Dominik Wied

TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD

Dominik Wied, Walter Krämer, Herold Dehling · Econometric Theory · 2011 · 115 citations

Empirical Finance, Economics, Volatility Modeling +9

Consistency of the kernel density estimator: a survey

Dominik Wied, Rafael Weißbach · Statistical Papers · 2010 · 82 citations · Full text

Density Estimation, Reproducing Kernel Method, Kernel Density Estimator +3

Detecting Relevant Changes in Time Series Models

Holger Dette, Dominik Wied · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2015 · 68 citations · Full text

Change Point, Change Analysis, Data Science +15

A new set of improved Value-at-Risk backtests

Daniel Ziggel, Tobias Berens, Gregor Weiß et al. · Journal of Banking & Finance · 2014 · 64 citations

Engineering, Backtesting, Risk Model Validation +5

Misspecification Testing in a Class of Conditional Distributional Models

Dominik Wied · Journal of the American Statistical Association · 2012 · 59 citations

Engineering, Conditional Distributional Models, Applied Econometrics +18