Rui Ke

From MaRDI portal


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!

PublicationDate of PublicationType
Robust minimum distance estimators for the CARR(1,1) model
Journal of Statistical Computation and Simulation
2022-02-24Paper
A residual-based test for multivariate GARCH models using transformed quadratic residuals
Economics Letters
2021-09-16Paper
Evaluating multiplicative error models: a residual-based approach
Computational Statistics and Data Analysis
2021-05-07Paper
A generalized least squares estimation method for the autoregressive conditional duration model
Statistical Papers
2019-05-08Paper
Some closed form robust moment-based estimators for the MEM(1,1)
Applied Stochastic Models in Business and Industry
2019-02-08Paper
A moment closed form estimator for the autoregressive conditional duration model
Statistical Papers
2016-05-17Paper
Inequalities for widths of convex bodies with applications
 
2008-06-03Paper


Research outcomes over time


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