The following pages link to Kin Wai Chan (Q294228):
Displaying 9 items.
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- General and feasible tests with multiply-imputed datasets (Q2131261) (← links)
- Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
- High‐order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth (Q4599639) (← links)
- Multiple Improvements of Multiple Imputation Likelihood Ratio Tests (Q5089456) (← links)
- Inference in coarsened time series via generalized method of moments (Q6604031) (← links)
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation (Q6620845) (← links)
- A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests (Q6626241) (← links)
- Asymptotically constant risk estimator of the time-average variance constant (Q6637910) (← links)
