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Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000960677
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Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.; Streibel, Mariane - 1996
Persistent link: https://www.econbiz.de/10000934056
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Multivariate structural time series models
Harvey, Andrew C.; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000934066
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Testing for the presence of a random walk in series with structural breaks
Busetti, Fabio; Harvey, Andrew C. - 1998
Persistent link: https://www.econbiz.de/10000997040