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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)
Denis Sargan: some perspectives
Robinson, Peter M., (2002)
Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction
Robinson, Peter M., (2004)
Modeling memory of economic and financial time series
Robinson, Peter M., (2005)