Agnieszka Jach

Available identifiers

zbMath Open jach.agnieszka-eMaRDI QIDQ425380

List of research outcomes

Publication	Date of Publication	Type
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’ by A. Jach, T. S. McElroy and D. N. Politis	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
https://portal.mardi4nfdi.de/entity/Q3545485	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

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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