Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
22 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. A Conversation With Marc Hallin;International Statistical Review;2024-06-10
2. Periodic autoregressive conditional duration;Journal of Time Series Analysis;2021-05-27
3. Direct and indirect treatment effects-causal chains and mediation analysis with instrumental variables;Journal of the Royal Statistical Society: Series B (Statistical Methodology);2017-05-04
4. Quantile spectral analysis for locally stationary time series;Journal of the Royal Statistical Society: Series B (Statistical Methodology);2017-03-27
5. A test for second order stationarity of a multivariate time series;Journal of Econometrics;2015-03