Classes
- Statistics for Financial MathematicsNMFM301 | Faculty of Mathematics and Physics
- Foundation of RegressionNMFM334 | Faculty of Mathematics and Physics
- Selected Software Tools for Finance and InsuranceNMFM404 | Faculty of Mathematics and Physics
- Data Science 1NMFP406 | Faculty of Mathematics and Physics
- Probability and Mathematical StatisticsNMSA202 | Faculty of Mathematics and Physics
Publications
- Abrupt change in mean using block bootstrap and avoiding variance estimation2018 | Faculty of Mathematics and Physics
- Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation2018 | Faculty of Mathematics and Physics
- Change Point in Panel Data with Small Fixed Panel Size: Ratio and Non-ratio Test Statistics2018 | Faculty of Mathematics and Physics
- Structural breaks in dependent, heteroscedastic, and extremal panel data2018 | Faculty of Mathematics and Physics
- Variance estimation free tests for structural changes in regression2018 | Faculty of Mathematics and Physics
- Ratio tests of a change in panel means with small fixed panel size2017 | Faculty of Mathematics and Physics
- Change point detection in autoregression without variability estimation2017 | Faculty of Mathematics and Physics
- Erratum to: Testing structural changes in panel data with small fixed panel size and bootstrap2016 | Faculty of Mathematics and Physics
- Change point detection in panel data with small fixed panel size2016 | Faculty of Mathematics and Physics
- Testing structural changes in panel data with small fixed panel size and bootstrap2015 | Faculty of Mathematics and Physics
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