| Publication | Date of Publication | Type |
|---|
Goodness-of-fit tests based on the min-characteristic function
Computational Statistics and Data Analysis | 2024-10-29 | Paper |
Testing semiparametric model-equivalence hypotheses based on the characteristic function
Journal of Statistical Computation and Simulation | 2024-08-13 | Paper |
A unified approach to goodness-of-fit testing for spherical and hyperspherical data
Statistical Papers | 2024-07-30 | Paper |
Optimal design approach to GMM estimation of parameters based on empirical transforms
International Statistical Review | 2024-07-18 | Paper |
Nonparametric Tests of Independence for Circular Data Based on Trigonometric Moments
STATISTICA SINICA | 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
Journal of Statistical Theory and Practice | 2022-09-30 | Paper |
A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
Computational Statistics and Data Analysis | 2022-09-14 | Paper |
Tests for heteroskedasticity in transformation models
Statistical Papers | 2022-08-23 | Paper |
Tests for circular symmetry of complex-valued random vectors
Test | 2022-08-04 | Paper |
Fourier–type tests involving martingale difference processes
Econometric Reviews | 2022-06-07 | Paper |
Fourier-type tests of mutual independence between functional time series
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Monitoring procedures for strict stationarity based on the multivariate characteristic function
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Testing serial independence with functional data
Test | 2021-11-22 | Paper |
Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models
Test | 2021-01-25 | Paper |
Change-point methods for multivariate time-series: paired vectorial observations
Statistical Papers | 2020-11-02 | Paper |
Fourier methods for sequential change point analysis in autoregressive models
Proceedings of COMPSTAT'2010 | 2020-07-14 | Paper |
On Sobolev tests of uniformity on the circle with an extension to the sphere
Bernoulli | 2020-04-27 | Paper |
Validation tests for semi-parametric models
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
Tests for validity of the semiparametric heteroskedastic transformation model
Computational Statistics and Data Analysis | 2020-01-30 | Paper |
| A class of goodness-of-fit tests for circular distributions based on trigonometric moments | 2020-01-24 | Paper |
On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
Journal of Multivariate Analysis | 2019-10-01 | Paper |
Inferential procedures based on the integrated empirical characteristic function
AStA. Advances in Statistical Analysis | 2019-09-11 | Paper |
Self-consistency-based tests for bivariate distributions
Journal of Statistical Theory and Practice | 2019-08-30 | Paper |
Le Cam maximin tests for symmetry of circular data based on the characteristic function
STATISTICA SINICA | 2019-08-01 | Paper |
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Econometric Theory | 2019-06-26 | Paper |
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
Journal of Multivariate Analysis | 2019-03-21 | Paper |
| Independence tests in semiparametric transformation models | 2018-10-10 | Paper |
Fourier inference for stochastic volatility models with heavy-tailed innovations
Statistical Papers | 2018-10-01 | Paper |
Change Point Detection with Multivariate Observations Based on Characteristic Functions
From Statistics to Mathematical Finance | 2018-03-29 | Paper |
Tests for structural changes in time series of counts
Scandinavian Journal of Statistics | 2018-01-04 | Paper |
Change detection in INARCH time series of counts
Springer Proceedings in Mathematics & Statistics | 2017-07-20 | Paper |
Tests for conditional ellipticity in multivariate GARCH models
Journal of Econometrics | 2017-01-13 | Paper |
Detection of changes in INAR models
Springer Proceedings in Mathematics & Statistics | 2016-11-18 | Paper |
Bootstrap procedures for online monitoring of changes in autoregressive models
Communications in Statistics. Simulation and Computation | 2016-09-16 | Paper |
Diagnostic tests for the distribution of random effects in multivariate mixed effects models
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Fourier-type estimation of the power GARCH model with stable-Paretian innovations
Metrika | 2016-05-24 | Paper |
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
Journal of Multivariate Analysis | 2015-09-10 | Paper |
Tests for time series of counts based on the probability-generating function
Statistics | 2015-07-20 | Paper |
