| Journal Article |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019 |
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0 |
0 |
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1 |
1 |
2 |
3 |
| A FUNCTIONAL VERSION OF THE ARCH MODEL |
0 |
0 |
1 |
13 |
1 |
1 |
2 |
75 |
| A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS |
0 |
0 |
1 |
7 |
0 |
1 |
3 |
42 |
| A New Class of Change Point Test Statistics of Rényi Type |
0 |
1 |
1 |
14 |
1 |
4 |
6 |
38 |
| A bootstrap approximation to a unit root test statistic for heavy-tailed observations |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
61 |
| A functional time series analysis of forward curves derived from commodity futures |
0 |
0 |
4 |
24 |
0 |
1 |
8 |
66 |
| A goodness-of-fit test for exponential families |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
46 |
| A note on dichotomy theorems for integrals of stable processes |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
26 |
| A note on strong approximations of multivariate empirical processes |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
46 |
| A note on the change-point problem for angular data |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
46 |
| A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
48 |
| ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS |
0 |
0 |
0 |
28 |
1 |
2 |
2 |
67 |
| ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS |
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0 |
0 |
15 |
0 |
0 |
0 |
47 |
| ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS |
0 |
0 |
2 |
7 |
0 |
0 |
3 |
77 |
| Adaptive bandwidth selection in the long run covariance estimator of functional time series |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
39 |
| Almost sure central limit theorems under minimal conditions |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
52 |
| An application of the maximum likelihood test to the change-point problem |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
53 |
| An energy saving atmospheric evaporator utilizing low grade thermal or waste energy |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
23 |
| Approximation for Abel sums of independent, identically distributed random variables |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
42 |
| Approximation of intermediate quantile processes |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
32 |
| Approximations for weighted bootstrap processes with an application |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
65 |
| Approximations of weighted empirical and quantile processes |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
40 |
| Asymptotics for Lp-norms of kernel estimators of densities |
0 |
0 |
1 |
13 |
0 |
0 |
3 |
35 |
| Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models |
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0 |
0 |
2 |
0 |
0 |
1 |
31 |
| Asymptotics of conditional empirical processes |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
50 |
| Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
39 |
| Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
33 |
| Between local and global logarithmic averages |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
19 |
| Breaks in term structures: Evidence from the oil futures markets |
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0 |
1 |
1 |
0 |
2 |
4 |
5 |
| CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
92 |
| CONVERGENCE OF THE EMPIRICAL AND QUANTILE DISTRIBUTIONS TO POISSON MEASURES |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
17 |
| Change in autoregressive processes |
0 |
0 |
0 |
5 |
1 |
1 |
3 |
40 |
| Change point analysis of covariance functions: A weighted cumulative sum approach |
1 |
1 |
3 |
11 |
1 |
1 |
8 |
27 |
| Change point detection in heteroscedastic time series |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
51 |
| Change point detection in high dimensional data with U-statistics |
2 |
3 |
3 |
3 |
6 |
13 |
16 |
17 |
| Change point tests in functional factor models with application to yield curves |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
21 |
| Change-Point Detection in Angular Data |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
71 |
| Change-Point Detection in Long-Memory Processes |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
56 |
| Change-point detection in multinomial data using phi-divergence test statistics |
0 |
0 |
0 |
14 |
0 |
0 |
4 |
54 |
| Change-point detection in panel data |
0 |
0 |
1 |
56 |
1 |
3 |
6 |
163 |
| Change-point monitoring in linear models |
0 |
0 |
0 |
41 |
0 |
2 |
6 |
246 |
| Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
5 |
| Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models |
0 |
0 |
0 |
4 |
1 |
2 |
2 |
19 |
| Comments on: Shape-based functional data analysis by Wu, Huang and Srivastava |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
| Confidence bands for quantile function under random censorship |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
32 |
| Convergence of integrals of uniform empirical and quantile processes |
0 |
0 |
0 |
19 |
0 |
1 |
5 |
54 |
| Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
43 |
| Delay time in sequential detection of change |
0 |
1 |
1 |
35 |
0 |
1 |
3 |
93 |
| Delay times of sequential procedures for multiple time series regression models |
