Publications
- Robust monitoring of CAPM portfolio betas2013 | Faculty of Mathematics and Physics
- Robust change-point analysis2013 | Faculty of Mathematics and Physics
- Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models2012 | Faculty of Mathematics and Physics
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods2012 | Faculty of Mathematics and Physics
- Tests for independence in non-parametric heteroscedastic regression models2011 | Faculty of Mathematics and Physics
- A note on estimators of gradual changes2001 | Faculty of Mathematics and Physics
- M-estimators of structural changes in regression models2001 | Faculty of Mathematics and Physics
- Bayesian like R- and M-estimators of change points2000 | Faculty of Mathematics and Physics
- Change point detection2000 | Faculty of Mathematics and Physics
- Limit theorems for kernel-type estimators for the time of change2000 | Faculty of Mathematics and Physics
Loading network view...