Details about Malgorzata Snarska

Access statistics for papers by Malgorzata Snarska.

Last updated 2016-07-15. Update your information in the RePEc Author Service.

Short-id: psn44

Working Papers

2019

1. Detecting a Structural Change in Functional Time Series Using Local Wilcoxon Statistic
   Papers, arXiv.org

2012

2. A Random Matrix Approach to Dynamic Factors in macroeconomic data
   Papers, arXiv.org View citations (1)
3. On Geometric Ergodicity of Skewed - SVCHARME models
   Papers, arXiv.org View citations (1)
   See also Journal Article On geometric ergodicity of skewed—SVCHARME models, Statistics & Probability Letters, Elsevier (2014) (2014)

2010

4. A Random Matrix Approach to VARMA Processes
   Papers, arXiv.org View citations (2)
5. Toy Model for Large Non-Symmetric Random Matrices
   Papers, arXiv.org

2006

6. Automatic Trading Agent. RMT based Portfolio Theory and Portfolio Selection
   Papers, arXiv.org View citations (2)

Journal Articles

2014

1. On geometric ergodicity of skewed—SVCHARME models
   Statistics & Probability Letters, 2014, 84, (C), 192-197
   See also Working Paper On Geometric Ergodicity of Skewed - SVCHARME models, Papers (2012) View citations (1) (2012)
2. Sparse Methods for Analysis of Sparse Multivariate Data From Big Economic Databases
   Statistics in Transition new series, 2014, 15, (1), 111-132 View citations (1)