| Publication | Date of Publication | Type |
|---|
Moment-based density estimation of confidential micro-data: a computational statistics approach
Statistics and Computing | 2023-06-09 | Paper |
The vulnerability of multiplicative noise protection to correlation-attacks on continuous microdata
Sankhyā. Series B | 2021-05-03 | Paper |
Unit root tests for ESTAR models
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
| Size and power of cointegration tests with non-normal GARCH error distributions | 2015-06-22 | Paper |
| Evaluating the volatility forecasting performance of best fitting GARCH models in emerging Asian stock markets | 2015-02-06 | Paper |
Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models
Journal of Statistical Theory and Practice | 2012-09-15 | Paper |
| Parameters estimation for SSMs: QL and AQL approaches | 2011-12-24 | Paper |
Asymptotic quasi-likelihood based on kernel smoothing for multivariate heteroskedastic models with correlation
American Journal of Mathematical and Management Sciences | 2011-12-19 | Paper |
Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique
Journal of Statistical Theory and Practice | 2011-05-31 | Paper |
Fitting probability forecasting models by scoring rules and maximum likelihood
Journal of Statistical Planning and Inference | 2011-03-08 | Paper |
Loss protection in pairs trading through minimum profit bounds: A cointegration approach
Journal of Applied Mathematics and Decision Sciences | 2008-11-20 | Paper |
Progress in Cryptology - INDOCRYPT 2003
Lecture Notes in Computer Science | 2007-11-29 | Paper |
Analysis of experiments using the asymptotic quasi-likelihood approach
Journal of Applied Statistics | 2007-09-11 | Paper |
An alternative derivation of the Kalman filter using the quasi-likelihood method
Journal of Statistical Planning and Inference | 2007-05-15 | Paper |
Estimating from cross-sectional categorical data subject to misclassification and double sampling: moment-based, maximum likelihood and quasi-likelihood approaches
Journal of Applied Mathematics and Decision Sciences | 2006-05-29 | Paper |
Advances in Computer Science - ASIAN 2004. Higher-Level Decision Making
Lecture Notes in Computer Science | 2005-08-17 | Paper |
Restricted quasi-score estimating functions for sample survey data
Journal of Applied Probability | 2004-10-25 | Paper |
A case study of the residual-based cointegration procedure
Journal of Applied Mathematics and Decision Sciences | 2004-05-27 | Paper |
The effects of \(I(1)\) series on cointegration inference
Journal of Applied Mathematics and Decision Sciences | 2004-03-25 | Paper |
Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence
Journal of Applied Mathematics and Decision Sciences | 2004-03-25 | Paper |
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
Econometric Theory | 2004-02-11 | Paper |
Strong approximation for long memory processes with applications
Journal of Theoretical Probability | 2003-08-06 | Paper |
| scientific article; zbMATH DE number 1907870 (Why is no real title available?) | 2003-06-09 | Paper |
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
Econometric Theory | 2003-05-18 | Paper |
Asymptotics for moving average processes with dependent innovations
Statistics & Probability Letters | 2002-10-23 | Paper |
Criteria for estimating the variance function used in the asymptotic quasi-likelihood approach
Journal of Applied Statistics | 2002-01-08 | Paper |
| scientific article; zbMATH DE number 1500498 (Why is no real title available?) | 2000-09-04 | Paper |
| scientific article; zbMATH DE number 1478478 (Why is no real title available?) | 2000-07-18 | Paper |
| Convergence to Normality of the Asymptotic Quasi-Score Function on a Linear Model | 2000-07-09 | Paper |
A New Kind of Asymptotic Quasi‐Score Estimating Function
Scandinavian Journal of Statistics | 2000-05-24 | Paper |
Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method
Mathematics and Computers in Simulation | 2000-02-21 | Paper |
A practical procedure for estimation of linear models via asymptotic quasi-likelihood
Journal of Applied Mathematics and Decision Sciences | 2000-02-17 | Paper |
A quasi-likelihood method for fractal-dimension estimation
Mathematics and Computers in Simulation | 1999-11-16 | Paper |
An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns
Journal of Statistical Planning and Inference | 1999-10-25 | Paper |
On spaces of estimating functions
Journal of Statistical Planning and Inference | 1999-10-04 | Paper |
| Consistency of the Asymptotic Quasi-Likelihood Estimate on Linear Models | 1998-10-11 | Paper |
| scientific article; zbMATH DE number 1194426 (Why is no real title available?) | 1998-08-24 | Paper |
THE RELATIONSHIP BETWEEN QUASI‐SCORE AND LOCALLY E‐SUFFICIENT ESTIMATING FUNCTIONS
Australian Journal of Statistics | 1995-10-10 | Paper |
On the strong law of large numbers of multivariate martingales with random norming
Stochastic Processes and their Applications | 1995-07-16 | Paper |
Optimal estimating functions and wedderburn's quasi-likelihood
Communications in Statistics: Theory and Methods | 1994-01-31 | Paper |
ON QUASI-LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS
Australian Journal of Statistics | 1993-04-01 | Paper |
| scientific article; zbMATH DE number 125639 (Why is no real title available?) | 1993-02-21 | Paper |
| scientific article; zbMATH DE number 3953976 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3892303 (Why is no real title available?) | 1985-01-01 | Paper |
