publication venue for
- An infinite hidden Markov model with stochastic volatility. 43:2187-2211. 2024
- Space, mortality, and economic growth. 43:1321-1337. 2024
- A multivariate GARCH–jump mixture model. 43:182-207. 2024
- Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value-at-Risk Forecasting 2024
- A new BISARMA time series model for forecasting mortality using weather and particulate matter data. 40:346-364. 2021