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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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Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate
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- Macroeconomic Dynamics / Volume 27 / Issue 1 / January 2023
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- 24 August 2021, pp. 203-223
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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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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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Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models
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- Advances in Applied Probability / Volume 43 / Issue 1 / March 2011
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- 01 July 2016, pp. 49-76
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- March 2011
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Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations
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- Advances in Applied Probability / Volume 42 / Issue 2 / June 2010
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- 01 July 2016, pp. 509-527
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- June 2010
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Covariances Estimation for Long-Memory Processes
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- Advances in Applied Probability / Volume 42 / Issue 1 / March 2010
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- 01 July 2016, pp. 137-157
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- March 2010
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A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares
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- Advances in Applied Probability / Volume 40 / Issue 4 / December 2008
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- 01 July 2016, pp. 1198-1222
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- December 2008
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Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 977-989
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- December 2007
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Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models
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- Advances in Applied Probability / Volume 39 / Issue 2 / June 2007
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- 01 July 2016, pp. 462-491
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- June 2007
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On some nonstationary, nonlinear random processes and their stationary approximations
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
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- 08 September 2016, pp. 1155-1172
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- December 2006
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