Browsing by Author "Trapani, Lorenzo"

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Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models

Horváth, Lajos; Trapani, Lorenzo (Figshare, 2022)
Inference in Heavy-Tailed Nonstationary Multivariate Time Series

Barigozzi, Matteo; Cavaliere, Giuseppe; Trapani, Lorenzo (Figshare, 2022)