Ying Lun Cheung

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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
Long Memory Factor Model: On Estimation of Factor Memories
Journal of Business and Economic Statistics
2024-10-17Paper
Identification of Time-Varying Factor Models
Journal of Business and Economic Statistics
2024-03-06Paper
Whittle-type estimation under long memory and nonstationarity
AStA. Advances in Statistical Analysis
2021-01-15Paper
Nonstationarity-extended Whittle estimation with discontinuity: a correction
Economics Letters
2020-02-13Paper


Research outcomes over time


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