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!
| Publication | Date of Publication | Type |
|---|---|---|
| Local asymptotic normality in periodic threshold GARCH and periodic GARCH models Communications in Statistics. Theory and Methods | 2026-03-16 | Paper |
| The \(\log\) GARCH stochastic volatility model Statistics & Probability Letters | 2024-09-16 | Paper |
| Bayesian inference in a multiple contaminated autoregressive model with trend Journal of Statistical Computation and Simulation | 2023-09-19 | Paper |
| Power periodic threshold GARCH model: structure and estimation Communications in Statistics: Theory and Methods | 2022-05-17 | Paper |
| Bootstrapping periodic state-space models Communications in Statistics. Simulation and Computation | 2015-06-03 | Paper |
| Adaptive estimation of causal periodic autoregressive model Communications in Statistics. Simulation and Computation | 2009-12-16 | Paper |
| Periodic stationarity of random coefficient periodic autoregressions Statistics & Probability Letters | 2009-04-15 | Paper |
| On some probabilistic properties of double periodic AR models Statistics & Probability Letters | 2009-03-04 | Paper |
| Predictive Density Order Selection of Periodic AR Models Communications in Statistics. Simulation and Computation | 2008-09-30 | Paper |
| Recursive Estimation of GARCH Models Communications in Statistics. Simulation and Computation | 2007-02-15 | Paper |
| Two-stage RLS algorithm for estimating ARCH models Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-12-14 | Paper |
Research outcomes over time
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