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Communications in Statistics: Simulation and Computation, Vol. 41, Iss. 3, 2012-03 ,pp. : 287-301

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A wavelet-based time-varying autoregressive model for non-stationary and irregular time series

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Time-varying vector autoregressive models with stochastic volatility

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Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance

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