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Quantile spectral analysis for locally stationary time series

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2017-11, Vol.79 (5), p.1619-1643

2017

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Structure learning for extremal tree models

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2022-11, Vol.84 (5), p.2055-2087

2022

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Panel data quantile regression with grouped fixed effects

Journal of econometrics, 2019-11, Vol.213 (1), p.68-91

2019

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SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS

Econometric theory, 2020-04, Vol.36 (2), p.292-330

Volgushev, Stanislav

2020

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DISTRIBUTED INFERENCE FOR QUANTILE REGRESSION PROCESSES

The Annals of statistics, 2019-06, Vol.47 (3), p.1634-1662

2019

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Testing relevant hypotheses in functional time series via self‐normalization

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2020-07, Vol.82 (3), p.629-660

2020

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Of copulas, quantiles, ranks and spectra: An $L_{1}$-approach to spectral analysis

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2015-05, Vol.21 (2)

2015

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Spectral clustering with variance information for group structure estimation in panel data

Journal of econometrics, 2024-04, Vol.241 (1), p.105709, Article 105709

2024

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A Subsampled Double Bootstrap for Massive Data

Journal of the American Statistical Association, 2016-09, Vol.111 (515), p.1222-1232

2016

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Inference for change points in high-dimensional data via selfnormalization

The Annals of statistics, 2022-04, Vol.50 (2), p.781

2022

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Onset dynamics of action potentials in rat neocortical neurons and identified snail neurons: quantification of the difference

PloS one, 2008-04, Vol.3 (4), p.e1962-e1962

2008

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Multiple block sizes and overlapping blocks for multivariate time series extremes

The Annals of statistics, 2021-02, Vol.49 (1), p.295

2021

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Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes

The Annals of statistics, 2021-10, Vol.49 (5), p.2552

2021

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Model assessment for time series dynamics using copula spectral densities: A graphical tool

Journal of multivariate analysis, 2019-07, Vol.172, p.122-146

2019

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Quantile spectral processes: Asymptotic analysis and inference

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2016-08, Vol.22 (3), p.1770-1807

2016

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On the unbiased asymptotic normality of quantile regression with fixed effects

Journal of econometrics, 2020-09, Vol.218 (1), p.178-215

2020

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Change-point inference for high-dimensional heteroscedastic data

Electronic journal of statistics, 2023-01, Vol.17 (2)

2023

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Some Comments on Copula-Based Regression

Journal of the American Statistical Association, 2014-07, Vol.109 (507), p.1319-1324

2014

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Equivalence of Regression Curves

Journal of the American Statistical Association, 2018-04, Vol.113 (522), p.711-729

2018

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The integrated copula spectrum

The Annals of statistics, 2022-12, Vol.50 (6), p.3563

2022

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Non-crossing non-parametric estimates of quantile curves

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2008-07, Vol.70 (3), p.609-627

2008

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Empirical and sequential empirical copula processes under serial dependence

Journal of multivariate analysis, 2013-08, Vol.119, p.61-70

2013

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Of copulas, quantiles, ranks and spectra: An L₁-approach to spectral analysis

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2015-05, Vol.21 (2), p.781-831

2015

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TESTING FOR HOMOGENEITY IN MIXTURE MODELS

Econometric theory, 2018-08, Vol.34 (4), p.850-895

2018

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WHEN UNIFORM WEAK CONVERGENCE FAILS: EMPIRICAL PROCESSES FOR DEPENDENCE FUNCTIONS AND RESIDUALS VIA EPI- AND HYPOGRAPHS

The Annals of statistics, 2014-08, Vol.42 (4), p.1598-1634

2014

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Quantile spectral analysis for locally stationary time series

Structure learning for extremal tree models

Panel data quantile regression with grouped fixed effects

SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS

DISTRIBUTED INFERENCE FOR QUANTILE REGRESSION PROCESSES

Testing relevant hypotheses in functional time series via self‐normalization

Of copulas, quantiles, ranks and spectra: An $L_{1}$-approach to spectral analysis

Spectral clustering with variance information for group structure estimation in panel data

A Subsampled Double Bootstrap for Massive Data

Inference for change points in high-dimensional data via selfnormalization

Onset dynamics of action potentials in rat neocortical neurons and identified snail neurons: quantification of the difference

Multiple block sizes and overlapping blocks for multivariate time series extremes

Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes

Model assessment for time series dynamics using copula spectral densities: A graphical tool

Quantile spectral processes: Asymptotic analysis and inference

On the unbiased asymptotic normality of quantile regression with fixed effects

Change-point inference for high-dimensional heteroscedastic data

Some Comments on Copula-Based Regression

Equivalence of Regression Curves

The integrated copula spectrum

Non-crossing non-parametric estimates of quantile curves

Empirical and sequential empirical copula processes under serial dependence

Of copulas, quantiles, ranks and spectra: An L₁-approach to spectral analysis

TESTING FOR HOMOGENEITY IN MIXTURE MODELS

WHEN UNIFORM WEAK CONVERGENCE FAILS: EMPIRICAL PROCESSES FOR DEPENDENCE FUNCTIONS AND RESIDUALS VIA EPI- AND HYPOGRAPHS

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