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Cointegration: a survey of recent developments
Dolado, Juan J., (1987)
Fehlende Werte in der angewandten Statistik
Schwab, Georg, (1991)
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus, (1998)
Exact likelihood function for a regression model with MA(1) errors
Pereira, Pedro L. Valls, (1987)
Missing observations in stochastic difference equation with arma errors
Testing for first order serial correlation in temporally aggregated regression models
Pereira, Pedro L. Valls, (2015)