Agnieszka Jach

Available identifiers

zbMath Open jach.agnieszka-eMaRDI QIDQ425380

List of research outcomes

Publication	Date of Publication	Type
Detection and localization of changes in a panel of densities	2025-01-03	Paper
Reassessing the evidence on factor and portfolio premia	2024-11-12	Paper
Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density	2022-10-17	Paper
Testing collinearity of vector time series	2022-06-24	Paper
Wavelet semi-parametric inference for long memory in volatility in the presence of a trend	2020-04-22	Paper
Corrigendum to: ``Subsampling inference for the mean of heavy-tailed long-memory time series.	2016-08-30	Paper
Classification of genomic sequences via wavelet variance and a self-organizing map with an application to mitochondrial DNA	2015-02-05	Paper
Subsampling inference for the mean of heavy-tailed long-memory time series	2014-11-20	Paper
Subsampling inference for the autocovariances and autocorrelations of long-memory heavy-tailed linear time series	2014-02-25	Paper
Tail index estimation in the presence of long-memory dynamics	2012-06-08	Paper
Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models	2011-02-22	Paper
Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study	2010-03-15	Paper
Wavelet-based confidence intervals for the self-similarity parameter	2009-03-17	Paper
Location of Schweizer price in the range of European option prices for a diffusion with jumps model of of the financial market	2008-12-10	Paper
Wavelet-domain test for long-range dependence in the presence of a trend	2008-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q5310543	2007-10-11	Paper
Subsampling unit root tests for heavy-tailed observations	2004-05-27	Paper

Research outcomes over time

This page was built for person: Agnieszka Jach