Surveillance of the covariance matrix based on the properties of the singular Wishart distribution. - Olha Bodnar; Taras Bodnar; Yarema Okhrin (Comput. Stat. Data Anal., 2009)

Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes. - Olha Bodnar (Commun. Stat. Simul. Comput., 2009)

Estimation and inference for dependence in multivariate data. - Olha Bodnar; Taras Bodnar; Arjun K. Gupta (J. Multivar. Anal., 2010)

Monitoring the Dynamic Networks of Stock Returns. - Elena Farahbakhsh Touli; Hoang Nguyen; Olha Bodnar (CoRR, 2022)

Recent advances in shrinkage-based high-dimensional inference. - Olha Bodnar; Taras Bodnar; Nestor Parolya (J. Multivar. Anal., 2022)

Exact test theory in Gaussian graphical models. - Olha Bodnar; Elena Farahbakhsh Touli (J. Multivar. Anal., 2023)

Gibbs sampler approach for objective Bayesian inference in elliptical multivariate meta-analysis random effects model. - Olha Bodnar; Taras Bodnar (Comput. Stat. Data Anal., 2024)

Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies. - Olha Bodnar; Taras Bodnar (J. Multivar. Anal., 2025)