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Number of items: 4.
Article
| Pitt, Michael K. and Walker, Stephen G. (2006) Extended constructions of stationary autoregressive processes. Statistics & Probability Letters, 76 (12). pp. 1219-1224. ISSN 0167-7152. (doi:https://doi.org/10.1016/j.spl.2005.12.020) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
| Pitt, Michael K. and Walker, Stephen 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. (doi:https://doi.org/10.1198/016214504000001970) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
| Pitt, Michael K. and Chatfield, Chris and Walker, Stephen G. (2002) Constructing first order stationary autoregressive models via latent processes. Scandinavian Journal of Statistics, 29 (4). pp. 657-663. ISSN 0303-6898. (doi:https://doi.org/10.1111/1467-9469.00311) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
Monograph
| Hodges, S.D. and Roberts, G. and Papaspiliopoulos, O. and Sentana, E. and Bingham, N.H. and Cox, David 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, Rohan A. and Christensen, B.J. and Dellaportas, Paraskevi and McCoy, E.J. and Stephens, D. and Diebold, F.X. and Fruhwirth-Schnatter, S. and Genon-Catalot, V. and Laredo, C. and Granger, Clive W.J. and Griffin, Jim E. and Steel, Mark F.J. and Hobson, David M. 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, Michael K. and Priestley, M.B. and Renault, E. and Rosinski, J. and Sato, K. and Taylor, S.J. and Tong, Howell and Yang, H. and Veretennikov, A.Y. and Walker, Stephen G. and Werker, B.J.M. and Woodhead, A. (2001) Non-Gaussian Ornstein-Uhlenbeck-based Models and Some of their Uses in Financial Economics - Discussion. Discussion paper. BLACKWELL PUBLISHING LTD https://doi.org/10.1111/1467-9868.00282. (doi:https://doi.org/10.1111/1467-9868.00282) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
