- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing2009 | Faculty of Mathematics and Physics
- A cautionary note on the variance of empirical pair correlation function2021 | Faculty of Mathematics and Physics
- Consistency of h-mode depth2015 | Faculty of Mathematics and Physics
- Specification testing in nonparametric AR-ARCH models2019 | Faculty of Mathematics and Physics
- Testing the first-order separability hypothesis for spatio-temporal point patterns2021 | Faculty of Mathematics and Physics
- Multivariate quantiles with both overall and directional probability interpretation2022 | Faculty of Mathematics and Physics
- Intensity estimation for inhomogeneous Gibbs point process with covariates-dependent chemical activity2014 | Faculty of Mathematics and Physics
- On nonparametric estimators of location of maximum2011 | Faculty of Mathematics and Physics
- On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) modelPublication without faculty affiliation
- On Estimating the Asymptotic Variance of Stationary Point Processes2010 | Faculty of Mathematics and Physics
- Estimators of the asymptotic variance of stationary point processes - a comparison2011 | Faculty of Mathematics and Physics
- On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model2017 | Faculty of Social Sciences