The following pages link to Ke Zhu (Q378046):
Displayed 37 items.
- Thin instantons in \(G_2\)-manifolds and Seiberg-Witten invariants (Q378047) (← links)
- Floer trajectories with immersed nodes and scale-dependent gluing (Q428972) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- Embedding property of \(J\)-holomorphic curves in Calabi-Yau manifolds for generic \(J\) (Q846240) (← links)
- Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
- Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
- Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model (Q2236868) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- Isometric embeddings via heat kernel (Q2343974) (← links)
- Model-based pricing for financial derivatives (Q2347719) (← links)
- Solvability of Dirac type equations (Q2411333) (← links)
- Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
- Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
- Instantons in G2 manifolds from J-holomorphic curves in coassociative submanifolds (Q2939778) (← links)
- THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423) (← links)
- Quasi-maximum exponential likelihood estimators for a double AR(p) model (Q4908791) (← links)
- (Q4986371) (← links)
- Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
- Modeling normalcy‐dominant ordinal time series: An application to air quality level (Q5095292) (← links)
- Inference for asymmetric exponentially weighted moving average models (Q5111784) (← links)
- On a measure of lack of fit in nonlinear cointegrating regression with endogeneity (Q5220372) (← links)
- LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises (Q5367401) (← links)
- Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models (Q5378363) (← links)
- Testing for the buffered autoregressive processes (Q5413292) (← links)
- Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916) (← links)
- Pair-Switching Rerandomization (Q6079697) (← links)
- Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
- A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
- Partial collapsing degeneration of Floer trajectories and adiabatic gluing (Q6139288) (← links)
- (Q6148939) (← links)
- Moduli Spaces of $J$-holomorphic Curves with General Jet Constraints (Q6216258) (← links)
- High-jet relations of the heat kernel embedding map and applications (Q6243841) (← links)