- Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation2018 | Faculty of Mathematics and Physics
- Change Detection in Autoregressive Time Series with Martingale Difference White Noise2011 | Faculty of Mathematics and Physics
- Change point detection in autoregression without variability estimation2017 | Faculty of Mathematics and Physics
- Testing Structural changes using ratio type statisticsPublication without faculty affiliation
- On Testing Changes in Autoregressive Parameters of a VAR Model2013 | Faculty of Mathematics and Physics