The following pages link to Zu-di Lu (Q1566059):
Displaying 50 items.
- (Q180696) (redirect page) (← links)
- Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- The retailer's optimal decision on order quantity and credit periods under two-level trade credit policy (Q496613) (← links)
- Local linear spatial quantile regression (Q605017) (← links)
- Semiparametric likelihood estimation in survival models with informative censoring (Q765840) (← links)
- Spatial smoothing, nugget effect and infill asymptotics (Q958927) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples (Q1286706) (← links)
- Nonparametric identification for nonlinear autoregressive time series models: Convergence rates (Q1302278) (← links)
- A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model (Q1359748) (← links)
- Geometric ergodicity of a general ARCH type model (Q1369769) (← links)
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
- Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
- Spatial nonparametric regression estimation: Non-isotropic case (Q1566060) (← links)
- Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates (Q1609626) (← links)
- Optimal production and procurement decisions in a supply chain with an option contract and partial backordering under uncertainties (Q1646232) (← links)
- The optimal cash holding models for stochastic cash management of continuous time (Q1716921) (← links)
- Spatial kernel regression estimation: weak consistency (Q1770071) (← links)
- \(L_1\) linear interpolator for missing values in time series (Q1881388) (← links)
- Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution (Q1927130) (← links)
- Coordination in a single-retailer two-supplier supply chain under random demand and random supply with disruption (Q1956063) (← links)
- The behavioral implications of the bilateral gamma process (Q2150400) (← links)
- How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (Q2244237) (← links)
- A semiparametric spatial dynamic model (Q2249848) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Discussion of ``Local quantile regression'' (Q2434698) (← links)
- Adaptively combined forecasting for discrete response time series (Q2442579) (← links)
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework (Q2444662) (← links)
- Exploring spatial nonlinearity using additive approximation (Q2465273) (← links)
- Moment inequalities for spatial processes (Q2483441) (← links)
- Estimation in semiparametric spatial regression (Q2500457) (← links)
- The optimal portfolios based on a modified safety-first rule with risk-free saving (Q2515269) (← links)
- Local bilinear multiple-output quantile/depth regression (Q2515505) (← links)
- (Q2709188) (← links)
- Short-Memory Linear Processes and Econometric Applications by Kairat T. Mynbaev (Q2802797) (← links)
- (Q2869760) (← links)
- Adaptively Varying-Coefficient Spatiotemporal Models (Q2920286) (← links)
- A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach (Q2968467) (← links)
- (Q2993363) (← links)
- CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS (Q3022097) (← links)
- (Q3052246) (← links)
- (Q3086839) (← links)
- (Q3129187) (← links)
- (Q3134607) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
- Minimum Hellinger Distance Estimation for Finite Mixtures of Poisson Regression Models and Its Applications (Q3433239) (← links)
- Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model (Q3574761) (← links)
- NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
- (Q4225475) (← links)
