The following pages link to Dominik Wied (Q379940):
Displayed 32 items.
- On the application of new tests for structural changes on global minimum-variance portfolios (Q379943) (← links)
- (Q434376) (redirect page) (← links)
- Consistency of the kernel density estimator: a survey (Q434377) (← links)
- (Q494380) (redirect page) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Monitoring correlation change in a sequence of random variables (Q715600) (← links)
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Improved GMM estimation of the spatial autoregressive error model (Q991347) (← links)
- Multiple break detection in the correlation structure of random variables (Q1623527) (← links)
- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
- A simple and focused backtest of value at risk (Q1667928) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- Dating multiple change points in the correlation matrix (Q1694371) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- Truncating the exponential with a uniform distribution (Q2165843) (← links)
- Estimating derivatives of function-valued parameters in a class of moment condition models (Q2190207) (← links)
- Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
- A monitoring procedure for detecting structural breaks in factor copula models (Q2700563) (← links)
- Identifying Different Areas of Inhomogenous Mineral Subsoil: Spatial Fluctuation Approaches (Q2809597) (← links)
- CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (Q2852493) (← links)
- TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Q2890704) (← links)
- (Q2925837) (← links)
- On- and offline detection of structural breaks in thermal spraying processes (Q3179226) (← links)
- Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis (Q4596433) (← links)
- Misspecification Testing in a Class of Conditional Distributional Models (Q4916949) (← links)
- Testing for constant correlation of filtered series under structural change (Q5084327) (← links)
- TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
- Detecting Relevant Changes in Time Series Models (Q5378358) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- A nonparametric test for a constant correlation matrix (Q5864634) (← links)
- Flexible specification testing in quantile regression models (Q6196807) (← links)