Baoguo Pan

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Estimation for periodic ARMA models with unspecified noises
Communications in Statistics: Theory and Methods
2022-06-10Paper
Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model
Communications in Statistics. Theory and Methods
2016-05-25Paper
Weighted least absolute deviations estimation for periodic ARMA models
Acta Mathematica Sinica, English Series
2015-08-10Paper
Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models
Journal of Statistical Planning and Inference
2013-01-25Paper
Consistency of quasi-maximum likelihood estimators in INGARCH models2011-09-29Paper
Properties of a mixture asymmetric GARCH time series model2011-07-19Paper


Research outcomes over time


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