G.A. Tsihrintzis, C.L. Nikias, “Data-adaptive algorithms for signal detection in sub-Gaussian impulsive interference”, IEEE Trans. Signal Process., 45:7 (1997), 1873
Campbell R. Harvey, Chris Kirby, Handbook of Statistics, 14, Statistical Methods in Finance, 1996, 35
Mircea Grigoriu, “Non-Gaussian Elliptically Contoured ARMA Models”, J. Eng. Mech., 122:4 (1996), 334
P. Bondon, P.L. Combettes, B. Picinbono, “Volterra filtering and higher order whiteness”, IEEE Trans. Signal Process., 43:9 (1995), 2209
В. И. Арнольд, М. Ш. Бирман, И. М. Гельфанд, И. А. Ибрагимов, С. В. Керов, А. А. Кириллов, О. А. Ладыженская, Г. А. Леонов, А. А. Лодкин, С. П. Новиков, Я. Г. Синай, М. З. Соломяк, Л. Д. Фаддеев, “Анатолий Моисеевич Вершик (к шестидесятилетию со дня рождения)”, УМН, 49:3(297) (1994), 195–204 ; V. I. Arnol'd, M. Sh. Birman, I. M. Gel'fand, I. A. Ibragimov, S. V. Kerov, A. A. Kirillov, O. A. Ladyzhenskaya, G. A. Leonov, A. A. Lodkin, S. P. Novikov, Ya. G. Sinai, M. Z. Solomyak, L. D. Faddeev, “Anatolii Moiseevich Vershik (on his sixtieth birthday)”, Russian Math. Surveys, 49:3 (1994), 207–221
F. Douglas Foster, S. Viswanathan, “The Effect of Public Information and Competition on Trading Volume and Price Volatility”, Rev. Financ. Stud., 6:1 (1993), 23
CAMPBELL R. HARVEY, “The World Price of Covariance Risk”, The Journal of Finance, 46:1 (1991), 111
Campbell R. Harvey, “The Specification of Conditional Expectations”, SSRN Journal, 1991
N.M. Blachman, “Projection of a spherical distribution and its inversion”, IEEE Trans. Signal Process., 39:11 (1991), 2544
Campbell R. Harvey, “Time-Varying Conditional Covariances in Tests of Asset Pricing Models”, SSRN Journal, 1989