Gregory Rice

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Person:262650

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zbMath Open rice.gregoryMaRDI QIDQ262650

List of research outcomes

PublicationDate of PublicationType
Testing Stability in Functional Event Observations with an Application to IPO Performance2024-03-06Paper
Testing for changes in linear models using weighted residuals2023-09-19Paper
White noise testing for functional time series2023-05-31Paper
Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series2023-03-13Paper
Estimating the conditional distribution in functional regression problems2022-12-19Paper
Detecting common breaks in the means of high dimensional cross-dependent panels2022-12-06Paper
Evaluating Real-Time Probabilistic Forecasts With Application to National Basketball Association Outcome Prediction2022-11-18Paper
Limit results for \(L^p\) functionals of weighted CUSUM processes2022-10-26Paper
Robust multivariate change point analysis based on data depth2022-08-02Paper
Change point analysis of covariance functions: a weighted cumulative sum approach2022-03-01Paper
Consistency of binary segmentation for multiple change-point estimation with functional data2021-11-12Paper
Detecting early or late changes in linear models with heteroscedastic errors2021-07-16Paper
Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis2021-05-06Paper
Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis2021-03-01Paper
Projection pursuit based tests of normality with functional data2021-03-01Paper
Projection pursuit based tests of normality with functional data2021-01-06Paper
Tests for conditional heteroscedasticity of functional data2020-11-20Paper
Sequential monitoring for changes from stationarity to mild non-stationarity2020-02-17Paper
Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series2019-10-18Paper
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models2019-01-04Paper
Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction2018-10-30Paper
Adaptive bandwidth selection in the long run covariance estimator of functional time series2018-08-15Paper
Inference for the autocovariance of a functional time series under conditional heteroscedasticity2017-11-09Paper
Inference for the autocovariance of a functional time series under conditional heteroscedasticity2017-11-01Paper
A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series2017-07-21Paper
ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS2017-05-16Paper
Addendum to: ``An introduction to functional data analysis and a principal component approach for testing the equality of mean curves2016-03-30Paper
On the asymptotic normality of kernel estimators of the long run covariance of functional time series2015-12-23Paper
Testing for independence between functional time series2015-10-30Paper
An introduction to functional data analysis and a principal component approach for testing the equality of mean curves2015-09-23Paper
Estimation of the time of change in panel data2015-03-15Paper
Extensions of some classical methods in change point analysis2015-01-29Paper
Rejoinder on: ``Extensions of some classical methods in change point analysis2015-01-29Paper
TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES2015-01-12Paper
Testing stationarity of functional time series2014-08-07Paper
Test of independence for functional data2014-01-10Paper
Weak invariance principles for sums of dependent random functions2013-01-24Paper

Research outcomes over time


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