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The state of cumulative sum sequential changepoint testing 70 years after Page.
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- Biometrika, 2024, v. 111, n. 2, p. 367, doi. 10.1093/biomet/asad079
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- Article
Estimation of prediction error in time series.
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- Biometrika, 2024, v. 111, n. 2, p. 643, doi. 10.1093/biomet/asad053
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- Article
TWO-SAMPLE TESTS FOR RELEVANT DIFFERENCES IN THE EIGENFUNCTIONS OF COVARIANCE OPERATORS.
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- Statistica Sinica, 2023, v. 33, n. 1, p. 353, doi. 10.5705/ss.202020.0365
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- Article
Case Report: Novel SAVI-Causing Variants in STING1 Expand the Clinical Disease Spectrum and Suggest a Refined Model of STING Activation.
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- Frontiers in Immunology, 2021, v. 11, p. N.PAG, doi. 10.3389/fimmu.2021.636225
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Bootstrapping spectral statistics in high dimensions.
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- Biometrika, 2019, v. 106, n. 4, p. 781, doi. 10.1093/biomet/asz040
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- Article
Detecting and dating structural breaks in functional data without dimension reduction.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2018, v. 80, n. 3, p. 509, doi. 10.1111/rssb.12257
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- Article
Functional Generalized Autoregressive Conditional Heteroskedasticity.
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- Journal of Time Series Analysis, 2017, v. 38, n. 1, p. 3, doi. 10.1111/jtsa.12192
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- Article
LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS.
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- Econometric Theory, 2014, v. 30, n. 3, p. 536, doi. 10.1017/S0266466613000406
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ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES.
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- Journal of Time Series Analysis, 2014, v. 35, n. 3, p. 239, doi. 10.1111/jtsa.12062
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- Article
Structural breaks in time series.
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- Journal of Time Series Analysis, 2013, v. 34, n. 1, p. 1, doi. 10.1111/j.1467-9892.2012.00819.x
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- Article
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS.
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- Econometric Theory, 2012, v. 28, n. 4, p. 804, doi. 10.1017/S0266466611000673
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- Article
Mean shift testing in correlated data.
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- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 498, doi. 10.1111/j.1467-9892.2010.00707.x
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- Article
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES.
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- Econometric Theory, 2009, v. 25, n. 2, p. 411, doi. 10.1017/S0266466608090130
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- Article
Extreme value distribution of a recursive-type detector in a linear model.
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- Extremes, 2008, v. 11, n. 2, p. 135, doi. 10.1007/s10687-007-0047-x
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A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS.
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- Econometric Theory, 2007, v. 23, n. 2, p. 201, doi. 10.1017/S0266466607070090
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- Article
Change-point monitoring in linear models.
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- Econometrics Journal, 2006, v. 9, n. 3, p. 373, doi. 10.1111/j.1368-423X.2006.00190.x
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- Article
Estimation in Random Coefficient Autoregressive Models.
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- Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 61, doi. 10.1111/j.1467-9892.2005.00453.x
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- Article