William W. S. Wei

Available identifiers

zbMath Open wei.william-w-sMaRDI QIDQ1118307

List of research outcomes

Publication	Date of Publication	Type
Robust estimation of the linkage matrix in O-GARCH model	2024-08-02	Paper
The use of temporally aggregated data in modeling and testing a variance change in a time series	2023-09-18	Paper
Analyses of the impact of country specific macro risk variables on gold futures contract and its position as an asset class: evidence from India	2022-09-15	Paper
Testing for poolability of the space-time autoregressive moving-average model	2022-05-25	Paper
Optimal spatial aggregation of space-time models and applications	2020-03-10	Paper
Multivariate time series analysis and applications	2019-03-28	Paper
The use of temporally aggregated data on detecting a mean change of a time series process	2017-08-23	Paper
Robust estimation of the linkage matrix in O-GARCH model	2017-04-05	Paper
Weighted scatter estimation method of the GO-GARCH models	2014-11-20	Paper
Time series analysis. Univariate and multivariate methods.	2009-08-26	Paper
Testing a Unit Root Based on Aggregate Time Series	2008-04-10	Paper
The Use of Aggregate Time Series in Testing for Gaussianity	2002-08-05	Paper
Temporal disaggregation of stationary bivariate time series	2001-09-17	Paper
The effects of temporal aggregation on tests of linearity of a time series.	2000-12-12	Paper
https://portal.mardi4nfdi.de/entity/Q4217840	1999-11-17	Paper
https://portal.mardi4nfdi.de/entity/Q4221819	1999-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q4217889	1999-05-30	Paper
On likelihood distance for outliers detection	1999-03-04	Paper
Iterative Least Squares Estimation and Identification of the Transfer Function Model	1998-03-04	Paper
A comparison of some estimators of time series autocorrelations	1997-11-10	Paper
https://portal.mardi4nfdi.de/entity/Q4343924	1997-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q3992561	1992-09-17	Paper
https://portal.mardi4nfdi.de/entity/Q3486699	1990-01-01	Paper
An eigenvalue approach to the limiting behavior of time series aggregates	1988-01-01	Paper
TEMPORAL AGGREGATION IN THE ARIMA PROCESS	1986-01-01	Paper
A METHODOLOGICAL NOTE ON THE DISAGGREGATION OF TIME SERIES TOTALS	1986-01-01	Paper
Inferences about the parameters of a time series model with changing variance	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4720611	1984-01-01	Paper
Forecasting contemporal time series aggregates	1981-01-01	Paper
Effect of systematic sampling on arima models	1981-01-01	Paper
The effect of temporal aggregation on parameter estimation in distributed lag model	1978-01-01	Paper

Research outcomes over time

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