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Number of items: 4.

Article

Pitt, M.K. and Walker, S.G. (2006) Extended constructions of stationary autoregressive processes. Statistics & Probability Letters, 76 (12). pp. 1219-1224. ISSN 0167-7152. (The full text of this publication is not available from this repository)

Pitt, M.K. and Walker, S.G. (2005) Constructing stationary time series models using auxiliary variables with applications. Journal of the American Statistical Association, 100 (470). pp. 554-564. ISSN 0162-1459. (The full text of this publication is not available from this repository)

Pitt, M.K. and Chatfield, C. and Walker, S.G. (2002) Constructing first order stationary autoregressive models via latent processes. Scandanavian Journal of Statistics, 29 (4). pp. 657-663. ISSN 0303-6898. (The full text of this publication is not available from this repository)

Monograph

Hodges, S.D. and Roberts, G. and Papaspiliopoulos, O. and Sentana, E. and Bingham, N.H. and Cox, D.R. and Nicolato, E. and Venardos, E. and Critchley, F. and Davis, M.H.A. and Tompkins, R. and Benth, F.E. and Karlsen, K.H. and Reikvam, K. and Brockwell, P.J. and Davis, R.A. and Christensen, B.J. and Dellaportas, P. and McCoy, E.J. and Stephens, D.A. and Diebold, F.X. and Fruhwirth-Schnatter, S. and Genon-Catalot, V. and Laredo, C. and Granger, C.W.J. and Griffin, J.E. and Steel, M.F.J. and Hobson, D. and Jensen, J.L. and Jones, M.C. and Lawrance, A.J. and Ledford, A.W. and Leonenko, N.N. and Levendorskii, S. and Mandelbrot, B.B. and Meddahi, N. and Pitt, M.K. and Priestley, M.B. and Renault, E. and Rosinski, J. and Sato, K. and Taylor, S.J. and Tong, H. and Yang, H. and Veretennikov, A.Y. and Walker, S.G. and Werker, B.J.M. and Wood, A. (2001) Non-Gaussian Ornstein-Uhlenbeck-based Models and Some of their Uses in Financial Economics - Discussion. Discussion paper. BLACKWELL PUBLISHING LTD 10.1111/1467-9868.00282. (The full text of this publication is not available from this repository)

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