The following pages link to Zdeněk Hlávka (Q302156):
Displaying 28 items.
- Dynamics of state price densities (Q302157) (← links)
- Tests for independence in non-parametric heteroscedastic regression models (Q632754) (← links)
- Asymptotic distribution of the sample size and small sample behavior of robust fixed-width confidence intervals (Q819383) (← links)
- On the appropriateness of inappropriate VaR models (Q878314) (← links)
- Fast algorithm for nonparametric arbitrage-free SPD estimation (Q1010575) (← links)
- Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator (Q1399284) (← links)
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Functional ANOVA based on empirical characteristic functionals (Q2078540) (← links)
- Doubly paired change-point analysis (Q2179556) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (Q2821014) (← links)
- Optimal designs for nonparametric estimation of zeros of regression functions (Q2913243) (← links)
- Testing for spherical symmetry via the empirical characteristic function (Q2934858) (← links)
- Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions (Q3103148) (← links)
- (Q3165892) (← links)
- (Q3171427) (← links)
- Functional Two-sample Tests Based on Empirical Characteristic Functionals (Q3300637) (← links)
- Application of Extended Kalman Filter to SPD Estimation (Q3542259) (← links)
- XploRe® - Application Guide (Q4521615) (← links)
- Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
- Multivariate Statistics (Q4921498) (← links)
- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Q5283084) (← links)
- (Q5364285) (← links)
- Multivariate Statistics (Q5757453) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- Fourier approach to goodness-of-fit tests for Gaussian random processes (Q6581307) (← links)