0 |
0 |
1 |
38 |
2 |
3 |
8 |
183 |
| Detecting at-Most-m Changes in Linear Regression Models |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
26 |
| Detecting changes in functional linear models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
| Detecting changes in the mean of functional observations |
0 |
0 |
2 |
35 |
0 |
2 |
10 |
159 |
| Detecting early or late changes in linear models with heteroscedastic errors |
0 |
0 |
0 |
2 |
1 |
2 |
2 |
8 |
| Detection of Changes in Linear Sequences |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
62 |
| ESTIMATION FROM A LENGTH-BIASED DISTRIBUTION |
0 |
1 |
2 |
5 |
0 |
1 |
2 |
14 |
| ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
48 |
| ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
89 |
| Effect of aggregation on estimators in AR(1) sequence |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
54 |
| Estimates for the probability of ruin starting with a large initial reserve |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
34 |
| Estimation in Random Coefficient Autoregressive Models |
0 |
1 |
1 |
174 |
0 |
1 |
3 |
382 |
| Estimation in nonstationary random coefficient autoregressive models |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
107 |
| Estimation of a change-point in the mean function of functional data |
0 |
0 |
0 |
29 |
1 |
1 |
2 |
86 |
| Estimation of influence functions |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
37 |
| Estimation of the mean of functional time series and a two-sample problem |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
63 |
| Extensions of some classical methods in change point analysis |
0 |
0 |
1 |
36 |
0 |
1 |
6 |
133 |
| Functional Generalized Autoregressive Conditional Heteroskedasticity |
0 |
0 |
0 |
5 |
0 |
0 |
5 |
46 |
| Functional data analysis with increasing number of projections |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
48 |
| How large must be the difference between local time and mesure du voisinage of Brownian motion? |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
34 |
| How to identify the different phases of stock market bubbles statistically? |
0 |
0 |
0 |
4 |
2 |
2 |
6 |
17 |
| INTEGRAL TESTS FOR SUPREMA OF KIEFER PROCESSES WITH APPLICATION |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
19 |
| Inference for Functional Data with Applications by Lajos Horváth and Piotr Kokoszka |
0 |
1 |
2 |
11 |
0 |
2 |
9 |
71 |
| Inference in functional factor models with applications to yield curves |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
12 |
| Invariance principles for changepoint problems |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
79 |
| LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
39 |
| LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
54 |
| Limit Theorems for Logarithmic Averages of Fractional Brownian Motions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Limit results for the empirical process of squared residuals in GARCH models |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
36 |
| Limit theorems for change in linear regression |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
57 |
| Limit theorems for permutations of empirical processes with applications to change point analysis |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
62 |
| Limit theorems for short distances in |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
68 |
| Logarithmic averages of stable random variables are asymptotically normal |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
18 |
| Lp-functionals for change point detection in random coefficient autoregressive models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES |
0 |
1 |
1 |
35 |
0 |
1 |
2 |
87 |
| Merits and Drawbacks of Variance Targeting in GARCH Models |
0 |
0 |
2 |
27 |
0 |
1 |
4 |
114 |
| Monitoring shifts in mean: Asymptotic normality of stopping times |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
79 |
| ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES |
0 |
1 |
1 |
21 |
1 |
2 |
3 |
84 |
| On Functional Versions of the Arc-Sine Law |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| On best possible approximations of local time |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
39 |
| On sequential detection of parameter changes in linear regression |
0 |
0 |
1 |
29 |
0 |
0 |
2 |
100 |
| On the Extremal Theory of Continued Fractions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models |
0 |
0 |
0 |
27 |
1 |
1 |
4 |
75 |
| On the asymptotic distributions of weighted uniform multivariate empirical processes |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
32 |
| On the asymptotic normality of kernel estimators of the long run covariance of functional time series |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
21 |
| On the best approximation for bootstrapped empirical processes |
0 |
1 |
1 |
13 |
0 |
1 |
1 |
34 |
| On the central limit theorem for modulus trimmed sums |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
30 |
| On the estimation of spread rate for a biological population |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
31 |
| On the tail behaviour of quantile processes |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
22 |
| Rate of convergence in limit theorems for Brownian excursions |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
