals of weighted CUSUM processes | 2022-10-26 | Paper |
| Robust multivariate change point analysis based on data depth | 2022-08-02 | Paper |
| Change point analysis of covariance functions: a weighted cumulative sum approach | 2022-03-01 | Paper |
| Consistency of binary segmentation for multiple change-point estimation with functional data | 2021-11-12 | Paper |
| Detecting early or late changes in linear models with heteroscedastic errors | 2021-07-16 | Paper |
| Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis | 2021-05-06 | Paper |
| Estimating the conditional distribution in functional regression problems | 2021-05-04 | Paper |
| Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis | 2021-03-01 | Paper |
| Projection pursuit based tests of normality with functional data | 2021-03-01 | Paper |
| Projection pursuit based tests of normality with functional data | 2021-01-06 | Paper |
| Tests for conditional heteroscedasticity of functional data | 2020-11-20 | Paper |
| Sequential monitoring for changes from stationarity to mild non-stationarity | 2020-02-17 | Paper |
| Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series | 2019-10-18 | 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 | 2019-01-04 | Paper |
| Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction | 2018-10-30 | Paper |
| Adaptive bandwidth selection in the long run covariance estimator of functional time series | 2018-08-15 | Paper |
| A general white noise test based on kernel lag-window estimates of the spectral density operator | 2018-03-26 | Paper |
| Inference for the autocovariance of a functional time series under conditional heteroscedasticity | 2017-11-09 | Paper |
| Inference for the autocovariance of a functional time series under conditional heteroscedasticity | 2017-11-01 | Paper |
| A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series | 2017-07-21 | Paper |
| ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS | 2017-05-16 | Paper |
| Addendum to: ``An introduction to functional data analysis and a principal component approach for testing the equality of mean curves | 2016-03-30 | Paper |
| On the asymptotic normality of kernel estimators of the long run covariance of functional time series | 2015-12-23 | Paper |
| Testing for independence between functional time series | 2015-10-30 | Paper |
| An introduction to functional data analysis and a principal component approach for testing the equality of mean curves | 2015-09-23 | Paper |
| Estimation of the time of change in panel data | 2015-03-15 | Paper |
| Extensions of some classical methods in change point analysis | 2015-01-29 | Paper |
| Rejoinder on: ``Extensions of some classical methods in change point analysis | 2015-01-29 | Paper |
| TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES | 2015-01-12 | Paper |
| Testing stationarity of functional time series | 2014-08-07 | Paper |
| Test of independence for functional data | 2014-01-10 | Paper |
| Weak invariance principles for sums of dependent random functions | 2013-01-24 | Paper |
