7

Constancy test for FARIMA long memory processes

Year:
2011
Language:
english
File:
PDF, 263 KB
english, 2011
9

Change point detection in copula ARMA–GARCH Models

Year:
2012
Language:
english
File:
PDF, 454 KB
english, 2012
11

Change point detection in SCOMDY models

Year:
2013
Language:
english
File:
PDF, 306 KB
english, 2013