Hong-Zhi An

Available identifiers

zbMath Open an.hongzhiMaRDI QIDQ786497

List of research outcomes

Publication	Date of Publication	Type
Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models	2016-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q3622266	2009-04-28	Paper
A simple multivariate ARCH model specified by random coefficients	2009-04-06	Paper
Modelling subset multivariate ARCH model via the AIC principle	2006-09-22	Paper
Nonlinear autoregressive models with heavy-tailed innovation	2005-11-30	Paper
An efficient algorithm for the optimal market timing over two stocks	2004-11-05	Paper
Recursive least squares estimator with multiple exponential windows in vector autoregression	2002-09-15	Paper
A mixed-type test for linearity in time series	2000-12-27	Paper
A test of conditional heteroscedasticity in time series	2000-08-29	Paper
https://portal.mardi4nfdi.de/entity/Q4233206	2000-04-02	Paper
The existence of moments of nonlinear autoregressive model	2000-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q4257273	1999-10-07	Paper
The probabilistic properties of the nonlinear autoregressive model with conditional heteroskedasticity	1999-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4391908	1998-11-12	Paper
https://portal.mardi4nfdi.de/entity/Q4391131	1998-10-06	Paper
A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series	1998-09-10	Paper
The geometric ergodicity and existence of moments for a class of nonlinear time series model	1998-06-11	Paper
A new class of consistent estimators for stochastic linear regressive models	1998-04-07	Paper
Abnormal behavior of the least squares estimate of multiple regression	1997-09-28	Paper
https://portal.mardi4nfdi.de/entity/Q4349570	1997-08-27	Paper
A K-S type test of linearity for a class of time series models	1996-12-03	Paper
https://portal.mardi4nfdi.de/entity/Q4897169	1996-10-27	Paper
Estimation of the parameters for unstable AR models	1996-10-08	Paper
Universally consistent estimation for stochastic regression models	1996-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q4307677	1994-11-20	Paper
https://portal.mardi4nfdi.de/entity/Q4280936	1994-04-14	Paper
https://portal.mardi4nfdi.de/entity/Q4271730	1994-01-18	Paper
ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS	1993-06-29	Paper
NON‐NEGATIVE AUTOREGRESSIVE MODELS	1993-06-29	Paper
Inverse regression method in data structure analysis	1993-01-16	Paper
A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series	1992-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q3979224	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3481100	1990-01-01	Paper
Fast stepwise procedures of selection of variables by using AIC and BIC criteria	1989-01-01	Paper
Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters	1989-01-01	Paper
Two limit theorems on ARIMA models	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3702335	1986-01-01	Paper
On the selection of regression variables	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3685892	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3711528	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3716150	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4720553	1985-01-01	Paper
Correction to: Autocorrelation, autoregression and autoregressive approximation	1983-01-01	Paper
The maximum of the periodogram	1983-01-01	Paper
ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS	1983-01-01	Paper
A NOTE ON ARMA ESTIMATION	1983-01-01	Paper
Autocorrelation, autoregression and autoregressive approximation	1982-01-01	Paper
Estimation of prediction error variance	1982-01-01	Paper
On convergence of LAD estimates in autoregression with infinite variance	1982-01-01	Paper
Asymptotic Properties of an Estimate of the Prediction Error Variance	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3925036	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3862270	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4115048	1974-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hong-Zhi An