The following pages link to Wai Sum Chan (Q1274824):
Displaying 40 items.
- (Q543448) (redirect page) (← links)
- Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach (Q543449) (← links)
- Temporal aggregation of equity return time-series models (Q929677) (← links)
- (Q1009717) (redirect page) (← links)
- A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720) (← links)
- Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study. (Q1274825) (← links)
- Some results on ruin probabilities in a two-dimensional risk model. (Q1413403) (← links)
- Understanding the effect of time series outliers on sample autocorrelations (Q1906312) (← links)
- A comparison of some of pattern identification methods for order determination of mixed ARMA models (Q1962151) (← links)
- Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings (Q2032224) (← links)
- Stochastic life table forecasting: a time-simultaneous fan chart application (Q2227418) (← links)
- Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality (Q2276264) (← links)
- Immigrated urn models-theoretical properties and applications (Q2429943) (← links)
- Covariate-adjusted response-adaptive designs for generalized linear models (Q2448809) (← links)
- A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models (Q2483447) (← links)
- A comparison of some estimators of time series autocorrelations (Q2563588) (← links)
- Asymptotic properties of covariate-adjusted response-adaptive designs (Q2642745) (← links)
- Mixture Gaussian Time Series Modeling of Long-Term Market Returns (Q3010446) (← links)
- Temporal aggregation of Markov-switching financial return models (Q3077477) (← links)
- Multiple Testing to Establish Superiority/Equivalence of a New Treatment Compared with k Standard Treatments for Unbalanced Designs (Q3442980) (← links)
- Doubly adaptive biased coin designs with delayed responses (Q3626376) (← links)
- Simultaneous Confidence Intervals for Pairwise Multiple Comparisons in a Two-Way Unbalanced Design (Q4335671) (← links)
- (Q4343978) (← links)
- (Q4443949) (← links)
- (Q4659787) (← links)
- A Robust Test for Threshold‐Type Nonlinearity in Multivariate Time Series Analysis (Q4687555) (← links)
- (Q4817830) (← links)
- Exact joint forecast regions for vector autoregressive models (Q4935563) (← links)
- Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims (Q5018750) (← links)
- The Lee-Carter Model for Forecasting Mortality, Revisited (Q5019713) (← links)
- The use of aggregate time series for testing conditional heteroscedasticity (Q5058308) (← links)
- Asymptotic Properties of Multicolor Randomly Reinforced Pólya Urns (Q5169508) (← links)
- <i>Developing an Optimal Strategy for a Maximization Dice Game</i> (Q5242004) (← links)
- (Q5434029) (← links)
- Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries (Q5467656) (← links)
- (Q5694453) (← links)
- Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996) (← links)
- The CBD Mortality Indexes: Modeling and Applications (Q5742658) (← links)
- Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)
- A Bayesian approach to developing a stochastic mortality model for China (Q6668838) (← links)
