Gonçalves, E.; Martins, C. M.; Mendes-Lopes, N. The Taylor property in bilinear models. (English) Zbl 1369.62227 REVSTAT 13, No. 3, 207-226 (2015). MSC: 62M10 PDFBibTeX XMLCite \textit{E. Gonçalves} et al., REVSTAT 13, No. 3, 207--226 (2015; Zbl 1369.62227) Full Text: arXiv Link
Stojanović, Vladica; Popović, Biljana Č.; Popović, Predrag Model of general split-BREAK process. (English) Zbl 1369.62239 REVSTAT 13, No. 2, 145-168 (2015). MSC: 62M10 91B84 62P05 PDFBibTeX XMLCite \textit{V. Stojanović} et al., REVSTAT 13, No. 2, 145--168 (2015; Zbl 1369.62239) Full Text: Link
Chavez-Demoulin, V.; Davison, A. C. Modelling time series extremes. (English) Zbl 1297.62189 REVSTAT 10, No. 1, 109-133 (2012). MSC: 62M10 62E20 62F15 62G05 62G08 62G32 62M05 PDFBibTeX XMLCite \textit{V. Chavez-Demoulin} and \textit{A. C. Davison}, REVSTAT 10, No. 1, 109--133 (2012; Zbl 1297.62189) Full Text: Link
Bouzar, Nadjib Autoregressive sequences via Lévy processes. (English) Zbl 1297.60028 REVSTAT 8, No. 2, 81-103 (2010). MSC: 60G51 60G10 62M10 PDFBibTeX XMLCite \textit{N. Bouzar}, REVSTAT 8, No. 2, 81--103 (2010; Zbl 1297.60028) Full Text: Link
Aly, Emad-Eldin A. A. On a class of \(\mathbb{Z}_+\)-valued autoregressive moving average (ARMA) processes. (English) Zbl 1297.60020 REVSTAT 6, No. 2, 101-121 (2008). MSC: 60G10 62M10 PDFBibTeX XMLCite \textit{E.-E. A. A. Aly}, REVSTAT 6, No. 2, 101--121 (2008; Zbl 1297.60020) Full Text: Link
Mikosch, Thomas; Stărică, Cătălin Changes of structure in financial time series and the GARCH model. (English) Zbl 1132.62352 REVSTAT 2, No. 1, 41-73 (2004). MSC: 62M15 60F17 62P05 62G10 65C05 62M10 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{C. Stărică}, REVSTAT 2, No. 1, 41--73 (2004; Zbl 1132.62352)