| Publication | Date of Publication | Type |
|---|
Multivariate Quantile-Based Permutation Tests with Application to Functional Data
Journal of Computational and Graphical Statistics | 2026-02-25 | Paper |
Fourier approach to goodness-of-fit tests for Gaussian random processes
Statistical Papers | 2024-07-30 | Paper |
Fourier–type tests involving martingale difference processes
Econometric Reviews | 2022-06-07 | Paper |
Functional ANOVA based on empirical characteristic functionals
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Fourier-type tests of mutual independence between functional time series
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Testing serial independence with functional data
Test | 2021-11-22 | Paper |
Change-point methods for multivariate time-series: paired vectorial observations
Statistical Papers | 2020-11-02 | Paper |
Functional two-sample tests based on empirical characteristic functionals
Functional and High-Dimensional Statistics and Related Fields | 2020-07-29 | Paper |
| Doubly paired change-point analysis | 2020-05-13 | Paper |
Change Point Detection with Multivariate Observations Based on Characteristic Functions
From Statistics to Mathematical Finance | 2018-03-29 | Paper |
| scientific article; zbMATH DE number 6785483 (Why is no real title available?) | 2017-10-04 | Paper |
Shape constrained regression in Sobolev spaces with application to option pricing
Analytical Methods in Statistics | 2017-07-18 | Paper |
Bootstrap procedures for online monitoring of changes in autoregressive models
Communications in Statistics. Simulation and Computation | 2016-09-16 | Paper |
Dynamics of state price densities
Journal of Econometrics | 2016-07-04 | Paper |
Testing for spherical symmetry via the empirical characteristic function
Statistics | 2014-12-22 | Paper |
| Multivariate Statistics | 2013-05-10 | Paper |
Monitoring changes in the error distribution of autoregressive models based on Fourier methods
Test | 2013-04-10 | Paper |
| Nonparametric sequential monitoring | 2012-10-19 | Paper |
Optimal designs for nonparametric estimation of zeros of regression functions
Tatra Mountains Mathematical Publications | 2012-09-26 | Paper |
Goodness-of-fit tests for bivariate and multivariate skew-normal distributions
Scandinavian Journal of Statistics | 2011-11-26 | Paper |
| On nonparametric estimators of location of maximum | 2011-10-05 | Paper |
Tests for independence in non-parametric heteroscedastic regression models
Journal of Multivariate Analysis | 2011-03-25 | Paper |
Fast algorithm for nonparametric arbitrage-free SPD estimation
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
Application of Extended Kalman Filter to SPD Estimation
Applied Quantitative Finance | 2008-12-01 | Paper |
| Multivariate Statistics | 2007-09-07 | Paper |
On the appropriateness of inappropriate VaR models
AStA. Allgemeines Statistisches Archiv | 2007-04-26 | Paper |
Asymptotic distribution of the sample size and small sample behavior of robust fixed-width confidence intervals
AStA. Allgemeines Statistisches Archiv | 2006-03-28 | Paper |
Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator
Journal of Statistical Planning and Inference | 2003-07-30 | Paper |
| XploRe® - Application Guide | 2000-12-21 | Paper |
