Conditional Dependence of Trivariate Generalized Pareto Distributions
Asian Journal of Mathematics & Statistics Volume 2, Number 2, 20-32, 2009
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On the Comparative Performance of Pure Vector Autoregressive-Moving Average and Vector Bilinear Autoregressive-Moving Average Time Series Models
Asian Journal of Mathematics & Statistics Volume 2, Number 2, 33-40, 2009
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