Sier Han

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
Wald tests for the presence of threshold effects in cointegrating relationships	2010-02-12	Paper
A residual test for parameter change in GARCH models	2009-07-22	Paper
Change-point in the mean of heavy-tailed dependent observations	2009-07-22	Paper
Testing and estimation for multiple change-point in ARCH models	2008-01-14	Paper
Spline estimation for partially linear autoregressive models with exogenous variables	2008-01-14	Paper
Estimating mean change-points in ARCH models	2007-12-18	Paper
Truncating estimation and its convergence for a mean change-point in heavy-tailed dependent observations	2007-11-08	Paper
Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations Communications in Statistics: Theory and Methods	2007-10-24	Paper
Subsampling change-point detection in persistence with heavy-tailed innovations Journal of Applied Mathematics and Computing	2007-04-05	Paper
Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations Communications in Statistics: Theory and Methods	2006-04-19	Paper

Research outcomes over time

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