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Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S., (1999)
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E., (2000)
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E., (2001)
Estimation and forecasting of long-memory processes with missing values
Palma, Wilfredo, (1997)
The approximation of long-memory processes by an ARMA model
Basak, Gopal K., (2001)
Simultaneous variable selection and structural identification for time‐varying coefficient models
Chan, Ngai Hang, (2021)