Pak Wing Fong

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


Research outcomes over time


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