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

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