The proliferation of many clinical studies obtaining multiple biophysical signals from several individuals repeatedly in time is increasingly recognized, a recognition generating growth in statistical models that analyze cross-sectional time series data. In general, these statistical models try...

The main concern of financial time series analysis is how to forecast future values of financialvariables, based on all available information. One of the special features of financial variables,such as stock prices and exchange rates, is that they show changes in volatility, or variance,over...