Phillip Gould

Dynamic Correlations and Optimal Hedge Ratios

Charles S. Bos, Phillip Gould, 2007 .

Forecasting Time-Series with Correlated Seasonality

Rob J Hyndman, J. Ord, R. Hyndman, 2004 .

Feasible parameter regions for alternative discrete state space models

R. Snyder, G. Martin, P. Feigin, 2008 .

Time Series with Multiple Seasonal Patterns

Phillip Gould, Farshid Vahid-Araghi, 2008 .

Model‐based measurement of latent risk in time series with applications

Siem Jan Koopman, Jacques J. F. Commandeur, Frits Bijleveld, 2008 .

An Assessment of Alternative State Space Models for Count Time Series

Ralph D. Snyder, Paul D. Feigin, Gael M. Martin, 2007 .