| Publication | Date of Publication | Type |
|---|
On testing for \textit{weak change} in the conditional mean of a class of nonlinear heteroscedastic models
Test | 2026-04-17 | Paper |
Testing for the zero-altered Poisson distribution with positive data
Statistica Neerlandica | 2025-10-15 | Paper |
Detecting <i>weak</i> changes in the mean of a class of nonlinear heteroscedastic models
Communications in Statistics. Simulation and Computation | 2025-06-23 | Paper |
Goodness-of-fit tests for discrete response models with covariates
Statistical Papers | 2025-03-31 | Paper |
Omnibus diagnostic procedures for vector multiplicative errors models
Statistical Papers | 2025-02-18 | Paper |
On classes of consistent tests for the Type I Pareto distribution based on a characterization involving order statistics
Statistics | 2024-10-14 | Paper |
A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection
Statistical Inference for Stochastic Processes | 2024-02-16 | Paper |
Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces
Statistical Inference for Stochastic Processes | 2022-09-28 | Paper |
On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization
Communications in Statistics: Theory and Methods | 2022-08-01 | Paper |
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
Statistical Papers | 2022-04-07 | Paper |
| On detecting weak changes in the mean of CHARN models | 2021-01-21 | Paper |
Testing nonstationary and absolutely regular nonlinear time series models
Statistical Inference for Stochastic Processes | 2019-10-23 | Paper |
A locally asymptotically optimal test with application to financial data
African Diaspora Journal of Mathematics | 2018-05-25 | Paper |
Asymptotic inference in poverty indices: an empirical processes approach
Communications in Statistics: Theory and Methods | 2017-08-23 | Paper |
Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields
Journal of Nonparametric Statistics | 2016-06-10 | Paper |
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
Journal of Multivariate Analysis | 2015-09-10 | Paper |
Asymptotic normality of binned kernel density estimators for non-stationary dependent random variables
Mathematical Statistics and Limit Theorems | 2015-06-24 | Paper |
A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
Statistical Inference for Stochastic Processes | 2013-11-19 | Paper |
Testing for symmetry in multivariate distributions
Statistical Methodology | 2011-05-20 | Paper |
A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-10-22 | Paper |
Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
Communications in Statistics: Theory and Methods | 2009-07-16 | Paper |
Local power of a Cramér-von Mises type test for parametric autoregressive models of order one
Computers & Mathematics with Applications | 2009-03-12 | Paper |
Estimation in a class of nonlinear heteroscedastic time series models
Electronic Journal of Statistics | 2008-05-14 | Paper |
On Testing for the Nullity of Some Skewness Coefficients
International Statistical Review | 2008-03-06 | Paper |
Checking nonlinear heteroscedastic time series models
Journal of Statistical Planning and Inference | 2005-06-13 | Paper |
Weak convergence of some marked empirical processes: Application to testing heteroscedasticity
Journal of Nonparametric Statistics | 2003-06-24 | Paper |
A nonparametric goodness-of-fit test for a class of parametric autoregressive models
Journal of Statistical Planning and Inference | 2002-04-07 | Paper |
A Non‐parametric Test for Generalized First‐order Autoregressive Models
Scandinavian Journal of Statistics | 1998-04-29 | Paper |
Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1997-12-02 | Paper |
Power of the Lagrange multiplier test for certain subdiagonal bilinear models
Statistics & Probability Letters | 1997-04-29 | Paper |
| scientific article; zbMATH DE number 883616 (Why is no real title available?) | 1996-06-02 | Paper |
| scientific article; zbMATH DE number 846173 (Why is no real title available?) | 1996-04-08 | Paper |
| scientific article; zbMATH DE number 819397 (Why is no real title available?) | 1996-01-07 | Paper |
