Zdeňek Hlávka

Available identifiers

zbMath Open hlavka.zdenekWikidataQ67410278 ScholiaQ67410278MaRDI QIDQ302156

List of research outcomes

Publication	Date of Publication	Type
Fourier approach to goodness-of-fit tests for Gaussian random processes	2024-07-30	Paper
Fourier–type tests involving martingale difference processes	2022-06-07	Paper
Functional ANOVA based on empirical characteristic functionals	2022-03-01	Paper
Fourier-type tests of mutual independence between functional time series	2022-03-01	Paper
Testing serial independence with functional data	2021-11-22	Paper
Change-point methods for multivariate time-series: paired vectorial observations	2020-11-02	Paper
Functional Two-sample Tests Based on Empirical Characteristic Functionals	2020-07-29	Paper
Doubly paired change-point analysis	2020-05-13	Paper
Change Point Detection with Multivariate Observations Based on Characteristic Functions	2018-03-29	Paper
https://portal.mardi4nfdi.de/entity/Q5364285	2017-10-04	Paper
Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing	2017-07-18	Paper
Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models	2016-09-16	Paper
Dynamics of state price densities	2016-07-04	Paper
Testing for spherical symmetry via the empirical characteristic function	2014-12-22	Paper
Multivariate Statistics	2013-05-10	Paper
Monitoring changes in the error distribution of autoregressive models based on Fourier methods	2013-04-10	Paper
https://portal.mardi4nfdi.de/entity/Q3165892	2012-10-19	Paper
Optimal designs for nonparametric estimation of zeros of regression functions	2012-09-26	Paper
Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions	2011-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q3171427	2011-10-05	Paper
Tests for independence in non-parametric heteroscedastic regression models	2011-03-25	Paper
Fast algorithm for nonparametric arbitrage-free SPD estimation	2009-04-06	Paper
Application of Extended Kalman Filter to SPD Estimation	2008-12-01	Paper
Multivariate Statistics	2007-09-07	Paper
On the appropriateness of inappropriate VaR models	2007-04-26	Paper
Asymptotic distribution of the sample size and small sample behavior of robust fixed-width confidence intervals	2006-03-28	Paper
Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator	2003-07-30	Paper
XploRe® - Application Guide	2000-12-21	Paper

Research outcomes over time

This page was built for person: Zdeňek Hlávka