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Breaks in term structures: Evidence from the oil futures markets. (2024). Horvath, Lajos ; Liu, Zhenya ; Tang, Weiqing ; Miller, Curtis.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2317-2341.

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    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:95:y:2014:i:c:p:118-124.

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  47. Quasi-maximum likelihood estimation for multiple volatility shifts. (2014). Lee, Taewook ; Kim, Moosup ; Noh, Jungsik ; Baek, Changryong.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:86:y:2014:i:c:p:50-60.

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  48. Parameter Change Test for Poisson Autoregressive Models. (2014). Lee, Sangyeol ; Kang, Jiwon.
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:41:y:2014:i:4:p:1136-1152.

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  49. ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES. (2014). Dienes, Christopher ; Aue, Alexander.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:35:y:2014:i:3:p:239-261.

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  50. Inference for single and multiple change-points in time series. (2013). Jandhyala, Venkata ; Fotopoulos, Stergios ; Liu, Pengyu ; MacNeill, Ian .
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:34:y:2013:i:4:p:423-446.

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