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An Extension of the Csörgő-Horváth Functional Limit Theorem and Its Applications to Changepoint Problems
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An Extension of the Csörgő-Horváth Functional Limit Theorem and Its Applications to Changepoint Problems (1994)An Extension of the Csörgő-Horváth Functi…Random Walks with Drift – A Sequential Approach (2005)Random Walks with Drift – A S…Jump-Preserving Monitoring of Depending Time Series Using Pilot Estimators (2004)Jump-Preserving Monitoring of…Optimal Tests for the General Two-Sample Problem (2000)Optimal Tests for the General…Generalized autoregressive conditional heteroskedasticity (1986)Modelling the persistence of conditional variances (1986)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Nonparametric Sequential Monitoring (2012)Inference About the Change-Point in a Sequence of Random Variables (1970)Nonparametric Change-Point Estimation (1988)Brownian Motion and Stochastic Calculus. (1989)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Testing for a Unit Root in Time Series Regression (1988)Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models (2008)A surveillance procedure for random walks based on local linear estimation (2010)
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  • 2005Random Walks with Drift – A Sequential Approach11 cited
  • 2004Jump-Preserving Monitoring of Depending Time Series Using Pilot Estimators10 cited
  • 2000Optimal Tests for the General Two-Sample Problem9 cited

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