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  • 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
  • Dynamic Functional Factor Model for Yield Curves: Identification, Estimation, and Prediction (with Nazarii Salish). preprint, R-package

PhD Thesis

  • Three Essays on Structural Stability of Time Series Models, (2019), Dissertation, Universität zu Köln. link