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Computing the update of the repeated median regression line in linear time
Bernholt, Thorsten, (2002)
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio, (2014)
Periodic gamma autoregressive model : an application to the Brazilian hydroelectric system
Braga, Diogo, (2017)
Sign tests for long-memory time series
Delgado, Miguel A., (2005)
Distribution free goodness-of-fit tests for linear processes
A new class of distribution-free tests for time series models specification
Delgado, Miguel A., (2009)