Stanislav Volgushev

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Person:282564

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zbMath Open volgushev.stanislavMaRDI QIDQ282564

List of research outcomes

PublicationDate of PublicationType
Change-point inference for high-dimensional heteroscedastic data2024-01-05Paper
Structure Learning for Extremal Tree Models2023-05-17Paper
The integrated copula spectrum2023-01-12Paper
Testing Relevant Hypotheses in Functional Time Series via Self-Normalization2022-07-08Paper
Inference for change points in high-dimensional data via selfnormalization2022-04-25Paper
The integrated copula spectrum2021-12-13Paper
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes2021-12-03Paper
Learning extremal graphical structures in high dimensions2021-11-01Paper
Multiple block sizes and overlapping blocks for multivariate time series extremes2021-03-11Paper
On the unbiased asymptotic normality of quantile regression with fixed effects2020-06-18Paper
SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS2020-03-25Paper
Panel data quantile regression with grouped fixed effects2019-10-23Paper
On second order conditions in the multivariate block maxima and peak over threshold method2019-10-01Paper
Model assessment for time series dynamics using copula spectral densities: a graphical tool2019-07-02Paper
Distributed inference for quantile regression processes2019-05-10Paper
Equivalence of Regression Curves2018-11-02Paper
Testing relevant hypotheses in functional time series via self-normalization2018-09-17Paper
TESTING FOR HOMOGENEITY IN MIXTURE MODELS2018-06-26Paper
On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities2018-05-16Paper
Fourier Analysis of Serial Dependence Measures2018-02-23Paper
Quantile Spectral Analysis for Locally Stationary Time Series2018-02-19Paper
The independence process in conditional quantile location-scale models and an application to testing for monotonicity2018-01-12Paper
Quantile processes for semi and nonparametric regression2017-10-12Paper
Some Comments on Copula-Based Regression2017-08-07Paper
Weak convergence of the empirical copula process with respect to weighted metrics2017-01-11Paper
Dose response signal detection under model uncertainty2016-05-30Paper
Quantile spectral processes: asymptotic analysis and inference2016-05-12Paper
The quantile process under random censoring2015-11-13Paper
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis2015-06-15Paper
ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA2015-01-12Paper
Censored quantile regression processes under dependence and penalization2014-11-18Paper
When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs2014-10-17Paper
A general approach to the joint asymptotic analysis of statistics from sub-samples2014-04-24Paper
Empirical and sequential empirical copula processes under serial dependence2014-01-10Paper
Nonparametric quantile regression for twice censored data2013-08-16Paper
Nonparametric comparison of quantile curves: a stochastic process approach2013-06-24Paper
Significance testing in quantile regression2013-05-29Paper
Comparing Conditional Quantile Curves2012-09-01Paper
A test for Archimedeanity in bivariate copula models2012-08-13Paper
New estimators of the Pickands dependence function and a test for extreme-value dependence2011-12-08Paper
Non-Crossing Non-Parametric Estimates of Quantile Curves2009-06-10Paper

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