The following pages link to Sun Young Hwang (Q1802319):
Displayed 35 items.
- Item:Q1802319 (redirect page) (← links)
- Item:Q221743 (redirect page) (← links)
- Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
- Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference (Q537350) (← links)
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
- Godambe estimating functions and asymptotic optimal inference (Q553020) (← links)
- Branching Markov processes and related asymptotics (Q1012533) (← links)
- Practically applicable central limit theorem for spatial statistics (Q1035762) (← links)
- Inference for a binary lattice Markov process (Q1284589) (← links)
- Parameter estimation for generalized random coefficient autoregressive processes (Q1299549) (← links)
- Large sample inference based on multiple observations from nonlinear autoregressive processes (Q1315406) (← links)
- Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
- The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643) (← links)
- Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes (Q1771421) (← links)
- Asymptotic optimal inference for a class of nonlinear time series models (Q1802320) (← links)
- Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors (Q2131930) (← links)
- Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk (Q2132026) (← links)
- Parameter estimation in a regression model with random coefficient autoregressive errors (Q2368340) (← links)
- A doubly robustified estimating function for ARCH time series models (Q2479693) (← links)
- Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808) (← links)
- Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642) (← links)
- Central Limit Theorems for Reduced<i>U</i>-Statistics Under Dependence and Their Usefulness (Q2803537) (← links)
- Using bimodal kernel for nonparametric regression specification test (Q2950210) (← links)
- Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions (Q2953562) (← links)
- (Q3580443) (← links)
- New view on smoothing parameter selector in function estimation (Q4663384) (← links)
- Kernel matching scheme for block bootstrap of time series data (Q4828177) (← links)
- (Q4839360) (← links)
- (Q4919881) (← links)
- Slow-explosive AR(1) processes converging to random walk (Q5077410) (← links)
- On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series (Q5082676) (← links)
- Stationarity test based on density approach (Q5114479) (← links)
- Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool (Q5167874) (← links)
- Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation (Q5487364) (← links)
- Reformulating scale-free network via strong dependency (Q5881478) (← links)
- Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991) (← links)