The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach

A robust alternative for the estimation of autocovariance from the frequency domain for multivariate processes

Modelling piecewise long memory signals based on MDL

A model for count time series with periodic two orders autoregressive structure

Least squares estimation of ARCH models with missing observations

Structural changes estimation for strongly-dependent processes

Estimation of autoregressive models with epsilon-skew-normal innovations

Time series models and principal component analysis techniques to estimate the impact of particulate matter on health and quality of life

Piecewise FARIMA models for long-memory time series

A selection criterion for piecewise stationary long-memory models

On subset integer-valued autoregressions

Break detection in nonstationary strongly dependent long time series

Backtesting Expected Shortfall with a skewed exponential power distribution in electricity markets

Les Petits Se Demandent

Piecewise model selection for non-stationary long memory data

Empirical study of robust estimation methods for PAR models with application to the air quality area

Multivariate analysis on perceived annoyance caused by air pollution and their determinants

Modeling non-stationary long-memory signals with large amounts of data

The PINAR (1, 1_S) model

A Multimodal Asymmetric Exponential Power Distribution: Application to risk measurement for financial high-frequency data

A longitudinal study of the influence of air pollutants on children. A robust multivariate approach

A skewed exponential power distribution to measure value at risk in electricity market

Second-Order Statistics of Complex Signals

tsqn: Applications of the Qn Estimator to Time Series (Univariate and Multivariate)

pqrfe: Penalized Quantile Regression with Fixed Effects

Expectile and M-quantile regression for panel data

M-quantile estimation for GARCH models

Periodic ARMA models: Application to particulate matter concentrations

An application of the GAM-PCA-VAR model to respiratory disease and air pollution data

Contribution to continuum estimation in gamma spectrum by observation of local minima

alqrfe: Adaptive Lasso Quantile Regression with Fixed Effects

A robust alternative to the sample autocovariance and autocorrelation functions

Robust Estimation of Fractional Seasonal Processes: Modeling and Forecasting Daily Average SO2 Concentrations

Principal component analysis with autocorrelated data

Existence of a periodic and seasonal INAR process

Robust Quantile Time Series in Financial Time Series Models

A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases

Combining Generalized Linear Autoregressive Moving Average and Bootstrap Models for Analyzing Time Series of Respiratory Diseases and Air Pollutants

Scale mixtures of multivariate centered skew-normal distributions

The Estimation and Testing of the Cointegration Order Based on the Frequency Domain

Generalized additive model for count time series: An application to quantify the impact of air pollutants on human health

On generalized additive models with dependent time series covariates

Baseline removal in spectrometry gamma by observation of local minima

An Overview of Robust Spectral Estimators

Radar Detection Schemes for Joint Temporal and Spatial Correlated Clutter Using Vector ARMA Models

Robust factor modelling for high-dimensional time series: An application to air pollution data

Projection Methods for Uniformly Convex Expandable Sets

Identifiability and Whittle Estimation of Periodic ARMA Models

Robust estimate for count time series using GLARMA models: An application to environmental and epidemiological data

A robust estimation approach for fitting a PARMA model to real data