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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)
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang, (2013)
Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan, (2014)
Empirical likelihood methods based on characteristic functions with applications to Lévy processes
Chan, Ngai Hang, (2009)