| Publication | Date of Publication | Type |
|---|
Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes
Bernoulli | 2026-03-24 | Paper |
| On the estimation of invertible functional time series | 2025-12-11 | Paper |
Projection-based white noise and goodness-of-fit tests for functional time series
Statistical Inference for Stochastic Processes | 2024-11-09 | Paper |
A New Class of Change Point Test Statistics of Rényi Type
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Testing Stability in Functional Event Observations with an Application to IPO Performance
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Testing for changes in linear models using weighted residuals
Journal of Multivariate Analysis | 2023-09-19 | Paper |
White noise testing for functional time series
Statistics Surveys | 2023-05-31 | Paper |
Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series
Electronic Journal of Statistics | 2023-03-13 | Paper |
Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series
Electronic Journal of Statistics | 2023-03-13 | Paper |
Estimating the conditional distribution in functional regression problems
Electronic Journal of Statistics | 2022-12-19 | Paper |
Estimating the conditional distribution in functional regression problems
Electronic Journal of Statistics | 2022-12-19 | Paper |
Detecting common breaks in the means of high dimensional cross-dependent panels
Econometrics Journal | 2022-12-06 | Paper |
Evaluating Real-Time Probabilistic Forecasts With Application to National Basketball Association Outcome Prediction
The American Statistician | 2022-11-18 | Paper |
Limit results for \(L^p\) functionals of weighted CUSUM processes
(available as arXiv preprint) | 2022-10-26 | Paper |
Robust multivariate change point analysis based on data depth
The Canadian Journal of Statistics | 2022-08-02 | Paper |
Change point analysis of covariance functions: a weighted cumulative sum approach
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Consistency of binary segmentation for multiple change-point estimation with functional data
Statistics & Probability Letters | 2021-11-12 | Paper |
Detecting early or late changes in linear models with heteroscedastic errors
Scandinavian Journal of Statistics | 2021-07-16 | Paper |
Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
Computational Statistics and Data Analysis | 2021-05-06 | Paper |
Estimating the conditional distribution in functional regression problems
(available as arXiv preprint) | 2021-05-04 | Paper |
Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
Computational Statistics and Data Analysis | 2021-03-01 | Paper |
Projection pursuit based tests of normality with functional data
Journal of Statistical Planning and Inference | 2021-03-01 | Paper |
Projection pursuit based tests of normality with functional data
Journal of Statistical Planning and Inference | 2021-01-06 | Paper |
Tests for conditional heteroscedasticity of functional data
Journal of Time Series Analysis | 2020-11-20 | Paper |
Sequential monitoring for changes from stationarity to mild non-stationarity
Journal of Econometrics | 2020-02-17 | Paper |
Inference for the lagged cross-covariance operator between functional time series
Journal of Time Series Analysis | 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
Journal of Multivariate Analysis | 2019-01-04 | Paper |
Detecting and dating structural breaks in functional data without dimension reduction
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-10-30 | Paper |
Adaptive bandwidth selection in the long run covariance estimator of functional time series
Computational Statistics and Data Analysis | 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
Journal of Multivariate Analysis | 2017-11-09 | Paper |
Inference for the autocovariance of a functional time series under conditional heteroscedasticity
Journal of Multivariate Analysis | 2017-11-01 | Paper |
A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
Journal of Time Series Analysis | 2017-07-21 | Paper |
Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
Econometric Theory | 2017-05-16 | 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 |
| Estimation of the time of change in panel data | 2015-03-15 | Paper |
Extensions of some classical methods in change point analysis
Test | 2015-01-29 | Paper |
Rejoinder on: ``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 |
Testing stationarity of functional time series
Journal of Econometrics | 2014-08-07 | Paper |
Test of independence for functional data
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Weak invariance principles for sums of dependent random functions
Stochastic Processes and their Applications | 2013-01-24 | Paper |
