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2014
Holan, S.H., T.S. McElroy, and G. Wu. The Cepstral Model for Multivariate Time Series: The Vector Exponential Model.. arXiv preprint 1406.0801, 2014, available at http://arxiv.org/abs/1406.0801.
McElroy, T.S., and S.H. Holan. "Fast Estimation of Time Series with Multiple Long-Range Persistencies." In ASA Proceedings of the Joint Statistical Meetings. Alexandria, VA: American Statistical Association, 2014.
2012
McElroy, T.S., and S.H. Holan. Asymptotic Theory of Cepstral Random Fields. University of Missouri Preprint 1813:34461, 2012, available at http://hdl.handle.net/1813/34461.