| Publication | Date of Publication | Type |
|---|
Estimating a gradual parameter change in an AR(1)-process
Metrika | 2022-08-25 | Paper |
Change point detection in vector autoregression.
Kybernetika | 2019-03-01 | Paper |
| Bootstrap change point testing for dependent data | 2018-10-12 | Paper |
Monitoring changes in RCA models
Springer Proceedings in Mathematics & Statistics | 2016-11-18 | Paper |
Comments on: ``Extensions of some classical methods in change point analysis
Test | 2015-01-29 | Paper |
Robust monitoring of CAPM portfolio betas. II
Journal of Multivariate Analysis | 2014-10-08 | Paper |
\(M\)-procedures for detection of a change under weak dependence
Journal of Statistical Planning and Inference | 2014-05-05 | Paper |
Delay time in monitoring jump changes in linear models
Statistics | 2013-06-25 | Paper |
On testing changes in autoregressive parameters of a VAR model
Communications in Statistics: Theory and Methods | 2013-06-13 | Paper |
Robust monitoring of CAPM portfolio betas
Journal of Multivariate Analysis | 2013-03-12 | Paper |
| Bootstrap in nonstationary autoregression. | 2012-12-04 | Paper |
| scientific article; zbMATH DE number 6026913 (Why is no real title available?) | 2012-04-23 | Paper |
| scientific article; zbMATH DE number 6026913 (Why is no real title available?) | 2012-04-23 | Paper |
On the detection of changes in autoregressive time series. II: Resampling procedures
Journal of Statistical Planning and Inference | 2008-03-28 | Paper |
On the detection of changes in autoregressive time series. I: Asymptotics.
Journal of Statistical Planning and Inference | 2007-03-27 | Paper |
CWLS and ML estimates in a heteroscedastic RCA(1) model
Statistics & Decisions | 2005-03-21 | Paper |
| scientific article; zbMATH DE number 2098021 (Why is no real title available?) | 2004-09-07 | Paper |
Effect of dependence on statistics for determination of change
Journal of Statistical Planning and Inference | 2003-01-15 | Paper |
| Volatility estimation and bootstrap | 2002-06-10 | Paper |
| scientific article; zbMATH DE number 958378 (Why is no real title available?) | 1996-12-16 | Paper |
| scientific article; zbMATH DE number 958378 (Why is no real title available?) | 1996-12-16 | Paper |
| scientific article; zbMATH DE number 846078 (Why is no real title available?) | 1996-03-07 | Paper |
| scientific article; zbMATH DE number 846078 (Why is no real title available?) | 1996-03-07 | Paper |
| scientific article; zbMATH DE number 176099 (Why is no real title available?) | 1993-05-18 | Paper |
| scientific article; zbMATH DE number 4166350 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4145118 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4088716 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4026593 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3921706 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3907470 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3784097 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3824959 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3526149 (Why is no real title available?) | 1976-01-01 | Paper |