Validation tests for the innovation distribution in INAR time series models
Computational Statistics | 2015-03-05 | Paper |
Data transformations and goodness-of-fit tests for type-II right censored samples
Metrika | 2015-02-19 | Paper |
Specification tests for the response distribution in generalized linear models
Computational Statistics | 2015-01-30 | Paper |
Testing for spherical symmetry via the empirical characteristic function
Statistics | 2014-12-22 | Paper |
A class of goodness-of-fit tests based on transformation
Communications in Statistics: Theory and Methods | 2014-06-11 | Paper |
A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function
Journal of Mathematical Sciences (New York) | 2014-06-04 | Paper |
Testing skew normality via the moment generating function
Mathematical Methods of Statistics | 2014-03-10 | Paper |
The probability weighted characteristic function and goodness-of-fit testing
Journal of Statistical Planning and Inference | 2014-01-23 | Paper |
Testing for normality with panel data
Journal of Statistical Computation and Simulation | 2013-06-28 | Paper |
Inference procedures for the variance gamma model and applications
Journal of Statistical Computation and Simulation | 2013-06-03 | Paper |
Monitoring changes in the error distribution of autoregressive models based on Fourier methods
Test | 2013-04-10 | Paper |
Tests for symmetric error distribution in linear and nonparametric regression models
Communications in Statistics. Simulation and Computation | 2013-02-21 | Paper |
Inference procedures for stable-Paretian stochastic volatility models
Mathematical and Computer Modelling | 2013-01-24 | Paper |
Specification tests for the error distribution in GARCH models
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Goodness-of-fit tests in semi-linear models
Statistics and Computing | 2012-12-07 | Paper |
Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform
Communications in Statistics: Theory and Methods | 2012-10-31 | Paper |
Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform
Communications in Statistics: Theory and Methods | 2012-05-01 | Paper |
Goodness-of-fit tests for bivariate and multivariate skew-normal distributions
Scandinavian Journal of Statistics | 2011-11-26 | Paper |
Goodness-of-fit tests for multivariate Laplace distributions
Mathematical and Computer Modelling | 2011-07-21 | Paper |
Tests of fit for normal inverse Gaussian distributions
Statistical Methodology | 2011-05-20 | Paper |
Tests for independence in non-parametric heteroscedastic regression models
Journal of Multivariate Analysis | 2011-03-25 | Paper |
Tests for the error distribution in nonparametric possibly heteroscedastic regression models
Test | 2011-01-22 | Paper |
| Transform methods for testing the negative binomial hypothesis | 2010-06-03 | Paper |
| scientific article; zbMATH DE number 5697128 (Why is no real title available?) | 2010-04-22 | Paper |
| scientific article; zbMATH DE number 5697128 (Why is no real title available?) | 2010-04-22 | Paper |
| scientific article; zbMATH DE number 5577611 (Why is no real title available?) | 2009-07-13 | Paper |
Tests for normal mixtures based on the empirical characteristic function
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
| Testing procedures based on the empirical characteristic functions II: \(k\)-sample problem, change point problem | 2008-09-09 | Paper |
| scientific article; zbMATH DE number 5323637 (Why is no real title available?) | 2008-09-09 | Paper |
Tests for the multivariatek-sample problem based on the empirical characteristic function
Journal of Nonparametric Statistics | 2008-07-02 | Paper |
Omnibus tests for the error distribution in the linear regression model
Statistics | 2008-01-14 | Paper |
Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
Statistics & Probability Letters | 2007-07-16 | Paper |
Change-Point Analysis Based on Empirical Characteristic Functions of Ranks
Sequential Analysis | 2007-02-14 | Paper |
Change point analysis based on empirical characteristic functions
Metrika | 2006-08-14 | Paper |
Recent and classical tests for exponentiality: a partial review with comparisons
Metrika | 2005-05-17 | Paper |
Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
Journal of Multivariate Analysis | 2004-03-14 | Paper |
Tests of Fit for Exponentiality based on the Empirical Laplace Transform
Statistics | 2003-02-10 | Paper |
GOODNESS-OF-FIT TESTS BASED ON A NEW CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION
Communications in Statistics: Theory and Methods | 2003-02-10 | Paper |
