Pak Wing Fong
From MaRDI portal
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!
| Publication | Date of Publication | Type |
|---|---|---|
| A simple multivariate ARCH model specified by random coefficients Computational Statistics and Data Analysis | 2009-04-06 | Paper |
| On time series with randomized unit root and randomized seasonal unit root Computational Statistics and Data Analysis | 2008-11-04 | Paper |
| On a mixture vector autoregressive model The Canadian Journal of Statistics | 2007-10-22 | Paper |
| Modelling subset multivariate ARCH model via the AIC principle Science in China. Series A | 2006-09-22 | Paper |
| Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing Journal of Time Series Analysis | 2005-05-20 | Paper |
Research outcomes over time
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