The following pages link to Yan-Xia Lin (Q226007):
Displayed 45 items.
- Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models (Q450841) (← links)
- Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (Q539794) (← links)
- Fitting probability forecasting models by scoring rules and maximum likelihood (Q629118) (← links)
- An alternative derivation of the Kalman filter using the quasi-likelihood method (Q880264) (← links)
- Loss protection in pairs trading through minimum profit bounds: A cointegration approach (Q955479) (← links)
- Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method (Q1299885) (← links)
- A quasi-likelihood method for fractal-dimension estimation (Q1299889) (← links)
- A practical procedure for estimation of linear models via asymptotic quasi-likelihood (Q1302364) (← links)
- An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns (Q1304362) (← links)
- On the strong law of large numbers of multivariate martingales with random norming (Q1344958) (← links)
- (Q1372410) (redirect page) (← links)
- On spaces of estimating functions (Q1372411) (← links)
- Strong approximation for long memory processes with applications (Q1397963) (← links)
- The effects of \(I(1)\) series on cointegration inference (Q1428295) (← links)
- Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence (Q1428297) (← links)
- A case study of the residual-based cointegration procedure (Q1430407) (← links)
- The vulnerability of multiplicative noise protection to correlation-attacks on continuous microdata (Q2023796) (← links)
- Unit root tests for ESTAR models (Q2320866) (← links)
- Estimating from cross-sectional categorical data subject to misclassification and double sampling: moment-based, maximum likelihood and quasi-likelihood approaches (Q2491531) (← links)
- Asymptotic Quasi-Likelihood Based on Kernel Smoothing for Multivariate Heteroschedastic Models with Correlation (Q3104338) (← links)
- (Q3107475) (← links)
- Analysis of experiments using the asymptotic quasi-likelihood approach (Q3591832) (← links)
- (Q3723432) (← links)
- (Q3843107) (← links)
- (Q4027355) (← links)
- ON QUASI-LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS (Q4029911) (← links)
- Optimal estimating functions and wedderburn's quasi-likelihood (Q4275831) (← links)
- Consistency of the Asymptotic Quasi-Likelihood Estimate on Linear Models (Q4389809) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)
- Criteria for estimating the variance function used in the asymptotic quasi-likelihood approach (Q4485106) (← links)
- Convergence to Normality of the Asymptotic Quasi-Score Function on a Linear Model (Q4488934) (← links)
- (Q4492751) (← links)
- (Q4501510) (← links)
- (Q4805818) (← links)
- THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS (Q4807285) (← links)
- Restricted quasi-score estimating functions for sample survey data (Q4822455) (← links)
- THE RELATIONSHIP BETWEEN QUASI‐SCORE AND LOCALLY E‐SUFFICIENT ESTIMATING FUNCTIONS (Q4851464) (← links)
- A New Kind of Asymptotic Quasi‐Score Estimating Function (Q4956068) (← links)
- (Q5173038) (← links)
- (Q5185786) (← links)
- (Q5256008) (← links)
- Progress in Cryptology - INDOCRYPT 2003 (Q5429126) (← links)
- Advances in Computer Science - ASIAN 2004. Higher-Level Decision Making (Q5463922) (← links)
- Asymptotics for moving average processes with dependent innovations (Q5953876) (← links)
- Moment-based density estimation of confidential micro-data: a computational statistics approach (Q6163412) (← links)