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Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo, (2018)
Modelling seasonal fractionally integrated process with volatility and structural change
Dhliwayo, Lawrence, (2024)
Construction of an SDE model from intraday copper futures prices
Mastroeni, Loretta, (2022)
Note on fully modified estimation for three-regime threshold cointegration model
Wang, Chien-Ho, (2014)
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
de Jong, Robert, (2005)
Further results on the asymptotics for nonlinear transformations of integrated time series
Jong, Robert M. de, (2005)