The following pages link to Rongning Wu (Q312065):
Displayed 19 items.
- On conditional maximum likelihood estimation for INGARCH\((p,q)\) models (Q312066) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (Q466996) (← links)
- Blockwise empirical likelihood for time series of counts (Q631632) (← links)
- Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance (Q1746546) (← links)
- Shrinkage estimation of partially linear single-index models (Q2435757) (← links)
- M-estimation for general ARMA Processes with Infinite Variance (Q2852629) (← links)
- Least absolute deviation estimation for general ARMA time series models with infinite variance (Q2999750) (← links)
- Least absolute deviation estimation for general autoregressive moving average time-series models (Q3077680) (← links)
- A negative binomial model for time series of counts (Q3399083) (← links)
- Estimation of change‐point for a class of count time series models (Q5042671) (← links)
- Test of parameter changes in a class of observation-driven models for count time series (Q5077400) (← links)
- A PARAMETER‐DRIVEN LOGIT REGRESSION MODEL FOR BINARY TIME SERIES (Q5176851) (← links)
- Semiparametric Regression for Time Series of Counts (Q5259107) (← links)
- On estimation of peakedness-ordered distributions (Q5351730) (← links)
- A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)
- On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)