| Publication | Date of Publication | Type |
|---|
| Modelling and predicting the dynamics of confirmed COVID-19 cases based on climate data | 2024-09-24 | Paper |
A novel response model and target selection method with applications to marketing
Australian & New Zealand Journal of Statistics | 2024-06-03 | Paper |
A general quantile function model for economic and financial time series
Econometric Reviews | 2022-06-03 | Paper |
How is price explosivity triggered in the cryptocurrency markets?
Annals of Operations Research | 2022-01-24 | Paper |
A quantile function approach to the distribution of financial returns following TGARCH models
Statistical Modelling | 2021-05-10 | Paper |
Quantile double AR time series models for financial returns
Journal of Forecasting | 2018-10-11 | Paper |
A comparative study of monotone quantile regression methods for financial returns
International Journal of Theoretical and Applied Finance | 2016-05-17 | Paper |
A quantile survival model for censored data
Australian & New Zealand Journal of Statistics | 2016-04-27 | Paper |
Estimation of non-crossing quantile regression curves
Australian & New Zealand Journal of Statistics | 2016-02-23 | Paper |
Multi-variate time-series simulation
Journal of Time Series Analysis | 2014-08-06 | Paper |
Combining Forecasts via Simulations
Communications in Statistics. Simulation and Computation | 2014-05-30 | Paper |
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting
Journal of Time Series Analysis | 2014-02-25 | Paper |
Autoregression with non-Gaussian innovations
Journal of Time Series Econometrics | 2013-06-14 | Paper |
A simple bootstrap method for time series
Communications in Statistics. Simulation and Computation | 2013-02-11 | Paper |
Polynomial power-Pareto quantile function models
Extremes | 2011-11-27 | Paper |
Minimum sample size determination for generalized extreme value distribution
Communications in Statistics. Simulation and Computation | 2011-03-31 | Paper |
| Multivariate quantile function models | 2010-05-25 | Paper |
Bayesian nonparametric quantile regression using splines
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
Forecasting for quantile self-exciting threshold autoregressive time series models
Biometrika | 2010-03-22 | Paper |
Quantile self-exciting threshold autoregressive time series models
Journal of Time Series Analysis | 2009-02-28 | Paper |
A simple diagnostic method of outlier detection for stationary Gaussian time series
Journal of Applied Statistics | 2007-09-11 | Paper |
Monitoring the parameter changes in general ARIMA time series models
Journal of Applied Statistics | 2007-09-11 | Paper |
| scientific article; zbMATH DE number 5017183 (Why is no real title available?) | 2006-04-04 | Paper |
| scientific article; zbMATH DE number 2189792 (Why is no real title available?) | 2005-08-01 | Paper |
Convergence Theory of a Numerical Method for Solving the Chapman--Kolmogorov Equation
SIAM Journal on Numerical Analysis | 2004-01-18 | Paper |
