Articles in Scholarly Journals [Incomplete List]

1. An introduction to volatility models with indices
   Applied Mathematics Letters, vol. 20, no. 2, pp. 177–182, 2007
2. An example of a misclassification problem applied to Australian equity data
   Computational Statistics & Data Analysis, vol. 51, no. 8, pp. 3627–3630, 2007
3. Saddlepoint approximation methods for testing of serial correlation in panel time series data
   Journal of Statistical Computation and Simulation, vol. 76, no. 11, pp. 1001–1013, 2006
4. Some statistical models for durations and an application to News Corporation stock prices
   Mathematics and Computers in Simulation, vol. 68, no. 5-6, pp. 545–552, 2005
5. Forecasting volatility
   Statistics & Probability Letters, vol. 75, no. 1, pp. 1–10, 2005
6. Smoothed estimates for models with random coefficients and infinite variance innovations1
   Mathematical and Computer Modelling, vol. 39, no. 4-5, pp. 363–372, 2004
7. A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations
   Communications in Statistics - Theory and Methods, vol. 33, no. 8, pp. 1767–1777, 2004
8. A Note on the Filtering for Some Time Series Models
   Journal of Time Series Analysis, vol. 25, no. 3, pp. 397–407, 2004
9. Generalized smoothed estimating functions for nonlinear time series
   Statistics & Probability Letters, vol. 65, no. 1, pp. 51–56, 2003
10. A note on the modelling and analysis of vector arma processes with nonstationary innovations
    Mathematical and Computer Modelling, vol. 36, no. 11-13, pp. 1409–1424, 2002
11. Inference for some time series models with random coefficients and infinite variance innovations
    Mathematical and Computer Modelling, vol. 33, no. 8-9, pp. 843–849, 2001
12. Recursive estimation for regression with infinite variance fractional ARIMA noise*1
    Mathematical and Computer Modelling, vol. 34, no. 9-11, pp. 1133–1137, 2001
13. Multivariate stable ARMA processes with time dependent coefficients
    Metrika, vol. 54, no. 2, pp. 131–138, 2001
14. Estimation for regression with infinite variance errors
    Mathematical and Computer Modelling, vol. 29, no. 10-12, pp. 177–180, 1999
15. Hypothesis testing for some time-series models: a power comparison
    Statistics & Probability Letters, vol. 38, no. 2, pp. 151–156, 1998
16. A simulation study on vector arma processes with nonstationary innovation:a new approach to identification
    Journal of Statistical Computation and Simulation, vol. 58, no. 1, pp. 37–58, 1997
17. Predictors for Seasonal and Nonseasonal Fractionally Integrated ARIMA Models
    Biometrical Journal, vol. 38, no. 6, pp. 741–752, 1996
18. Improving the precision on forecasting
    Microelectronics and Reliability, vol. 36, no. 10, pp. 1375–1378, 1996
19. Nonparametric estimation for some nonlinear models
    Statistics & Probability Letters, vol. 28, no. 3, pp. 227–233, 1996
20. Analysis of short time series with an over-dispersion model
    Communications in Statistics - Theory and Methods, vol. 24, no. 2, pp. 335–348, 1995
21. Analysis of multivariate arma processes with non-stationary innovations
    Communications in Statistics - Theory and Methods, vol. 19, no. 8, pp. 2847–2852, 1990
22. On the prediction of multivariate arma processes with a time dependent covariance structure
    Communications in Statistics - Theory and Methods, vol. 17, no. 1, pp. 27–37, 1988
23. On the study of some functions of multivariate ARMA processes
    Journal of Multivariate Analysis, vol. 25, no. 1, pp. 146–151, 1988
24. A note on the properties of some nonstationary ARMA processes
    Stochastic Processes and their Applications, vol. 24, no. 1, pp. 151–155, 1987
25. On prediction with time dependent arma models
    Communications in Statistics - Theory and Methods, vol. 15, no. 12, pp. 3659–3668, 1986