| Publication | Date of Publication | Type |
|---|
| Goodness-of-fit tests based on the min-characteristic function | 2024-10-29 | Paper |
| Testing semiparametric model-equivalence hypotheses based on the characteristic function | 2024-08-13 | Paper |
| A unified approach to goodness-of-fit testing for spherical and hyperspherical data | 2024-07-30 | Paper |
| Optimal design approach to GMM estimation of parameters based on empirical transforms | 2024-07-18 | Paper |
| Nonparametric Tests of Independence for Circular Data Based on Trigonometric Moments | 2024-04-15 | Paper |
| Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data | 2023-10-20 | Paper |
| A unified approach to goodness-of-fit testing for spherical and hyperspherical data | 2023-05-24 | Paper |
| Goodness-of-fit procedures for compound distributions with an application to insurance | 2022-09-30 | Paper |
| A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families | 2022-09-14 | Paper |
| Tests for heteroskedasticity in transformation models | 2022-08-23 | Paper |
| Tests for circular symmetry of complex-valued random vectors | 2022-08-04 | Paper |
| Fourier–type tests involving martingale difference processes | 2022-06-07 | Paper |
| Fourier-type tests of mutual independence between functional time series | 2022-03-01 | Paper |
| Monitoring procedures for strict stationarity based on the multivariate characteristic function | 2022-03-01 | Paper |
| Testing serial independence with functional data | 2021-11-22 | Paper |
| Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models | 2021-01-25 | Paper |
| Change-point methods for multivariate time-series: paired vectorial observations | 2020-11-02 | Paper |
| Fourier Methods for Sequential Change Point Analysis in Autoregressive Models | 2020-07-14 | Paper |
| On Sobolev tests of uniformity on the circle with an extension to the sphere | 2020-04-27 | Paper |
| Validation tests for semi-parametric models | 2020-03-27 | Paper |
| Tests for validity of the semiparametric heteroskedastic transformation model | 2020-01-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5212100 | 2020-01-24 | Paper |
| On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence | 2019-10-01 | Paper |
| Inferential procedures based on the integrated empirical characteristic function | 2019-09-11 | Paper |
| Self-consistency-based tests for bivariate distributions | 2019-08-30 | Paper |
| Le Cam maximin tests for symmetry of circular data based on the characteristic function | 2019-08-01 | Paper |
| CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS | 2019-06-26 | Paper |
| Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data | 2019-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4687134 | 2018-10-10 | Paper |
| Fourier inference for stochastic volatility models with heavy-tailed innovations | 2018-10-01 | Paper |
| Change Point Detection with Multivariate Observations Based on Characteristic Functions | 2018-03-29 | Paper |
| Tests for Structural Changes in Time Series of Counts | 2018-01-04 | Paper |
| Change Detection in INARCH Time Series of Counts | 2017-07-20 | Paper |
| Tests for conditional ellipticity in multivariate GARCH models | 2017-01-13 | Paper |
| Detection of Changes in INAR Models | 2016-11-18 | Paper |
| Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models | 2016-09-16 | Paper |
| Diagnostic tests for the distribution of random effects in multivariate mixed effects models | 2016-05-25 | Paper |
| Fourier-type estimation of the power GARCH model with stable-Paretian innovations | 2016-05-24 | Paper |
| Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function | 2015-09-10 | Paper |
| Tests for time series of counts based on the probability-generating function | 2015-07-20 | Paper |
| Validation tests for the innovation distribution in INAR time series models | 2015-03-05 | Paper |
| Data transformations and goodness-of-fit tests for type-II right censored samples | 2015-02-19 | Paper |
| Specification tests for the response distribution in generalized linear models | 2015-01-30 | Paper |
| Testing for spherical symmetry via the empirical characteristic function | 2014-12-22 | Paper |
| A Class of Goodness-of-fit Tests Based on Transformation | 2014-06-11 | Paper |
| A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function | 2014-06-04 | Paper |
| Testing skew normality via the moment generating function | 2014-03-10 | Paper |
| The probability weighted characteristic function and goodness-of-fit testing | 2014-01-23 | Paper |
| Testing for normality with panel data | 2013-06-28 | Paper |
| Inference procedures for the variance gamma model and applications | 2013-06-03 | Paper |
| Monitoring changes in the error distribution of autoregressive models based on Fourier methods | 2013-04-10 | Paper |
| Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models | 2013-02-21 | Paper |
| Inference procedures for stable-Paretian stochastic volatility models | 2013-01-24 | Paper |
| Specification tests for the error distribution in GARCH models | 2012-12-30 | Paper |
| Goodness-of-fit tests in semi-linear models | 2012-12-07 | Paper |
| Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform | 2012-10-31 | Paper |
| Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform | 2012-05-01 | Paper |
| Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions | 2011-11-26 | Paper |
| Goodness-of-fit tests for multivariate Laplace distributions | 2011-07-21 | Paper |
| Tests of fit for normal inverse Gaussian distributions | 2011-05-20 | Paper |
| Tests for independence in non-parametric heteroscedastic regression models | 2011-03-25 | Paper |
| Tests for the error distribution in nonparametric possibly heteroscedastic regression models | 2011-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3565366 | 2010-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3552466 | 2010-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3637595 | 2009-07-13 | Paper |
| Tests for normal mixtures based on the empirical characteristic function | 2008-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3524338 | 2008-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3524361 | 2008-09-09 | Paper |
| Tests for the multivariatek-sample problem based on the empirical characteristic function | 2008-07-02 | Paper |
| Omnibus tests for the error distribution in the linear regression model | 2008-01-14 | Paper |
| Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms | 2007-07-16 | Paper |
| Change-Point Analysis Based on Empirical Characteristic Functions of Ranks | 2007-02-14 | Paper |
| Change point analysis based on empirical characteristic functions | 2006-08-14 | Paper |
| Recent and classical tests for exponentiality: a partial review with comparisons | 2005-05-17 | Paper |
| Invariant tests for symmetry about an unspecified point based on the empirical characteristic function. | 2004-03-14 | Paper |
| Tests of Fit for Exponentiality based on the Empirical Laplace Transform | 2003-02-10 | Paper |
| GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION | 2003-02-10 | Paper |
