| Publication | Date of Publication | Type |
|---|
| Test for conditional quantile change in general conditional heteroscedastic time series models | 2024-03-16 | Paper |
| Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence | 2024-01-23 | Paper |
| Conditional quantile change test for time series based on support vector regression | 2024-01-23 | Paper |
| Monitoring photochemical pollutants based on symbolic interval-valued data analysis | 2023-12-02 | Paper |
| Monitoring parameter change for bivariate time series models of counts | 2023-10-04 | Paper |
| Change point test for structural vector autoregressive model via independent component analysis | 2023-09-19 | Paper |
| Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme | 2023-09-19 | Paper |
| Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test | 2023-08-24 | Paper |
| Exponential family QMLE-based CUSUM test for integer-valued time series | 2023-07-18 | Paper |
| Monitoring parameter change for time series models with application to location-Scale heteroscedastic models | 2023-03-07 | Paper |
| Modeling and inference for multivariate time series of counts based on the INGARCH scheme | 2022-10-17 | Paper |
| Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data | 2022-10-06 | Paper |
| Mean targeting estimation for integer-valued time series with application to change point test | 2022-08-01 | Paper |
| Test for conditional quantile change in GARCH models | 2022-07-05 | Paper |
| On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data | 2022-06-30 | Paper |
| Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations | 2022-06-22 | Paper |
| On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart | 2022-06-21 | Paper |
| Recent progress in parameter change test for integer-valued time series models | 2022-04-27 | Paper |
| Omnibus goodness of fit test based on quadratic distance | 2022-03-24 | Paper |
| Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models | 2022-03-23 | Paper |
| Monitoring procedures for strict stationarity based on the multivariate characteristic function | 2022-03-01 | Paper |
| Location and scale-based CUSUM test with application to autoregressive models | 2022-02-23 | Paper |
| Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution | 2022-01-14 | Paper |
| On CUSUM test for dynamic panel models | 2021-12-13 | Paper |
| Symbolic interval-valued data analysis for time series based on auto-interval-regressive models | 2021-11-18 | Paper |
| Asymptotic properties of mildly explosive processes with locally stationary disturbance | 2021-06-28 | Paper |
| Robust estimation for general integer-valued time series models | 2021-05-25 | Paper |
| Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts | 2021-02-25 | Paper |
| Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models | 2021-01-25 | Paper |
| Residual-based CUSUM of squares test for Poisson integer-valued GARCH models | 2020-04-27 | Paper |
| On entropy goodness-of-fit test based on integrated distribution function | 2020-04-23 | Paper |
| Bootstrap entropy test for general location-scale time series models with heteroscedasticity | 2020-04-23 | Paper |
| On entropy-based goodness-of-fit test for asymmetric Student-t and exponential power distributions | 2020-04-22 | Paper |
| On first-order integer-valued autoregressive process with Katz family innovations | 2020-04-22 | Paper |
| Monitoring parameter shift with Poisson integer-valued GARCH models | 2020-04-22 | Paper |
| Robust estimation for zero-inflated poisson autoregressive models based on density power divergence | 2020-04-22 | Paper |
| A local unit root test in mean for financial time series | 2020-04-01 | Paper |
| CUSUM test for general nonlinear integer-valued GARCH models: comparison study | 2019-10-22 | Paper |
| Modified residual CUSUM test for location-scale time series models with heteroscedasticity | 2019-10-22 | Paper |
| On score vector- and residual-based CUSUM tests in ARMA-GARCH models | 2019-09-11 | Paper |
| Inferential procedures based on the integrated empirical characteristic function | 2019-09-11 | Paper |
| Test for tail index constancy of GARCH innovations based on conditional volatility | 2019-08-13 | Paper |
| Maximum entropy test for GARCH models | 2019-03-13 | Paper |
| Copula parameter change test for nonlinear AR models with nonlinear GARCH errors | 2019-03-13 | Paper |
| Minimum density power divergence estimator for Poisson autoregressive models | 2018-11-23 | Paper |
| Change point detection in SCOMDY models | 2018-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4553430 | 2018-11-02 | Paper |
| Goodness of fit test for discrete random variables | 2018-11-02 | Paper |
| Monitoring parameter change for time series models with conditional heteroscedasticity | 2018-09-11 | Paper |
| Entropy test and residual empirical process for autoregressive conditional duration models | 2018-08-21 | Paper |
| Generalized Poisson autoregressive models for time series of counts | 2018-08-15 | Paper |
| Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation | 2018-08-15 | Paper |
| A maximum entropy type test of fit | 2018-08-14 | Paper |
| On change point test for ARMA-GARCH models: bootstrap approach | 2018-05-03 | Paper |
| Asymptotic normality and parameter change test for bivariate Poisson INGARCH models | 2018-03-23 | Paper |
| Mildly explosive autoregression with mixing innovations | 2018-02-09 | Paper |
| On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications | 2017-12-15 | Paper |
| Estimation of the tail exponent of multivariate regular variation | 2017-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5357871 | 2017-09-18 | Paper |
| A maximum entropy type test of fit: composite hypothesis case | 2017-06-29 | Paper |
| Robust estimation for the covariance matrix of multivariate time series based on normal mixtures | 2017-06-29 | Paper |
| Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity | 2016-09-21 | Paper |
| Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach | 2016-08-04 | Paper |
| Parameter change test for zero-inflated generalized Poisson autoregressive models | 2016-07-19 | Paper |
| Goodness-of-fit test for stochastic volatility models Based on noisy observations | 2016-07-15 | Paper |
| ENTROPY-BASED GOODNESS OF FIT TEST FOR A COMPOSITE HYPOTHESIS | 2016-06-17 | Paper |
| Parameter change test for autoregressive conditional duration models | 2016-05-20 | Paper |
| On the tail index inference for heavy-tailed GARCH-type innovations | 2016-04-04 | Paper |
| Maximum Entropy Test for Autoregressive Models | 2015-10-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5255141 | 2015-06-12 | Paper |
| PARAMETER CHANGE TEST FOR NONLINEAR TIME SERIES MODELS WITH GARCH TYPE ERRORS | 2015-05-22 | Paper |
| Monitoring test for stability of copula parameter in time series | 2015-01-26 | Paper |
| Change point test for tail index of scale-shifted processes | 2015-01-22 | Paper |
| Parameter Change Test for Poisson Autoregressive Models | 2014-12-09 | Paper |
| The Bickel-Rosenblatt test for continuous time stochastic volatility models | 2014-10-17 | Paper |
| Constancy test for FARIMA long memory processes | 2014-09-30 | Paper |
| Change point test of tail index for autoregressive processes | 2014-09-26 | Paper |
| Robust estimation for the covariance matrix of multi-variate time series | 2014-08-06 | Paper |
| Monitoring parameter changes for random coefficient autoregressive models | 2014-08-06 | Paper |
| A note on the Jarque-Bera normality test for GARCH innovations | 2014-08-04 | Paper |
| Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator | 2014-07-31 | Paper |
| Test for dispersion constancy in stochastic differential equation models | 2014-05-06 | Paper |
| Change point detection in copula ARMA–GARCH Models | 2014-02-25 | Paper |
| Goodness-of-fit test for stochastic volatility models | 2014-01-10 | Paper |
| Robust estimation for copula Parameter in SCOMDY models | 2013-10-09 | Paper |
| Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model | 2013-04-16 | Paper |
| Quantile Regression Estimator for GARCH Models | 2013-03-20 | Paper |
| The CUSUM of squares test for the stability of regression models with non-stationary regressors | 2013-01-29 | Paper |
| Minimum density power divergence estimator for diffusion processes | 2013-01-28 | Paper |
| Robust estimation for the order of finite mixture models | 2012-09-23 | Paper |
| Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters | 2012-09-21 | Paper |
| Change point test for tail index for dependent data | 2011-11-30 | Paper |
| Monitoring parameter change in time series models | 2011-09-27 | Paper |
| A divergence test for autoregressive time series models | 2011-08-17 | Paper |
| CHANGE POINT TEST FOR DISPERSION PARAMETER BASED ON DISCRETELY OBSERVED SAMPLE FROM SDE MODELS | 2011-08-16 | Paper |
| Normality test for multivariate conditional heteroskedastic dynamic regression models | 2011-05-10 | Paper |
| Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE | 2011-04-08 | Paper |
| Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis | 2011-02-22 | Paper |
| Test for parameter change in discretely observed diffusion processes | 2011-02-15 | Paper |
| Minimum density power divergence estimator for GARCH models | 2011-01-22 | Paper |
| Test for tail index change in stationary time series with Pareto-type marginal distribution | 2010-11-15 | Paper |
| ON THE GOODNESS OF FIT TEST FOR DISCRETELY OBSERVED SAMPLE FROM DIFFUSION PROCESSES: DIVERGENCE MEASURE APPROACH | 2010-11-12 | Paper |
| Robust estimation for order of hidden Markov models based on density power divergences | 2010-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3561132 | 2010-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3552956 | 2010-04-22 | Paper |
| Trimmed portmanteau test for linear processes with infinite variance | 2010-03-01 | Paper |
| The monitoring test for the stability of regression models with nonstationary regressors | 2009-12-21 | Paper |
| Monitoring Distributional Changes in Autoregressive Models | 2009-11-16 | Paper |
