Publications
- Robust monitoring of CAPM portfolio betas II2014 | Faculty of Mathematics and Physics
- Robust monitoring of CAPM portfolio betas2013 | Faculty of Mathematics and Physics
- Sequential Monitoring for Change in Scale2008 | Faculty of Mathematics and Physics
- Robust monitoring procedures for dependent dataPublication without faculty affiliation
- M-procedures for detection of a change under weak dependence2014 | Faculty of Mathematics and Physics
- Simple sequential procedures for change in distribution2010 | Faculty of Mathematics and Physics
- Quantiles in sequential change point analysis2009 | Faculty of Mathematics and Physics
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