Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors. - Seppo Pynnönen (J. Multivar. Anal., 2012)

Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets. - Josephine Dufitinema; Seppo Pynnönen; Tommi Sottinen (Commun. Stat. Simul. Comput., 2022)