Publications
- Delay time in monitoring jump changes2013 | Faculty of Mathematics and Physics, Faculty of Science
- Robust monitoring of CAPM portfolio betas2013 | Faculty of Mathematics and Physics
- Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models2012 | Faculty of Mathematics and Physics
- Segmenting mean-nonstationary time series via trending regressions2012 | Faculty of Mathematics and Physics
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS2012 | Faculty of Mathematics and Physics
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods2012 | Faculty of Mathematics and Physics
- Nonparametric sequential monitoring2012 | Faculty of Mathematics and Physics
- Bootstrapping sequential change-point tests for linear regression2012 | Faculty of Mathematics and Physics
- M-Procedures for Detection of Changes for Dependent Observations2012 | Faculty of Mathematics and Physics
- Tests for independence in non-parametric heteroscedastic regression models2011 | Faculty of Mathematics and Physics
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