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Dimitris Politis [Guitar] [2], [3], [4] Ferenc Gayer [Double Bass, Bss Guitar] [2], [3], [4] Janos Weszely [Drums] [2], [3], [4] Sandor Blogh [Piano] [2], [3], [4]
Abstract: Many time series data sets have heavy tails and/or long memory, both of which are well-known to greatly influence the rate of convergence of the sample ...
Dimitris Politis [Guitar] [2], [3], [4] Ferenc Gayer [Double Bass, Bss Guitar] [2], [3], [4] Janos Weszely [Drums] [2], [3], [4] Sandor Blogh [Piano] [2], [3], [4]
Tucker McElroy and Dimitris Politis 199 Stability of mixtures of vector autoregressions with autoregressive conditional heteroskedasticity .....
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