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Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions.
Lasker, M.R., (1998)
Bayesian Unmasking in Linear Models.
Justel, A., (1996)
Research and Development, Competition and Innovation; Pseudo Maximum Likelihood and Simulated Maximum Likelihood Methods Applied to Count Data Models with Heterogeneity.
Crepon, B., (1995)
Multivariate ARMA Models with Generalized Autoregressive Linear Innovation.
Francq, C., (1995)
Covariance Matrix Estimation for Estimators of Mixing World's Arma.
Francq, C., (1997)
ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
Abramson, Ari, (2007)