Werner Ploberger

From MaRDI portal
Person:379936

Available identifiers

zbMath Open ploberger.werner-ulrichMaRDI QIDQ379936

List of research outcomes

PublicationDate of PublicationType
Optimal Test for Markov Switching Parameters2019-01-29Paper
Optimal estimation under nonstandard conditions2017-05-12Paper
On studentizing a test for structural change2016-01-01Paper
Mean adjustment and the CUSUM test for structural change2016-01-01Paper
Detecting fuzzy periodic patterns in futures spreads2014-09-26Paper
Rate-optimal tests for jumps in diffusion processes2013-11-11Paper
Testing for cycles in multiple time series2011-11-26Paper
ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS2009-06-11Paper
Empirical Limits for Time Series Econometric Models2006-06-19Paper
A complete class of tests when the likelihood is locally asymptotically quadratic.2004-01-26Paper
Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation2000-10-29Paper
Asymptotic Theory of Integrated Conditional Moment Tests1999-12-14Paper
Testing for Serial Correlation Against an ARMA(1, 1,) Process1998-01-07Paper
An Asymtotic Theory of Bayesian Inference for Time Series1997-05-29Paper
Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative1996-08-21Paper
Optimal changepoint tests for normal linear regression1996-04-08Paper
A trend-resistant test for structural change based on OLS residuals1996-02-12Paper
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative1995-06-28Paper
The Cusum Test with Ols Residuals1992-09-26Paper
A new test for structural stability in the linear regression model1989-01-01Paper
Testing for Structural Change in Dynamic Models1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36631221982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36642671982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39578281982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39311411981-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Werner Ploberger