Rostyslav Bodnar

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Control charts for high-dimensional time series with estimated in-control parameters
Sequential Analysis
2024-02-02Paper
Sequential monitoring of high‐dimensional time series
Scandinavian Journal of Statistics
2023-10-11Paper
Bayesian estimation of the efficient frontier
Scandinavian Journal of Statistics
2019-11-07Paper
Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices
Communications in Statistics: Theory and Methods
2016-07-15Paper
scientific article; zbMATH DE number 5054999 (Why is no real title available?)2006-09-19Paper
Asymptotics of controlled finite memory filters.
Systems & Control Letters
2003-01-21Paper


Research outcomes over time


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