Items where Author is "Pedeli, X."

Pedeli, X. and Davison, A.C. and Fokianos, K. (2015) Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation. Journal of the American Statistical Association, 110 (511). pp. 1229-1238. ISSN 0162-1459

Pedeli, X. and Fokianos, K. and Pourahmadi, M. (2015) Two Cholesky-log-GARCH models for multivariate volatilities. Statistical Modelling, 15 (3). pp. 233-255. ISSN 1471-082X