Agnieszka Jach

发表

Can Wavelet Analysis Provide an Automated Technique to Create the Dst Index

Piotr Kokoszka, L. Zhu, Agnieszka Jach, 2005 .

Tail index estimation in the presence of long-memory dynamics

Tucker McElroy, Agnieszka Jach, T. McElroy, 2012, Comput. Stat. Data Anal..

Using LaTeX's moodle package and R's Sweave to easily create data-driven, up-to-date financial mathematics and statistics quizzes for Moodle

Agnieszka Jach, 2018 .

Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models

Piotr Kokoszka, Agnieszka Jach, P. Kokoszka, 2010, Comput. Stat..

An assessment study of the wavelet-based index of magnetic storm activity (WISA) and its comparison to the Dst index

Piotr Kokoszka, Jan J. Sojka, Agnieszka Jach, 2006 .

Wavelet-domain test for long-range dependence in the presence of a trend

Piotr Kokoszka, Agnieszka Jach, 2008 .

Change Point Detection Based on Empirical Quantiles

Piotr Kokoszka, Lajos Horváth, Agnieszka Jach, 2002 .

Wavelet-based confidence intervals for the self-similarity parameter

Piotr Kokoszka, Agnieszka Jach, P. Kokoszka, 2008 .

Subsampling Unit Root Tests for Heavy-Tailed Observations

Piotr Kokoszka, Agnieszka Jach, P. Kokoszka, 2004 .