| Consistency of minimizing a penalized density power divergence estimator for mixing distribution | 2009-06-02 | Paper |
| A model selection criterion based on the BHHJ measure of divergence | 2008-12-08 | Paper |
| Estimation of a tail index based on minimum density power divergence | 2008-11-27 | Paper |
| Test for parameter change in ARMA models with GARCH innovations | 2008-09-29 | Paper |
| RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES | 2008-06-18 | Paper |
| Jump diffusion model with application to the Japanese stock market | 2008-06-18 | Paper |
| Test for Parameter Change in Linear Processes Based on Whittle's Estimator | 2007-10-24 | Paper |
| Diagnostic test for unstable autoregressive models | 2007-09-03 | Paper |
| Experimental observation of dynamic stabilization in a double-well Duffing oscillator | 2007-08-10 | Paper |
| Moving estimates test with time varying bandwidth | 2007-07-19 | Paper |
| Sequential empirical process in autoregressive models with measurement errors | 2006-10-05 | Paper |
| Fixed-width confidence interval based on a minimum Hellinger distance estimator | 2006-10-05 | Paper |
| Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators | 2006-09-12 | Paper |
| Test for parameter change based on the estimator minimizing density-based divergence meas\-ures | 2006-09-06 | Paper |
| Test for Parameter Change in ARIMA Models | 2006-08-10 | Paper |
| The Bickel--Rosenblatt test for diffusion processes | 2006-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5472822 | 2006-06-14 | Paper |
| A test for independence of two stationary infinite order autoregressive processes | 2006-03-09 | Paper |
| Kernel density estimator for strong mixing processes | 2005-06-27 | Paper |
| Test for parameter change in stochastic processes based on conditional least-squares estimator | 2005-05-12 | Paper |
| The Cusum Test for Parameter Change in Regression Models with ARCH Errors | 2005-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4660424 | 2005-03-21 | Paper |
| Bounding the optimal burn-in time for a system with two types of failure | 2005-02-22 | Paper |
| Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator | 2005-01-18 | Paper |
| Comparison of steady system availability with imperfect repair | 2004-11-24 | Paper |
| The Cusum Test for Parameter Change in Time Series Models | 2004-11-24 | Paper |
| On the cusum of squares test for variance change in nonstationary and nonparametric time series models | 2004-10-05 | Paper |
| A family of IDMRL tests with unknown turning point | 2004-03-08 | Paper |
| A nonparametric test for the change of the density function in strong mixing processes. | 2004-02-14 | Paper |
| Testing Heterogeneity for Frailty Distribution in Shared Frailty Model | 2003-09-14 | Paper |
| ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION | 2003-08-05 | Paper |
| The sequential estimation in stochastic regression model with random coefficients | 2003-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2767480 | 2003-02-16 | Paper |
| The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes | 2002-11-21 | Paper |
| On the Bickel-Rosenblatt test for first-order autoregressive models | 2002-09-05 | Paper |
| Coefficient constancy test in AR-ARCH models | 2002-09-05 | Paper |
| Sequential point estimation of parameters in a threshold AR(1) model | 2002-08-29 | Paper |
| ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES | 2002-07-28 | Paper |
| On the Cusum test for parameter changes in garch(1,1) Models | 2002-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2724863 | 2002-03-26 | Paper |
| On functional limit theorems for multivariate linear processes with applications to sequential estimation | 2001-03-07 | Paper |
| The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives | 2000-09-26 | Paper |
| Coefficient constancy test in a random coefficient autoregressive model | 1999-11-09 | Paper |
| On residual empirical processes of stochastic regression models with applications to time series | 1999-11-09 | Paper |
| The asymptotic maximin property of chi-squared type tests based on the empirical process | 1999-02-03 | Paper |
| A note on the residual empirical process in autoregressive models | 1998-12-02 | Paper |
| Sequential estimation for the autocorrelations of linear processes | 1998-11-08 | Paper |
| A random functional central limit theorem for stationary linear processes generated by martingales | 1998-04-23 | Paper |
| On the quantile process based on the autoregressive residuals. | 1998-01-01 | Paper |
| Random central limit theorem for the linear process generated by a strong mixing process | 1997-12-17 | Paper |
| A trimmed mean of location of an AR\((\infty)\) stationary process | 1996-06-06 | Paper |
| Sequential estimation for the parameters of a stationary auto regressive model | 1994-12-21 | Paper |
| Sequential estimation of the mean vector of a multivariate linear process | 1994-11-20 | Paper |
| sequential estimation of the mean of a linear process | 1992-09-27 | Paper |
