Zdeňek Hlávka

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Person:302156

Available identifiers

zbMath Open hlavka.zdenekWikidataQ67410278 ScholiaQ67410278MaRDI QIDQ302156

List of research outcomes





PublicationDate of PublicationType
Fourier approach to goodness-of-fit tests for Gaussian random processes2024-07-30Paper
Fourier–type tests involving martingale difference processes2022-06-07Paper
Functional ANOVA based on empirical characteristic functionals2022-03-01Paper
Fourier-type tests of mutual independence between functional time series2022-03-01Paper
Testing serial independence with functional data2021-11-22Paper
Change-point methods for multivariate time-series: paired vectorial observations2020-11-02Paper
Functional Two-sample Tests Based on Empirical Characteristic Functionals2020-07-29Paper
Doubly paired change-point analysis2020-05-13Paper
Change Point Detection with Multivariate Observations Based on Characteristic Functions2018-03-29Paper
https://portal.mardi4nfdi.de/entity/Q53642852017-10-04Paper
Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing2017-07-18Paper
Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models2016-09-16Paper
Dynamics of state price densities2016-07-04Paper
Testing for spherical symmetry via the empirical characteristic function2014-12-22Paper
Multivariate Statistics2013-05-10Paper
Monitoring changes in the error distribution of autoregressive models based on Fourier methods2013-04-10Paper
https://portal.mardi4nfdi.de/entity/Q31658922012-10-19Paper
Optimal designs for nonparametric estimation of zeros of regression functions2012-09-26Paper
Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions2011-11-26Paper
https://portal.mardi4nfdi.de/entity/Q31714272011-10-05Paper
Tests for independence in non-parametric heteroscedastic regression models2011-03-25Paper
Fast algorithm for nonparametric arbitrage-free SPD estimation2009-04-06Paper
Application of Extended Kalman Filter to SPD Estimation2008-12-01Paper
Multivariate Statistics2007-09-07Paper
On the appropriateness of inappropriate VaR models2007-04-26Paper
Asymptotic distribution of the sample size and small sample behavior of robust fixed-width confidence intervals2006-03-28Paper
Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator2003-07-30Paper
XploRe® - Application Guide2000-12-21Paper

Research outcomes over time

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