Dominik Wied

Available identifiers

zbMath Open wied.dominikMaRDI QIDQ379940

List of research outcomes

Publication	Date of Publication	Type
Flexible specification testing in quantile regression models	2024-03-15	Paper
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models	2023-04-27	Paper
A monitoring procedure for detecting structural breaks in factor copula models	2023-04-27	Paper
Truncating the exponential with a uniform distribution	2022-08-23	Paper
Testing for constant correlation of filtered series under structural change	2022-06-24	Paper
A nonparametric test for a constant correlation matrix	2022-06-08	Paper
A specification test for dynamic conditional distribution models with function-valued parameters	2022-03-04	Paper
Estimating derivatives of function-valued parameters in a class of moment condition models	2020-06-18	Paper
Detecting Relevant Changes in Time Series Models	2019-06-12	Paper
Testing for structural breaks in factor copula models	2019-04-29	Paper
Multiple break detection in the correlation structure of random variables	2018-11-23	Paper
A fluctuation test for constant Spearman's rho with nuisance-free limit distribution	2018-11-23	Paper
A residual-based multivariate constant correlation test	2018-09-04	Paper
A simple and focused backtest of value at risk	2018-08-31	Paper
Dating multiple change points in the correlation matrix	2018-02-01	Paper
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis	2017-12-01	Paper
TESTING FOR CHANGES IN KENDALL’S TAU	2017-10-25	Paper
Sequential monitoring of the tail behavior of dependent data	2016-12-22	Paper
On- and offline detection of structural breaks in thermal spraying processes	2016-12-21	Paper
Identifying Different Areas of Inhomogenous Mineral Subsoil: Spatial Fluctuation Approaches	2016-05-30	Paper
Nonparametric tests for constant tail dependence with an application to energy and finance	2015-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q2925837	2014-10-29	Paper
On the application of new tests for structural changes on global minimum-variance portfolios	2013-11-11	Paper
CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns	2013-10-09	Paper
Misspecification Testing in a Class of Conditional Distributional Models	2013-04-26	Paper
A new fluctuation test for constant variances with applications to finance	2013-01-03	Paper
Monitoring correlation change in a sequence of random variables	2012-10-30	Paper
Consistency of the kernel density estimator: a survey	2012-07-10	Paper
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD	2012-06-11	Paper
Improved GMM estimation of the spatial autoregressive error model	2010-09-07	Paper

Research outcomes over time

Doctoral students

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