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ESTIMATION OF AUTOREGRESSIVE MOVING‐AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES JOURNAL ARTICLE published March 1990 in Journal of Time Series Analysis |
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Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation JOURNAL ARTICLE published November 2005 in Journal of Time Series Analysis |
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Estimation Problems in Noninvertible Moving Average Models OTHER published 17 April 2017 in Time Series Analysis |
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The restricted likelihood ratio test at the boundary in autoregressive series JOURNAL ARTICLE published November 2009 in Journal of Time Series Analysis |
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Vector Autoregressive Models for Multivariate Time Series BOOK CHAPTER published in Modeling Financial Time Series with S-PLUS® |
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Vector Autoregressive Models for Multivariate Time Series BOOK CHAPTER published in Modeling Financial Time Series with S-PLUS® |
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Estimation of Vector Autoregressive Processes BOOK CHAPTER published in New Introduction to Multiple Time Series Analysis |
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TWO-STEP ESTIMATION OF A MULTI-VARIATE LÉVY PROCESS JOURNAL ARTICLE published August 2013 in Journal of Time Series Analysis |
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Moment–Based Estimation of Stochastic Volatility Models BOOK CHAPTER published 2009 in Handbook of Financial Time Series |
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QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS JOURNAL ARTICLE published October 2013 in Journal of Time Series Analysis |
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Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments JOURNAL ARTICLE published March 2023 in Journal of Time Series Analysis |
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Vector Autoregressive Models BOOK CHAPTER published 1 October 2015 in Time Series and Panel Data Econometrics |
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5 Finite sample behaviour of the estimation procedure 47 BOOK CHAPTER published in Statistical Inference in Multifractal Random Walk Models for Financial Time Series |
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Time to play: The temporal organization of chess competition JOURNAL ARTICLE published November 2012 in Time & Society |
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Models For Nonstationary Time Series BOOK CHAPTER published 2008 in Time Series Analysis |
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Correlative time-frequency analysis and classification of nonstationary random processes PROCEEDINGS ARTICLE published in Proceedings of IEEE-SP International Symposium on Time- Frequency and Time-Scale Analysis |
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Generalized Linear Autoregressive Moving Average Models BOOK CHAPTER published 6 January 2016 in Handbook of Discrete-Valued Time Series |
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Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance BOOK CHAPTER published 2009 in Handbook of Financial Time Series |
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Robust Estimation For Periodic Autoregressive Time Series JOURNAL ARTICLE published March 2008 in Journal of Time Series Analysis |
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Chapter 10 Random Walk Smooth Transition Autoregressive Models BOOK CHAPTER published 2006 in Nonlinear Time Series Analysis of Business Cycles |