Hongxia Hao

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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
Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility
Journal of Time Series Analysis
2024-11-20Paper
Parameter estimation and applications for stochastic volatility model with time-varying leverage effect
Chinese Journal of Applied Probability and Statistics
2024-08-26Paper
A new method for testing leverage effect2020-08-12Paper
Test for heteroscedasticity in partially linear regression models
Journal of Systems Science and Complexity
2019-08-23Paper
Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models
Applied Stochastic Models in Business and Industry
2019-03-07Paper
Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence
Journal of the Korean Statistical Society
2016-11-01Paper
A new nonparametric estimation method of the variance in a heteroscedastic model2015-08-05Paper
A non-local means algorithm for image denoising using structure adaptive window
Journal of Xi'an Jiaotong University
2014-11-03Paper
Image denoising based on multidirectional difference and multiscale products of Curvelet transform
Journal of Huazhong University of Science and Technology
2014-11-03Paper
A new method of estimating the variance in heteroscedastic model
Journal of North University of China. Natural Science Edition
2014-11-03Paper


Research outcomes over time


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