Author of the publication

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Forecasting unstable and nonstationary time series. International Journal of Forecasting, 14 (4): 469--482 (Dec 1, 1998)Performance of adaptive estimators in slowly varying parameter models.. Stat. Methods Appl., 17 (4): 471-482 (2008)Nonparametric regression for nonstationary processes. Journal of Nonparametric Statistics, 12 (2): 265--282 (2000)Testing for causality in real time. Journal of Econometrics, 73 (2): 355--376 (August 1996)Evaluation of on-line trading systems: Markov-switching vs time-varying parameter models., and . Decis. Support Syst., (2017)Design of Blurring Mean-Shift Algorithms for Data Classification.. J. Classification, 33 (2): 262-281 (2016)Non-parametric smoothing of spatio-temporal point processes. Journal of Statistical Planning and Inference, 128 (1): 61--78 (Jan 15, 2005)