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Continuous-time locally stationary time series models
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- Advances in Applied Probability / Volume 55 / Issue 3 / September 2023
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- 20 June 2023, pp. 965-998
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- September 2023
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Inheritance of strong mixing and weak dependence under renewal sampling
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 14 October 2022, pp. 435-451
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- June 2023
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Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model
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- ESAIM: Probability and Statistics / Volume 17 / 2013
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- 03 June 2013, pp. 455-471
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- 2013
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Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models
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- Advances in Applied Probability / Volume 43 / Issue 4 / December 2011
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- 01 July 2016, pp. 1109-1135
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- December 2011
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MULTIVARIATE ECOGARCH PROCESSES
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- Econometric Theory / Volume 27 / Issue 2 / April 2011
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- 13 September 2010, pp. 344-371
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ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY
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- Econometric Theory / Volume 25 / Issue 1 / February 2009
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- 01 February 2009, pp. 43-62
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ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS
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- Econometric Theory / Volume 24 / Issue 4 / August 2008
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- 04 April 2008, pp. 1131-1136
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