1. Appraisal of excess Kurtosis through outlier-modified GARCH-type models. Issue 4 (3rd April 2023) Authors: Alphonsus Akpan, Emmanuel; Lasisi, Kazeem Etitayo; Moffat, Imoh Udo; Abasiekwere, Ubon Akpan Journal: Communications in statistics Issue: Volume 52:Issue 4(2023) Page Start: 1523 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Generalized normal ARMA model applied to the areas of economy, hydrology, and public policy. Issue 7 (9th August 2017) Authors: Milani, Eder; Andrade, Marinho; Diniz, Carlos Journal: Communications in statistics Issue: Volume 46:Issue 7(2017) Page Start: 5819 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. The effect of temporal aggregation on the estimation accuracy of ARMA models. Issue 10 (26th November 2018) Authors: Teles, Paulo; Sousa, Paulo S. A. Journal: Communications in statistics Issue: Volume 47:Issue 10(2018) Page Start: 2865 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. The effect of temporal aggregation on the estimation accuracy of time series models. Issue 9 (21st October 2017) Authors: Teles, Paulo; Sousa, Paulo S. A. Journal: Communications in statistics Issue: Volume 46:Issue 9(2017) Page Start: 6738 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. The use of aggregate time series for testing conditional heteroscedasticity. Issue 6 (2nd November 2022) Authors: Teles, Paulo; Sum Chan, Wai Journal: Statistics Issue: Volume 56:Issue 6(2022) Page Start: 1242 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