research
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08/28/2023
Temporal clustering of extreme events in sequences of dependent observations separated by heavy-tailed waiting times
The occurrence of extreme events like heavy precipitation or storms at a...
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03/14/2023
Intervention analysis for integer-valued autoregressive models
We study the problem of intervention effects generating various types of...
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02/24/2020
An Asymptotic Test for Constancy of the Variance under Short-Range Dependence
We present a novel approach to test for heteroscedasticity of a non-stat...
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12/19/2019
QANOVA: Quantile-based Permutation Methods For General Factorial Designs
Population means and standard deviations are the most common estimands t...
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05/15/2019
