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Handbook of financial time series
Andersen, Torben (ed.); Davis, Richard A. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003494231
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Time series : theory and methods
Brockwell, Peter J.; Davis, Richard A. - 1996 - 2. ed., corr. 5. printing
Persistent link: https://www.econbiz.de/10000613528
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Structural break estimation for nonstationary time series models
Davis, Richard A.; Lee, Thomas C. M.; Rodriguez-Yam, … - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 223-239
Persistent link: https://www.econbiz.de/10003309659
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Introduction to time series and forecasting : [includes ITSM 2000]
Brockwell, Peter J.; Davis, Richard A. - 2002 - 2. ed.
Persistent link: https://www.econbiz.de/10001597703
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Maximum likelihood estimation for MA (1) processes with a root on or near the unit circle
Davis, Richard A. - In: Econometric theory 12 (1996) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001201819
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Noncausal vector AR processes with application to economic time series
Davis, Richard A.; Li, Song - In: Journal of econometrics 216 (2020) 1, pp. 246-267
Persistent link: https://www.econbiz.de/10012439692
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Inference on the tail process with application to financial time series modeling
Davis, Richard A.; Drees, Holger; Segers, Johan; … - In: Journal of econometrics 205 (2018) 2, pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
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On consistency of minimum description length model selection for piecewise autoregressions
Davis, Richard A.; Hancock, Stacey A.; Yao, Yi-Ching - In: Journal of econometrics 194 (2016) 2, pp. 360-368
Persistent link: https://www.econbiz.de/10011705206
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Goodness-of-fit testing for time series models via distance covariance
Wan, Phyllis; Davis, Richard A. - In: Journal of econometrics 227 (2022) 1, pp. 4-24
Persistent link: https://www.econbiz.de/10013441619
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Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.; Ng, Serena - In: Journal of econometrics 235 (2023) 1, pp. 180-201
Persistent link: https://www.econbiz.de/10014434389