Classes
Publications
- Estimating a gradual parameter change in an AR(1)-process2022 | Faculty of Mathematics and Physics
- Change point detection in vector autoregression2018 | Faculty of Mathematics and Physics
- Fundamentals of Stochastic Processes II2016 | Faculty of Mathematics and Physics
- Comments on: Extensions of some classical methods in change point analysis DISCUSSION2014 | Faculty of Mathematics and Physics
- On Testing Changes in Autoregressive Parameters of a VAR Model2013 | Faculty of Mathematics and Physics
- Elements of Stochastic Processes I +12012 | Faculty of Mathematics and Physics
- On a class of estimators in a multivariate RCA(1) model2011 | Faculty of Mathematics and Physics
- Some remarks to testing of heteroskedasticity in AR models2004 | Faculty of Mathematics and Physics
- Bootstrap in nonstationary autoregression2002 | Publication without faculty affiliation
- Elements of random processes +12001 | Faculty of Mathematics and Physics
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