1. A bivariate first-order signed integer-valued autoregressive process. Issue 13 (3rd July 2017) Authors: Bulla, Jan; Chesneau, Christophe; Kachour, Maher Journal: Communications in statistics Issue: Volume 46:Issue 13(2017) Page Start: 6590 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. An optimal k of kth MA-ARIMA models under a class of ARIMA model. Issue 12 (18th June 2017) Authors: Dawoud, Issam; Kaçiranlar, Selahattin Journal: Communications in statistics Issue: Volume 46:Issue 12(2017) Page Start: 5754 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Case study: shipping trend estimation and prediction via multiscale variance stabilisation. Issue 15 (18th November 2017) Authors: Michis, Antonis A.; Nason, Guy P. Journal: Journal of applied statistics Issue: Volume 44:Issue 15(2017) Page Start: 2672 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility. Issue 5 (28th May 2019) Authors: Shin, Ji Won; Shin, Dong Wan Journal: Communications in statistics Issue: Volume 48:Issue 5(2019) Page Start: 1503 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