Diagnostic checking of periodic vector autoregressive time series models
with dependent errorsJournal of Multivariate Analysis (J. Multivar. Anal.), 2024 |
Fast calibration of weak FARIMA modelsE S A I M: Probability & Statistics (ESAIM: P&S), 2022 |
Diagnostic checking in FARIMA models with uncorrelated but
non-independent error termsElectronic Journal of Statistics (EJS), 2019 |
Estimating FARIMA models with uncorrelated but non-independent error
termsStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (JCTPDS), 2019 |
Portmanteau test for the asymmetric power GARCH model when the power is
unknownStatistical Papers (SP), 2018 |