| Publication | Date of Publication | Type |
|---|
Detection and inference of changes in high-dimensional linear regression with nonsparse structures
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2025-11-17 | Paper |
Change-point analysis with irregular signals
The Annals of Statistics | 2025-01-29 | Paper |
Change-point analysis with irregular signals
The Annals of Statistics | 2025-01-29 | Paper |
Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross‐covariances under non‐stationarity and stationarity
Journal of Time Series Analysis | 2024-04-15 | Paper |
The integrated copula spectrum
The Annals of Statistics | 2023-01-12 | Paper |
The integrated copula spectrum
The Annals of Statistics | 2023-01-12 | Paper |
Quantile coherency: A general measure for dependence between cyclical economic variables
Econometrics Journal | 2022-06-24 | Paper |
The integrated copula spectrum
(available as arXiv preprint) | 2021-12-13 | Paper |
A new approach for open‐end sequential change point monitoring
Journal of Time Series Analysis | 2021-06-30 | Paper |
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
Electronic Journal of Statistics | 2019-10-04 | Paper |
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
Electronic Journal of Statistics | 2019-10-04 | Paper |
Model assessment for time series dynamics using copula spectral densities: a graphical tool
Journal of Multivariate Analysis | 2019-07-02 | Paper |
On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities
Journal of Time Series Analysis | 2018-05-16 | Paper |
Quantile Spectral Analysis for Locally Stationary Time Series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-02-19 | Paper |
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
Electronic Journal of Statistics | 2016-11-14 | Paper |
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
Electronic Journal of Statistics | 2016-11-14 | Paper |
Quantile spectral processes: asymptotic analysis and inference
Bernoulli | 2016-05-12 | Paper |
Quantile spectral processes: asymptotic analysis and inference
Bernoulli | 2016-05-12 | Paper |
| Quantile-based spectral analysis: asymptotic theory and computation | 2016-02-26 | Paper |
Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables
(available as arXiv preprint) | 2015-10-23 | Paper |
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
Bernoulli | 2015-06-15 | Paper |
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
Bernoulli | 2015-06-15 | Paper |
