A mathematical approach to detect the Taylor property in TARCH processesGONCALVES, Esmeralda; LEITE, Joana; MENDES-LOPES, Nazaré et al.Statistics & probability letters. 2009, Vol 79, Num 5, pp 602-610, issn 0167-7152, 9 p.Article

Extending the volatility concept to point processesBRILLINGER, David R.Journal of statistical planning and inference. 2008, Vol 138, Num 9, pp 2607-2614, issn 0378-3758, 8 p.Article

A note on using periodogram-based distances for comparing spectral densitiesJENTSCH, Carsten; PAULY, Markus.Statistics & probability letters. 2012, Vol 82, Num 1, pp 158-164, issn 0167-7152, 7 p.Article

On the detection of changes in autoregressive time series. I. AsymptoticsHUSKOVA, Marie; PRASKOVA, Zuzana; STEINEBACH, Josef et al.Journal of statistical planning and inference. 2007, Vol 137, Num 4, pp 1243-1259, issn 0378-3758, 17 p.Article

Extended Glivenko-Cantelli Theorem in ARCH(p)-time seriesFUXIA CHENG.Statistics & probability letters. 2008, Vol 78, Num 12, pp 1434-1439, issn 0167-7152, 6 p.Article

Seasonal fractional ARIMA with stable innovationsKA DIONGUE, Abdou; DIOP, Aliou; NDONGO, Mor et al.Statistics & probability letters. 2008, Vol 78, Num 12, pp 1404-1411, issn 0167-7152, 8 p.Article

The asymptotic and exact Fisher information matrices of a vector ARMA processKLEIN, André; MELARD, Guy; SAIDI, Abdessamad et al.Statistics & probability letters. 2008, Vol 78, Num 12, pp 1430-1433, issn 0167-7152, 4 p.Article

Checking nonlinear heteroscedastic time series modelsNGATCHOU-WANDJI, Joseph.Journal of statistical planning and inference. 2005, Vol 133, Num 1, pp 33-68, issn 0378-3758, 36 p.Article

Explosive volatilities for threshold-GARCH processes generated by asymmetric innovationsHWANG, S. Y; BAEK, J. S; PARK, J. A et al.Statistics & probability letters. 2010, Vol 80, Num 1, pp 26-33, issn 0167-7152, 8 p.Article

A New Class of Autoregressive Models for Time Series of Binomial CountsWEISS, Christian H.Communications in statistics. Theory and methods. 2009, Vol 38, Num 3-5, pp 447-460, issn 0361-0926, 14 p.Article

Persistent-threshold-GARCH processes : Model and applicationPARK, J. A; BAEK, J. S; HWANG, S. Y et al.Statistics & probability letters. 2009, Vol 79, Num 7, pp 907-914, issn 0167-7152, 8 p.Article

Least-squares tests of time-series, intervention effects with and without autocorrelationsRAMSEY, Patricia P; RAMSEY, Philip H.Journal of statistical computation and simulation (Print). 2001, Vol 70, Num 1, pp 33-44, issn 0094-9655Article

Decoupling tremor and volitional force control factors in analyses of motor task performanceEAKIN, T; FRANCIS, K; SPIRDUSO, W et al.Computational statistics & data analysis. 2001, Vol 37, Num 3, pp 363-372, issn 0167-9473Article

Assumptions on fertility in stochastic population forecasts : Featuring a collection of papers on population forecasting, IALDERS, Maarten; DE BEER, Joop.International statistical review. 2004, Vol 72, Num 1, pp 65-79, issn 0306-7734, 15 p.Conference Paper

On the structure of generalized threshold arch processesGONCALVES, E; MENDES-LOPES, N.Statistics & probability letters. 2010, Vol 80, Num 7-8, pp 573-580, issn 0167-7152, 8 p.Article

A Benchmarking Approach to Temporal Disaggregation of Economic Time Series by Related SeriesHEDHILI ZAIER, L; TRABELSI, A.Communications in statistics. Theory and methods. 2009, Vol 38, Num 18-20, pp 3561-3582, issn 0361-0926, 22 p.Article

A note on the canonical structure of multivariate dynamic linear modelsTRIANTAFYLLOPOULOS, K.Communications in statistics. Theory and methods. 2007, Vol 36, Num 1-4, pp 563-565, issn 0361-0926, 3 p.Article

An Autoregressive Model for Time Series of Circular DataARTES, Rinaldo; TOLOI, Clelia M. C.Communications in statistics. Theory and methods. 2010, Vol 39, Num 1-2, pp 186-194, issn 0361-0926, 9 p.Article

NORMS OF TOEPLITZ MATRICES WITH FISHER-HARTWIG SYMBOLSBÖTTCHER, Albrecht; VIRTANEN, Jani.SIAM journal on matrix analysis and applications. 2008, Vol 29, Num 2, pp 660-671, issn 0895-4798, 12 p.Article

Moving estimates test with time varying bandwidthNA, Okyoung; LEE, Sangyeol.Journal of multivariate analysis. 2007, Vol 98, Num 7, pp 1356-1375, issn 0047-259X, 20 p.Article

Higher order asymptotic option valuation for non-Gaussian dependent returnsTAMAKI, Kenichiro; TANIGUCHI, Masanobu.Journal of statistical planning and inference. 2007, Vol 137, Num 3, pp 1043-1058, issn 0378-3758, 16 p.Article

Generalized RCINAR(p) Process with Signed Thinning OperatorDEHUI WANG; HAIXIANG ZHANG.Communications in statistics. Simulation and computation. 2011, Vol 40, Num 1-2, pp 13-44, issn 0361-0918, 32 p.Article

Diagnostic checking of multivariate nonlinear time series models with martingale difference errorsCHABOT-HALLE, Dominique; DUCHESNE, Pierre.Statistics & probability letters. 2008, Vol 78, Num 8, pp 997-1005, issn 0167-7152, 9 p.Article

Sur un modèle de série temporelle à conjoncture dans le tourisme = On a model of time series to tourism conjunctureESSEBBAR, Belkheir.Revue de statistique appliquée. 2004, Vol 52, Num 4, pp 55-70, issn 0035-175X, 16 p.Article

ASSESSING UNCERTAINTY IN THE AMERICAN INDIAN TRUST FUNDMULROW, Edward; SHIN, Hee-Choon; SCHEUREN, Fritz et al.The Annals of applied statistics. 2009, Vol 3, Num 4, pp 1370-1381, issn 1932-6157, 12 p.Article