Statistical Methods for Anti Money Laundering.
J-P. Brun and G. Teyssière (Under preparation).
Long-Memory in Economics
G. Teyssière and A. Kirman editors, Springer (2007).
DOI,
MR2263582
ISBN (Hardcover): 978-3540226949
ISBN (Paperback): 978-3642061547
ISBN (eBook): 978-3540346258
Dependence in Probability and Statistics,
Lecture Notes in Statistics, Vol 200.
G. Lang, D. Surgailis and G. Teyssière editors, Springer (2010).
DOI, MR2741808
ISBN (Paperback): 978-3642141034
ISBN (eBook): 978-3642141041
In 1996, I pioneered the class of double long memory processes with the ARFIMA-FIGARCH; this was my first paper in time series analysis. My 1998 paper on multivariate (trivariate) ARFIMA-FIGARCH, published in the proceedings of the High Frequency Data in Finance-II conference organized by Olsen & Associates (see above in the list of publications) is available here in both Pdf and PostScript formats.