16 |
| Rejoinder on: Extensions of some classical methods in change point analysis |
0 |
1 |
2 |
7 |
0 |
1 |
3 |
29 |
| Rescaled range analysis in the presence of stochastic trend |
0 |
1 |
1 |
24 |
0 |
1 |
1 |
110 |
| Rényi-type empirical processes |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
45 |
| SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS |
0 |
0 |
2 |
62 |
0 |
1 |
4 |
177 |
| SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET |
0 |
0 |
5 |
14 |
0 |
0 |
6 |
21 |
| SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS |
0 |
0 |
2 |
16 |
0 |
1 |
4 |
95 |
| SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL |
0 |
0 |
0 |
20 |
1 |
1 |
3 |
77 |
| Sample and Implied Volatility in GARCH Models |
1 |
1 |
1 |
60 |
1 |
1 |
1 |
199 |
| Segmenting mean-nonstationary time series via trending regressions |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
129 |
| Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| Sequential monitoring for changes from stationarity to mild non-stationarity |
0 |
0 |
0 |
9 |
2 |
2 |
3 |
37 |
| Short distances on the line |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
| Stability and instability of local time of random walk in random environment |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
16 |
| Statistical inference in a random coefficient panel model |
0 |
0 |
1 |
35 |
1 |
1 |
6 |
160 |
| Strong approximation of certain stopped sums |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
26 |
| Strong approximation of renewal processes |
1 |
1 |
1 |
17 |
1 |
1 |
2 |
42 |
| Strong approximations of the quantile process of the product-limit estimator |
0 |
0 |
1 |
20 |
1 |
1 |
2 |
79 |
| Structural breaks in panel data: Large number of panels and short length time series |
0 |
0 |
3 |
33 |
2 |
2 |
6 |
80 |
| Structural breaks in time series |
0 |
2 |
13 |
130 |
1 |
6 |
26 |
260 |
| TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES |
0 |
0 |
1 |
27 |
0 |
0 |
3 |
59 |
| TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
61 |
| TESTS OF FIT FOR COMPOSITE HYPOTHESES WITH CENSORED DATA |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
| Test of independence for functional data |
0 |
0 |
0 |
19 |
0 |
2 |
4 |
88 |
| Testing Stability in Functional Event Observations with an Application to IPO Performance |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
5 |
| Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes |
0 |
0 |
2 |
19 |
1 |
1 |
5 |
76 |
| Testing for changes in linear models using weighted residuals |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
8 |
| Testing for independence between functional time series |
0 |
0 |
2 |
33 |
1 |
4 |
12 |
153 |
| Testing for parameter constancy in GARCH(p,q) models |
0 |
0 |
0 |
34 |
0 |
1 |
1 |
107 |
| Testing for randomness in a random coefficient autoregression model |
0 |
0 |
0 |
5 |
2 |
2 |
2 |
28 |
| Testing for stochastic dominance using the weighted McFadden-type statistic |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
166 |
| Testing for structural change of AR model to threshold AR model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
40 |
| Testing normality of data on a multivariate grid |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
12 |
| Testing stationarity of functional time series |
0 |
0 |
2 |
108 |
0 |
1 |
9 |
337 |
| Testing the Equality of Covariance Operators in Functional Samples |
1 |
1 |
1 |
7 |
1 |
1 |
3 |
47 |
| Testing the stability of the functional autoregressive process |
1 |
2 |
2 |
55 |
1 |
2 |
4 |
168 |
| Tests of Normality of Functional Data |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
20 |
| The central limit theorem for sums of trimmed variables with heavy tails |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
51 |
| The functional central limit theorem for a family of GARCH observations with applications |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
66 |
| The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
80 |
| The logarithmic average of sample extremes is asymptotically normal |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
47 |
| The maximally selected likelihood ratio test in random coefficient models |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
| The rate of consistency of the quasi-maximum likelihood estimator |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
143 |
| The rate of strong uniform consistency for the multivariate product-limit estimator |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
34 |
| The use of a thermal energy recycle unit in conjunction with a basin-type solar still for enhanced productivity |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
22 |
| Time-varying beta in functional factor models: Evidence from China |
0 |
0 |
0 |
7 |
0 |
2 |
4 |
40 |
| Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence |
0 |
0 |
2 |
2 |
1 |
1 |
7 |
7 |
| Variance Targeting Estimation of Multivariate GARCH Models |
0 |
0 |
1 |
18 |
0 |
3 |
10 |
97 |
| Weak invariance principles for sums of dependent random functions |
0 |
0 |
1 |
14 |
0 |
0 |
2 |
48 |
| Weight functions and pathwise local central limit theorems |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
24 |
| Total Journal Articles |
7 |
21 |
87 |
2,446 |
46 |
109 |
365 |
8,918 |
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