Beth Andrews

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Comment
Journal of Business and Economic Statistics
2025-01-20Paper
Integer-valued asymmetric GARCH modeling
Journal of Time Series Analysis
2021-11-25Paper
Model identification for infinite variance autoregressive processes
Journal of Econometrics
2017-05-12Paper
RANK-BASED ESTIMATION FOR GARCH PROCESSES
Econometric Theory
2012-10-31Paper
Time series models with asymmetric Laplace innovations
Journal of Statistical Computation and Simulation
2011-02-03Paper
Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
The Annals of Statistics
2009-07-22Paper
Rank-based estimation for autoregressive moving average time series models2009-02-28Paper
Rank-based estimation for all-pass time series models
The Annals of Statistics
2007-09-03Paper
Maximum likelihood estimation for all-pass time series models
Journal of Multivariate Analysis
2006-08-14Paper


Research outcomes over time


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