Stanislav Volgushev

Available identifiers

zbMath Open volgushev.stanislavMaRDI QIDQ282564

List of research outcomes

Publication	Date of Publication	Type
Change-point inference for high-dimensional heteroscedastic data	2024-01-05	Paper
Structure Learning for Extremal Tree Models	2023-05-17	Paper
The integrated copula spectrum	2023-01-12	Paper
Testing Relevant Hypotheses in Functional Time Series via Self-Normalization	2022-07-08	Paper
Inference for change points in high-dimensional data via selfnormalization	2022-04-25	Paper
The integrated copula spectrum	2021-12-13	Paper
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes	2021-12-03	Paper
Learning extremal graphical structures in high dimensions	2021-11-01	Paper
Multiple block sizes and overlapping blocks for multivariate time series extremes	2021-03-11	Paper
On the unbiased asymptotic normality of quantile regression with fixed effects	2020-06-18	Paper
SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS	2020-03-25	Paper
Panel data quantile regression with grouped fixed effects	2019-10-23	Paper
On second order conditions in the multivariate block maxima and peak over threshold method	2019-10-01	Paper
Model assessment for time series dynamics using copula spectral densities: a graphical tool	2019-07-02	Paper
Distributed inference for quantile regression processes	2019-05-10	Paper
Equivalence of Regression Curves	2018-11-02	Paper
Testing relevant hypotheses in functional time series via self-normalization	2018-09-17	Paper
TESTING FOR HOMOGENEITY IN MIXTURE MODELS	2018-06-26	Paper
On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities	2018-05-16	Paper
Fourier Analysis of Serial Dependence Measures	2018-02-23	Paper
Quantile Spectral Analysis for Locally Stationary Time Series	2018-02-19	Paper
The independence process in conditional quantile location-scale models and an application to testing for monotonicity	2018-01-12	Paper
Quantile processes for semi and nonparametric regression	2017-10-12	Paper
Some Comments on Copula-Based Regression	2017-08-07	Paper
Weak convergence of the empirical copula process with respect to weighted metrics	2017-01-11	Paper
Dose response signal detection under model uncertainty	2016-05-30	Paper
Quantile spectral processes: asymptotic analysis and inference	2016-05-12	Paper
The quantile process under random censoring	2015-11-13	Paper
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis	2015-06-15	Paper
ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA	2015-01-12	Paper
Censored quantile regression processes under dependence and penalization	2014-11-18	Paper
When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs	2014-10-17	Paper
A general approach to the joint asymptotic analysis of statistics from sub-samples	2014-04-24	Paper
Empirical and sequential empirical copula processes under serial dependence	2014-01-10	Paper
Nonparametric quantile regression for twice censored data	2013-08-16	Paper
Nonparametric comparison of quantile curves: a stochastic process approach	2013-06-24	Paper
Significance testing in quantile regression	2013-05-29	Paper
Comparing Conditional Quantile Curves	2012-09-01	Paper
A test for Archimedeanity in bivariate copula models	2012-08-13	Paper
New estimators of the Pickands dependence function and a test for extreme-value dependence	2011-12-08	Paper
Non-Crossing Non-Parametric Estimates of Quantile Curves	2009-06-10	Paper

Research outcomes over time

Doctoral students

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