ORA - Oxford University Research Archive

1 - 4 of 4

1

Journal article

Likelihood analysis of a first order autoregressive model with exponential innovations

Bent Nielsen, Neil Shephard
2003-05-05

2

Thesis

Properties of tests for mis-specification in non-stationary autoregressions

Jouni S. Sohkanen
2012

3

Thesis

Asymptotic analysis of the 1-step recursive Chow test (and variants) in time series model

Andrew Michael Whitby
2013

4

Thesis

New approaches to understanding income differences and current account imbalances

Swarnali Ahmed
2013

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