The following pages link to Eun-Ju Hwang (Q653132):
Displaying 38 items.
- (Q263256) (redirect page) (← links)
- Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities (Q500498) (← links)
- A CUSUM test for panel mean change detection (Q508105) (← links)
- Fuzzy model based adaptive synchronization of uncertain chaotic systems: robust tracking control approach (Q653133) (← links)
- Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
- Weighted least squares estimation in a binary random coefficient panel model with infinite variance (Q826678) (← links)
- The power saving mechanism with binary exponential traffic indications in the IEEE 802.16e/m (Q1039618) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424) (← links)
- Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity (Q1652951) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Stationary bootstrapping for cointegrating regressions (Q1950652) (← links)
- A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation (Q2036955) (← links)
- Bootstrap inference for network vector autoregression in large-scale social network (Q2132057) (← links)
- A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process (Q2322647) (← links)
- A bootstrap test for jumps in financial economics (Q2343319) (← links)
- A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model (Q2344884) (← links)
- Delay distribution and loss probability of bandwidth requests under truncated binary exponential backoff mechanism in IEEE 802.16e over Gilbert-Elliot error channel (Q2379799) (← links)
- A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037) (← links)
- A study on moment inequalities under a weak dependence (Q2511822) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
- MAXIMAL INEQUALITIES AND AN APPLICATION UNDER A WEAK DEPENDENCE (Q2794872) (← links)
- Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
- Stationary bootstrapping for realized covariations of high frequency financial data (Q4600783) (← links)
- Estimation of structural mean breaks for long-memory data sets (Q4600788) (← links)
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
- Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models (Q5075573) (← links)
- A Note on Exponential Inequalities of ψ-Weakly Dependent Sequences (Q5171905) (← links)
- Nonnegative GARCH-type models with conditional Gamma distributions and their applications (Q6626724) (← links)
