Convolution-based filtering and forecasting: An application to WTI crude oil prices[J] JOURNAL OF FORECASTING 2021(40) Gourieroux, Christian Jasiak, Joann Tong, Michelle
Forecast performance and bubble analysis in noncausal MAR(1,1) processes[J] JOURNAL OF FORECASTING 2020(40) Gourieroux, Christian Hencic, Andrew Jasiak, Joann