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(Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two
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- Journal of Applied Probability , First View
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- 24 May 2024, pp. 1-22
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Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH $\boldsymbol{{(P, Q)}}$ models
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 15 May 2023, pp. 1501-1515
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- December 2023
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MODEL-BASED ADAPTIVE MONITORING: IMPROVING THE EFFECTIVENESS OF REEF MONITORING PROGRAMS
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- Bulletin of the Australian Mathematical Society / Volume 105 / Issue 3 / June 2022
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- 09 February 2022, pp. 511-513
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- June 2022
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DISTANCE MEASURES, INCONSISTENCY MATRICES AND ALGORITHMS FOR THE STUDY OF EPIDEMIOLOGICAL AND FINANCIAL CRISES
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- Bulletin of the Australian Mathematical Society / Volume 105 / Issue 2 / April 2022
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- 05 January 2022, pp. 349-350
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- April 2022
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Identifiability of stochastically modelled reaction networks
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- European Journal of Applied Mathematics / Volume 32 / Issue 5 / October 2021
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- 15 February 2021, pp. 865-887
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MODELLING AND MONITORING MATERNAL MORTALITY RATE IN SOUTH SUDAN
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- Bulletin of the Australian Mathematical Society / Volume 103 / Issue 2 / April 2021
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- 11 September 2020, pp. 343-345
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- April 2021
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On two classes of reflected autoregressive processes
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- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
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- 16 July 2020, pp. 657-678
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- June 2020
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Central limit theorems for nearly long range dependent subordinated linear processes
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- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
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- 16 July 2020, pp. 637-656
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- June 2020
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Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance
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- Advances in Applied Probability / Volume 52 / Issue 1 / March 2020
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- 29 April 2020, pp. 237-265
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- March 2020
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Exit times for ARMA processes
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- Advances in Applied Probability / Volume 50 / Issue A / December 2018
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- 01 February 2019, pp. 191-195
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- December 2018
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MODELLING JOINT AUTOREGRESSIVE MOVING AVERAGE PROCESSES
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- Bulletin of the Australian Mathematical Society / Volume 98 / Issue 2 / October 2018
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- 01 August 2018, pp. 345-347
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- October 2018
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Branching processes in generalized autoregressive conditional environments
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- Advances in Applied Probability / Volume 48 / Issue 4 / December 2016
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- 11 January 2017, pp. 1211-1234
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- December 2016
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DETECTING AND MODELLING SERIAL DEPENDENCE IN NONGAUSSIAN AND NONLINEAR TIME SERIES
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- Bulletin of the Australian Mathematical Society / Volume 95 / Issue 1 / February 2017
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- 02 November 2016, pp. 169-171
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- February 2017
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Time-varying copula models for financial time series
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 159-180
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- July 2016
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The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 217-233
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- July 2016
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ADVANCEMENT OF FRACTIONALLY DIFFERENCED GEGENBAUER PROCESSES WITH LONG MEMORY
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- Bulletin of the Australian Mathematical Society / Volume 94 / Issue 1 / August 2016
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- 12 May 2016, pp. 173-174
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- August 2016
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DETECTION, CLASSIFICATION AND ANALYSIS OF EVENTS IN TURBULENCE TIME SERIES
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- Bulletin of the Australian Mathematical Society / Volume 91 / Issue 3 / June 2015
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- 26 February 2015, pp. 521-522
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- June 2015
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Asymmetric COGARCH processes
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 161-173
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- December 2014
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Limit Theory for High Frequency Sampled MCARMA Models
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- Advances in Applied Probability / Volume 46 / Issue 3 / September 2014
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- 22 February 2016, pp. 846-877
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- September 2014
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Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances
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- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
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- 04 January 2016, pp. 1113-1141
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- December 2012
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