Mu Feng

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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
Two-step variable selection in partially linear additive models with time series data
Communications in Statistics. Simulation and Computation
2022-06-28Paper
Quasi-maximum exponential likelihood estimation for non-stationary GARCH(1,1) models with high-frequency data
SCIENTIA SINICA Mathematica
2022-03-21Paper
Quantile regression estimation for VaR of P-GARCH processes2018-01-29Paper


Research outcomes over time


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