Person:786497

Available identifiers

zbMath Open an.hongzhiMaRDI QIDQ786497

List of research outcomes

Publication	Date of Publication	Type
Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models	2016-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q3622266	2009-04-28	Paper
A simple multivariate ARCH model specified by random coefficients	2009-04-06	Paper
Modelling subset multivariate ARCH model via the AIC principle	2006-09-22	Paper
Nonlinear autoregressive models with heavy-tailed innovation	2005-11-30	Paper
An efficient algorithm for the optimal market timing over two stocks	2004-11-05	Paper
Recursive least squares estimator with multiple exponential windows in vector autoregression	2002-09-15	Paper
A mixed-type test for linearity in time series	2000-12-27	Paper
A test of conditional heteroscedasticity in time series	2000-08-29	Paper
https://portal.mardi4nfdi.de/entity/Q4233206	2000-04-02	Paper
The existence of moments of nonlinear autoregressive model	2000-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q4257273	1999-10-07	Paper
The probabilistic properties of the nonlinear autoregressive model with conditional heteroskedasticity	1999-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4391908	1998-11-12	Paper
https://portal.mardi4nfdi.de/entity/Q4391131	1998-10-06	Paper
A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series	1998-09-10	Paper
The geometric ergodicity and existence of moments for a class of nonlinear time series model	1998-06-11	Paper
A new class of consistent estimators for stochastic linear regressive models	1998-04-07	Paper
Abnormal behavior of the least squares estimate of multiple regression	1997-09-28	Paper
https://portal.mardi4nfdi.de/entity/Q4349570	1997-08-27	Paper
A K-S type test of linearity for a class of time series models	1996-12-03	Paper
https://portal.mardi4nfdi.de/entity/Q4897169	1996-10-27	Paper
Estimation of the parameters for unstable AR models	1996-10-08	Paper
Universally consistent estimation for stochastic regression models	1996-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q4307677	1994-11-20	Paper
https://portal.mardi4nfdi.de/entity/Q4280936	1994-04-14	Paper
https://portal.mardi4nfdi.de/entity/Q4271730	1994-01-18	Paper
ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS	1993-06-29	Paper
NON‐NEGATIVE AUTOREGRESSIVE MODELS	1993-06-29	Paper
Inverse regression method in data structure analysis	1993-01-16	Paper
A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series	1992-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q3979224	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3481100	1990-01-01	Paper
Fast stepwise procedures of selection of variables by using AIC and BIC criteria	1989-01-01	Paper
Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters	1989-01-01	Paper
Two limit theorems on ARIMA models	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3702335	1986-01-01	Paper
On the selection of regression variables	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3685892	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3711528	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3716150	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4720553	1985-01-01	Paper
Correction to: Autocorrelation, autoregression and autoregressive approximation	1983-01-01	Paper
The maximum of the periodogram	1983-01-01	Paper
ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS	1983-01-01	Paper
A NOTE ON ARMA ESTIMATION	1983-01-01	Paper
Autocorrelation, autoregression and autoregressive approximation	1982-01-01	Paper
Estimation of prediction error variance	1982-01-01	Paper
On convergence of LAD estimates in autoregression with infinite variance	1982-01-01	Paper
Asymptotic Properties of an Estimate of the Prediction Error Variance	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3925036	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3862270	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4115048	1974-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hong-Zhi An