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Publications
- Unit Root Testing with Slowly Varying Trends, forthcoming in Journal of Time Series Analysis. paper, preprint, R-package
- Testing and Dating Structural Changes in Copula-based Dependence Measures (with Florian Stark), forthcoming in Journal of Applied Statistics. paper, preprint
Working Papers
- Backward CUSUM for Testing and Monitoring Structural Change (with Jörg Breitung). preprint, R-package
- A Dynamic Functional Factor Model for Yield Curves: Identification, Estimation, and Prediction (with Nazarii Salish). working version
PhD Thesis
- Three Essays on Structural Stability of Time Series Models, (2019), Dissertation, Universität zu Köln. link