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Estimation and testing of stochastic variance models
Harvey, Andrew C.; Shephard, Neil G. - 1993
Persistent link: https://www.econbiz.de/10000868273
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Exact score for time series models in state space form
Koopman, Siem Jan; Shephard, Neil G. - 1992
Persistent link: https://www.econbiz.de/10000837992
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Deletion diagnostics and transformations for time series
Atkinson, Anthony C.; Shephard, Neil G. - 1992
Persistent link: https://www.econbiz.de/10000839002
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A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G. - 1990
Persistent link: https://www.econbiz.de/10000804115
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The modelling and seasonal adjustment of weekly observations
Harvey, Andrew C.; Koopman, Siem Jan; Riani, Marco - 1995
Persistent link: https://www.econbiz.de/10000906280