| Publication | Date of Publication | Type |
|---|
Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models
Biometrika | 2016-06-27 | Paper |
scientific article; zbMATH DE number 5548217 (Why is no real title available?)
| 2009-04-28 | Paper |
A simple multivariate ARCH model specified by random coefficients
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
Modelling subset multivariate ARCH model via the AIC principle
Science in China. Series A | 2006-09-22 | Paper |
Nonlinear autoregressive models with heavy-tailed innovation
Science in China. Series A | 2005-11-30 | Paper |
An efficient algorithm for the optimal market timing over two stocks
Acta Mathematicae Applicatae Sinica. English Series | 2004-11-05 | Paper |
Recursive least squares estimator with multiple exponential windows in vector autoregression
Acta Mathematicae Applicatae Sinica. English Series | 2002-09-15 | Paper |
A mixed-type test for linearity in time series
Journal of Statistical Planning and Inference | 2000-12-27 | Paper |
A test of conditional heteroscedasticity in time series
Science in China. Series A | 2000-08-29 | Paper |
scientific article; zbMATH DE number 1264289 (Why is no real title available?)
| 2000-04-02 | Paper |
The existence of moments of nonlinear autoregressive model
Acta Mathematicae Applicatae Sinica. English Series | 2000-02-13 | Paper |
scientific article; zbMATH DE number 1321830 (Why is no real title available?)
| 1999-10-07 | Paper |
The probabilistic properties of the nonlinear autoregressive model with conditional heteroskedasticity
Acta Mathematicae Applicatae Sinica. English Series | 1999-01-01 | Paper |
scientific article; zbMATH DE number 1159498 (Why is no real title available?)
| 1998-11-12 | Paper |
scientific article; zbMATH DE number 1157181 (Why is no real title available?)
| 1998-10-06 | Paper |
A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series
Statistics & Probability Letters | 1998-09-10 | Paper |
The geometric ergodicity and existence of moments for a class of nonlinear time series model
Statistics & Probability Letters | 1998-06-11 | Paper |
A new class of consistent estimators for stochastic linear regressive models
Journal of Multivariate Analysis | 1998-04-07 | Paper |
Abnormal behavior of the least squares estimate of multiple regression
Science in China. Series A | 1997-09-28 | Paper |
scientific article; zbMATH DE number 1051082 (Why is no real title available?)
| 1997-08-27 | Paper |
A K-S type test of linearity for a class of time series models
Chinese Science Bulletin | 1996-12-03 | Paper |
scientific article; zbMATH DE number 938995 (Why is no real title available?)
| 1996-10-27 | Paper |
Estimation of the parameters for unstable AR models
Acta Mathematicae Applicatae Sinica. English Series | 1996-10-08 | Paper |
Universally consistent estimation for stochastic regression models
Chinese Science Bulletin | 1996-04-08 | Paper |
scientific article; zbMATH DE number 646751 (Why is no real title available?)
| 1994-11-20 | Paper |
scientific article; zbMATH DE number 510464 (Why is no real title available?)
| 1994-04-14 | Paper |
scientific article; zbMATH DE number 465342 (Why is no real title available?)
| 1994-01-18 | Paper |
ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS
Journal of Time Series Analysis | 1993-06-29 | Paper |
NON‐NEGATIVE AUTOREGRESSIVE MODELS
Journal of Time Series Analysis | 1993-06-29 | Paper |
Inverse regression method in data structure analysis
Acta Mathematicae Applicatae Sinica. English Series | 1993-01-16 | Paper |
A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
International Statistical Review / Revue Internationale de Statistique | 1992-06-28 | Paper |
scientific article; zbMATH DE number 19725 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 4151643 (Why is no real title available?)
| 1990-01-01 | Paper |
Fast stepwise procedures of selection of variables by using AIC and BIC criteria
Acta Mathematicae Applicatae Sinica. English Series | 1989-01-01 | Paper |
Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters
Acta Mathematicae Applicatae Sinica. English Series | 1989-01-01 | Paper |
Two limit theorems on ARIMA models
Acta Mathematicae Applicatae Sinica. English Series | 1988-01-01 | Paper |
scientific article; zbMATH DE number 3928146 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3909578 (Why is no real title available?)
| 1985-01-01 | Paper |
On the selection of regression variables
Acta Mathematicae Applicatae Sinica. English Series | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3992650 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3940486 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3945193 (Why is no real title available?)
| 1985-01-01 | Paper |
The maximum of the periodogram
Journal of Multivariate Analysis | 1983-01-01 | Paper |
Correction to: Autocorrelation, autoregression and autoregressive approximation
The Annals of Statistics | 1983-01-01 | Paper |
ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS
Journal of Time Series Analysis | 1983-01-01 | Paper |
A NOTE ON ARMA ESTIMATION
Journal of Time Series Analysis | 1983-01-01 | Paper |
Autocorrelation, autoregression and autoregressive approximation
The Annals of Statistics | 1982-01-01 | Paper |
On convergence of LAD estimates in autoregression with infinite variance
Journal of Multivariate Analysis | 1982-01-01 | Paper |
Estimation of prediction error variance
Stochastic Processes and their Applications | 1982-01-01 | Paper |
Asymptotic Properties of an Estimate of the Prediction Error Variance
Australian Journal of Statistics | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3738770 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3664216 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3539113 (Why is no real title available?)
| 1974-01-01 | Paper |
