Multivariate mixed normal conditional heteroskedasticity. - Luc Bauwens; Christian M. Hafner; Jeroen V. K. Rombouts (Comput. Stat. Data Anal., 2007)

Semiparametric multivariate density estimation for positive data using copulas. - Taoufik Bouezmarni; Jeroen V. K. Rombouts (Comput. Stat. Data Anal., 2009)

Nonparametric density estimation for positive time series. - Taoufik Bouezmarni; Jeroen V. K. Rombouts (Comput. Stat. Data Anal., 2010)

Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data. - Taoufik Bouezmarni; Jeroen V. K. Rombouts; Abderrahim Taamouti (J. Multivar. Anal., 2010)

On marginal likelihood computation in change-point models. - Luc Bauwens; Jeroen V. K. Rombouts (Comput. Stat. Data Anal., 2012)

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. - Erricos John Kontoghiorghes; Herman K. van Dijk; David A. Belsley; Tim Bollerslev; Francis X. Diebold; Jean-Marie Dufour; Robert F. Engle; Andrew Harvey; Siem Jan Koopman; Hashem Pesaran; Peter C. B. Phillips; Richard J. Smith; et al. (Comput. Stat. Data Anal., 2014)

Bayesian option pricing using mixed normal heteroskedasticity models. - Jeroen V. K. Rombouts; Lars Stentoft (Comput. Stat. Data Anal., 2014)

Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. - Yu (Jeffrey) Hu; Jeroen V. K. Rombouts; Ines Wilms (Inf. Syst. Res., 2025)