Select Publications

Working Papers

Clinet S; Dunsmuir WTM; Peters GW; Richards K-A, Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes, http://dx.doi.org, http://arxiv.org/abs/1904.13147v1

Dunsmuir WTM; He JY, Detecting Serial Dependence in Binomial Time Series II: Observation Driven Models, http://dx.doi.org, http://arxiv.org/abs/1606.00984v1

Dunsmuir WTM; McKendry C; Dean RT, Modelling discrete valued cross sectional time series with observation driven models, http://dx.doi.org, http://arxiv.org/abs/1606.00547v2

Dunsmuir WTM; He JY, Testing for Serial Dependence in Binomial Time Series I: Parameter Driven Models, http://dx.doi.org, http://arxiv.org/abs/1606.00983v1


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