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Time varying three pass regression filter
Marcellino, Massimiliano, (2023)
Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning, (2013)
Multivariate time series modeling, estimation and prediction of mortalities
Ekheden, Erland, (2015)
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S., (2000)
On testing the adequacy of stable processes under conditional heteroscedasticity
Deo, Rohit S., (2002)
Improved forecasting of autoregressive series by weighted least squares approximate REML estimation
Deo, Rohit S., (2012)