The following pages link to Ruey S. Tsay (Q205407):
Displaying 50 items.
- (Q588588) (redirect page) (← links)
- Order selection in nonstationary autoregressive models (Q760136) (← links)
- High dimensional dynamic stochastic copula models (Q888326) (← links)
- A conversation with George C. Tiao (Q906538) (← links)
- Asymptotic properties of multivariate nonstationary processes with applications to autoregressions (Q918100) (← links)
- Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- Consistency properties of least squares estimates of autoregressive parameters in ARMA models (Q1056499) (← links)
- On the ergodicity of \(TAR(1)\) processes (Q1182687) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- Testing independence between two spatial random fields (Q2084410) (← links)
- Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
- Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977) (← links)
- Outliers in multivariate time series (Q2739331) (← links)
- (Q2746488) (← links)
- Doubly Constrained Factor Models with Applications (Q2828609) (← links)
- (Q2871093) (← links)
- (Q2902624) (← links)
- (Q2906620) (← links)
- Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
- Random aggregation with applications in high-frequency finance (Q3018539) (← links)
- Particle filters and Bayesian inference in financial econometrics (Q3018542) (← links)
- IDENTIFYING MULTIVARIATE TIME SERIES MODELS (Q3033160) (← links)
- Model selection for generalized linear models with factor-augmented predictors (Q3077468) (← links)
- (Q3084282) (← links)
- Making control charts more effective by time series analysis: three illustrative applications (Q3125783) (← links)
- Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series (Q3142139) (← links)
- (Q3209995) (← links)
- Dynamic Orthogonal Components for Multivariate Time Series (Q3225809) (← links)
- Regression Models with Time Series Errors (Q3316426) (← links)
- Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models (Q3323072) (← links)
- (Q3368263) (← links)
- Statistical Learning for Big Dependent Data (Q3389456) (← links)
- Bayesian methods for change-point detection in long-range dependent processes (Q3440773) (← links)
- (Q3468494) (← links)
- (Q3583112) (← links)
- Use of canonical analysis in time series model identification (Q3696345) (← links)
- Nonlinearity tests for time series (Q3740083) (← links)
- Conditional Heteroscedastic Time Series Models (Q3776446) (← links)
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model (Q4212773) (← links)
- Forecasting the U.S. Unemployment Rate (Q4216945) (← links)
- A Unified Approach to Identifying Multivariate Time Series Models (Q4216972) (← links)
- Tests for multinormality with applications to time series (Q4240711) (← links)
- BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER (Q4299022) (← links)
- STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS (Q4319847) (← links)
- (Q4344415) (← links)
- Nonlinear transfer functions (Q4345895) (← links)
- (Q4369002) (← links)
- Bandwidth selection for kernel regression with long-range dependent errors (Q4376591) (← links)
- Testing and Modeling Multivariate Threshold Models (Q4541180) (← links)
