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Journal Article
Kolkiewicz, A. , Rice, G. , & Xie, Y. . (2021). Projection pursuit based tests of normality with functional data. Journal of Statistical Planning and Inference, 211, 326-339. Retrieved from https://doi.org/10.1016/j.jspi.2020.07.001 projection_pursuit_based_tests_of_normality_with_functional_data.pdf
Mestre, G. , Portela, J. , Rice, G. , San Roque, A. M. , & Alonso, E. . (2021). Functional time series model identification and diagnosis by means of auto-and partial autocorrelation analysis. Computational Statistics & Data Analysis, 155, 107108. Retrieved from https://doi.org/10.1016/j.csda.2020.107108 functional_time_series_model_identification_and_diagnosis_by_means_of_auto-and_partial_autocorrelation_analysis.pdf
Horvath, L. , CurtisMiller, , & Rice, G. . (2021). Detecting early or late changes in linear modelswith heteroscedastic errors. Scandinavian Journal of Statistics, 48(2), 577-609. Retrieved from https://doi.org/10.1111/sjos.12507 detecting_early_or_late_changes_in_linear_models.pdf
Chenouri, S. , Mozaffari, A. , & Rice, G. . (2020). Robust multivariate change point analysis based on data depth. Canadian Journal of Statistics, 48(3), 417-446. Retrieved from https://doi.org/10.1002/cjs.11541 robust_multivariate_change_point_analysis_based_on_data_depth.pdf
Horváth, L. , & Rice, G. . (2019). Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. Journal of Multivariate Analysis, 169, 138-165. Retrieved from https://doi.org/10.1016/j.jmva.2018.07.001 asymptotics_for_empirical_eigenvalue_processes_in_high-dimensional_linear_factor_models.pdf
Rice, G. , & Shum, M. . (2019). Inference for the Lagged Cross-Covariance Operator Between Functional Time Series. Journal of Time Series Analysis , 40(5), 665-692. Retrieved from https://doi.org/10.1111/jtsa.12447 inference_for_the_lagged_cross-covariance_operator_between_functional_time_series.pdf
Horvath, L. , Hušková, M. , Rice, G. , & Wang, J. . (2017). Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models. Econometric Theory, 33(2), 366–412. Retrieved from https://doi.org/10.1017/S0266466615000468 asymptotic_properties_of_the_cusum_estimator_for_the_time_of_change_in_linear_panel_data_models.pdf