Richard A. Davis

Least absolute deviation estimation for general autoregressive moving average time‐series models

Rongning Wu, Rongning Wu, Richard A. Davis, 2010 .

Likelihood Inference for Discriminating between Long‐Memory and Change‐Point Models

Chun Yip Yau, Richard A. Davis, 2012 .

Break Detection for a Class of Nonlinear Time Series Models

Richard A. Davis, Thomas C.M. Lee, G. Rodríguez-Yam, 2008 .

Autoregressive processes with data‐driven regime switching

Hernando Ombao, Joseph Tadjuidje Kamgaing, H. Ombao, 2009 .