| Publication | Date of Publication | Type |
|---|
Tests for changes in count time series models with exogenous covariates
Journal of Time Series Analysis | 2026-04-13 | Paper |
Multivariate Quantile-Based Permutation Tests with Application to Functional Data
Journal of Computational and Graphical Statistics | 2026-02-25 | Paper |
| Functional K sample problem via multivariate optimal measure transport-based permutation test | 2025-12-11 | Paper |
| One-sample location tests based on center-outward signs and ranks | 2025-08-08 | Paper |
Copula hurdle GARCH models for multivariate non-negative time series
Statistical Papers | 2025-06-11 | Paper |
Clover plot: versatile visualization in nonparametric classification
Statistical Analysis and Data Mining | 2025-05-21 | Paper |
Hurdle GARCH models for nonnegative time series
Statistica Neerlandica | 2025-03-10 | Paper |
Specifications tests for count time series models with covariates
Test | 2025-03-05 | Paper |
Omnibus diagnostic procedures for vector multiplicative errors models
Statistical Papers | 2025-02-18 | Paper |
Quasi-likelihood estimation in volatility models for semi-continuous time series
Journal of Time Series Analysis | 2024-11-12 | Paper |
Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests
Journal of Multivariate Analysis | 2024-10-08 | Paper |
A comparison of the Mantel test with a generalised distance covariance test
Environmetrics | 2023-12-18 | Paper |
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA
Journal of the American Statistical Association | 2023-10-18 | Paper |
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA
Journal of the American Statistical Association | 2023-10-18 | Paper |
Testing axial symmetry by means of integrated rank scores
Journal of Nonparametric Statistics | 2023-09-19 | Paper |
Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models
Scandinavian Journal of Statistics | 2022-10-25 | Paper |
Multivariate ranks based on randomized lift-interdirections
Computational Statistics and Data Analysis | 2022-05-30 | Paper |
Testing symmetry around a subspace
Statistical Papers | 2021-12-27 | Paper |
Testing axial symmetry by means of directional regression quantiles
Electronic Journal of Statistics | 2021-08-09 | Paper |
Incomplete interdirections and lift-interdirections
Journal of Nonparametric Statistics | 2020-03-25 | Paper |
A copula approach for dependence modeling in multivariate nonparametric time series
Journal of Multivariate Analysis | 2019-05-27 | Paper |
Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models
(available as arXiv preprint) | 2019-03-11 | Paper |
Tests for structural changes in time series of counts
Scandinavian Journal of Statistics | 2018-01-04 | Paper |
Change detection in INARCH time series of counts
Springer Proceedings in Mathematics & Statistics | 2017-07-20 | Paper |
Modelling prescription behaviour of general practitioners
Mathematica Slovaca | 2017-07-03 | Paper |
Detection of changes in INAR models
Springer Proceedings in Mathematics & Statistics | 2016-11-18 | Paper |
Tests for time series of counts based on the probability-generating function
Statistics | 2015-07-20 | Paper |
On some properties of autopersistence functions and autopersistence graphs
Communications in Statistics: Theory and Methods | 2014-11-26 | Paper |
Modeling dependencies in claims reserving with GEE
Insurance Mathematics & Economics | 2014-06-23 | Paper |
Asymptotic consistency and inconsistency of the chain ladder
Insurance Mathematics & Economics | 2014-04-14 | Paper |
Structural changes in autoregressive models for binary time series
Journal of Statistical Planning and Inference | 2014-01-27 | Paper |
Variance of the game duration in the gambler's ruin problem
Statistics & Probability Letters | 2012-09-18 | Paper |
