Agnieszka Jach

According to our database, Agnieszka Jach authored at least 3 papers between 2010 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density.

Tucker S. McElroy, Agnieszka Jach

Comput. Stat. Data Anal., 2023

2012

Tail index estimation in the presence of long-memory dynamics.

Tucker McElroy, Agnieszka Jach

Comput. Stat. Data Anal., 2012

2010

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

Agnieszka Jach, Piotr Kokoszka

Comput. Stat., 2010