The following pages link to Jaechoul Lee (Q245246):
Displaying 9 items.
- Confidence intervals for long memory regressions (Q947197) (← links)
- A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors (Q2930893) (← links)
- Equivalent sample sizes in time series regressions (Q3497818) (← links)
- One-way analysis of variance with long memory errors and its application to stock return data (Q3607870) (← links)
- First-order bias correction for fractionally integrated time series (Q3645634) (← links)
- Revisiting simple linear regression with autocorrelated errors (Q5456567) (← links)
- Trend and Return Level of Extreme Snow Events in New York City (Q5869292) (← links)
- A New Test for Short Memory in Long Memory Time Series (Q5885377) (← links)
- An efficient generalized least squares algorithm for periodic trended regression with autoregressive errors (Q5962634) (← links)