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Robustness of multivariate tests
Kariya, Takeaki, (1981)
Multivariate tests with incomplete data
Eaton, Morris, (1983)
Statistical Causality for Multivariate Non-Linear Time Series via Gaussian Processes
Zaremba, Anna, (2020)
Time series models
Harvey, Andrew C., (1993)
Long memory in stochastic volatility
Harvey, Andrew C., (2007)
A unified approach to testing for stationarity and unit roots
Harvey, Andrew C., (2005)