Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models. - Agnieszka Jach; Piotr Kokoszka (Comput. Stat., 2010)

Tail index estimation in the presence of long-memory dynamics. - Tucker McElroy; Agnieszka Jach (Comput. Stat. Data Anal., 2012)

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)

Detection and localization of changes in a panel of densities. - Tim Kutta; Agnieszka Jach; Michel Ferreira Cardia Haddad; Piotr Kokoszka; Haonan Wang (J. Multivar. Anal., 2025)