Chor-Yiu Sin

Available identifiers

zbMath Open sin.chor-yiuMaRDI QIDQ765827

List of research outcomes

Publication	Date of Publication	Type
On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing	2024-03-04	Paper
On asymptotic risk of selecting models for possibly nonstationary time-series	2022-03-04	Paper
Order selection for possibly infinite-order non-stationary time series	2019-09-11	Paper
On functional limits of short- and long-memory linear processes with GARCH(1,1) noises	2015-01-30	Paper
https://portal.mardi4nfdi.de/entity/Q5326959	2013-08-01	Paper
Model selection for integrated autoregressive processes of infinite order	2012-03-22	Paper
PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER	2010-07-23	Paper
A Portmanteau Test for Multivariate GARCH when the Conditional Mean is an ECM: Theory and Empirical Applications	2010-06-30	Paper
Information criteria for selecting possibly misspecified parametric models	1996-08-14	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: Chor-Yiu Sin