Chor-Yiu Sin

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!

Publication	Date of Publication	Type
On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing Communications in Mathematical Research	2024-03-04	Paper
On asymptotic risk of selecting models for possibly nonstationary time-series Econometric Reviews	2022-03-04	Paper
Order selection for possibly infinite-order non-stationary time series AStA. Advances in Statistical Analysis	2019-09-11	Paper
On functional limits of short- and long-memory linear processes with GARCH(1,1) noises Stochastic Processes and their Applications	2015-01-30	Paper
scientific article; zbMATH DE number 6193729 (Why is no real title available?) (available as arXiv preprint)	2013-08-01	Paper
Model selection for integrated autoregressive processes of infinite order Journal of Multivariate Analysis	2012-03-22	Paper
Prediction errors in nonstationary autoregressions of infinite order Econometric Theory	2010-07-23	Paper
A portmanteau test for multivariate GARCH when the conditional mean is an ECM: theory and empirical applications Advances in Econometrics	2010-06-30	Paper
Information criteria for selecting possibly misspecified parametric models Journal of Econometrics	1996-08-14	Paper

Research outcomes over time

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