Dominik Wied

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Person:379940

Available identifiers

zbMath Open wied.dominikMaRDI QIDQ379940

List of research outcomes





PublicationDate of PublicationType
Consistent Estimation of Multiple Breakpoints in Dependence Measures2024-10-28Paper
Sequential detection of parameter changes in dynamic conditional correlation models2024-07-25Paper
Left-truncated health insurance claims data: theoretical review and empirical application2024-06-04Paper
Flexible specification testing in quantile regression models2024-03-15Paper
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models2023-04-27Paper
A monitoring procedure for detecting structural breaks in factor copula models2023-04-27Paper
Truncating the exponential with a uniform distribution2022-08-23Paper
Testing for constant correlation of filtered series under structural change2022-06-24Paper
A nonparametric test for a constant correlation matrix2022-06-08Paper
A specification test for dynamic conditional distribution models with function-valued parameters2022-03-04Paper
Estimating derivatives of function-valued parameters in a class of moment condition models2020-06-18Paper
Detecting Relevant Changes in Time Series Models2019-06-12Paper
Testing for structural breaks in factor copula models2019-04-29Paper
A fluctuation test for constant Spearman's rho with nuisance-free limit distribution2018-11-23Paper
Multiple break detection in the correlation structure of random variables2018-11-23Paper
A residual-based multivariate constant correlation test2018-09-04Paper
A simple and focused backtest of value at risk2018-08-31Paper
Dating multiple change points in the correlation matrix2018-02-01Paper
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis2017-12-01Paper
TESTING FOR CHANGES IN KENDALL’S TAU2017-10-25Paper
Sequential monitoring of the tail behavior of dependent data2016-12-22Paper
On- and offline detection of structural breaks in thermal spraying processes2016-12-21Paper
Identifying Different Areas of Inhomogenous Mineral Subsoil: Spatial Fluctuation Approaches2016-05-30Paper
Nonparametric tests for constant tail dependence with an application to energy and finance2015-09-01Paper
Stochastic processes. A comprehensible introduction for statisticians and data scientists2014-10-29Paper
On the application of new tests for structural changes on global minimum-variance portfolios2013-11-11Paper
CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns2013-10-09Paper
Misspecification Testing in a Class of Conditional Distributional Models2013-04-26Paper
A new fluctuation test for constant variances with applications to finance2013-01-03Paper
Monitoring correlation change in a sequence of random variables2012-10-30Paper
Consistency of the kernel density estimator: a survey2012-07-10Paper
Testing for a change in correlation at an unknown point in time using an extended functional delta method2012-06-11Paper
Improved GMM estimation of the spatial autoregressive error model2010-09-07Paper

Research outcomes over time

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