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Distributions of the sample autocorrelations when observations are from a stationary autoregressive-moving-average process
Ali, Mukhtar M., (1984)
A note on the interpretation of regression coefficients within a class of truncated distributions
Poirier, Dale J., (1977)
The finite sample distribution of Theil's mixed regression estimator and a related problem
Mehta, J. S., (1970)
The bivariate generalized waring distribution and its application to accident theory
Xekalaki, Evdokia, (1984)
Factorial moment estimation for the bivariate generalized Waring distribution
Xekalaki, Evdokia, (1985)
ARCH models for financial applications
Xekalaki, Evdokia, (2010)