The following pages link to Kung-Sik Chan (Q202876):
Displaying 50 items.
- Reduced rank regression via adaptive nuclear norm penalization (Q105426) (← links)
- (Q252732) (redirect page) (← links)
- A conversation with Howell Tong (Q252734) (← links)
- (Q380015) (redirect page) (← links)
- On the convergence rate of the unscented transformation (Q380016) (← links)
- (Q512389) (redirect page) (← links)
- Linking lung airway structure to pulmonary function via composite bridge regression (Q512390) (← links)
- (Q588520) (redirect page) (← links)
- Subset ARMA selection via the adaptive Lasso (Q647179) (← links)
- Testing for measurement errors with discrete-time data sampled from a CARMA model (Q647183) (← links)
- Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA) (Q714376) (← links)
- Assessing the relative importance of nitrogen-retention processes in a large reservoir using time-series modeling (Q736748) (← links)
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- A note on the invertibility of nonlinear ARMA models (Q993810) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- (Q1067154) (redirect page) (← links)
- A note on certain integral equations associated with nonlinear time series analysis (Q1067156) (← links)
- A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling (Q1431523) (← links)
- (Q1611566) (redirect page) (← links)
- A note on the equivalence of two approaches for specifying a Markov process (Q1611567) (← links)
- Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter (Q1615200) (← links)
- Inference of seasonal long-memory aggregate time series (Q1932238) (← links)
- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection (Q1937489) (← links)
- Penalized maximum likelihood estimation of a stochastic multivariate regression model (Q1957159) (← links)
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses (Q2138617) (← links)
- Nonparametric threshold model of~zero-inflated spatio-temporal data with~application to shifts in jellyfish distribution (Q2260997) (← links)
- Dynamic conditional angular correlation (Q2305980) (← links)
- A note on rank reduction in sparse multivariate regression (Q2323156) (← links)
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model (Q2366755) (← links)
- Identification of an additive nonlinear system and its applications in generalized Hammerstein models (Q2440613) (← links)
- Testing for shielding of special nuclear weapon materials (Q2453691) (← links)
- Testing for nonlinearity with partially observed time series (Q2739332) (← links)
- Generalized Additive Models for Zero-Inflated Data with Partial Constraints (Q2911690) (← links)
- Maximum likelihood estimation of a generalized threshold stochastic regression model (Q3011163) (← links)
- Testing for Common Structures in a Panel of Threshold Models (Q3435685) (← links)
- (Q3486695) (← links)
- A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan (Q3512682) (← links)
- A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL (Q3632402) (← links)
- On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations (Q3692570) (← links)
- A multiple-threshold AR(1) model (Q3702332) (← links)
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (Q3729867) (← links)
- A note on the geometric ergodicity of a Markov chain (Q3828839) (← links)
- ON THE EXISTENCE OF THE STATIONARY AND ERGODIC NEAR(p) MODEL (Q3830382) (← links)
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model (Q4212773) (← links)
- (Q4298906) (← links)
- Burmann expansion and test for additivity (Q4455404) (← links)
- (Q4507927) (← links)
- A note on testing for nonlinearity with partially observed time series (Q4547591) (← links)
- Quasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous Variables (Q4559695) (← links)
- Inference of Bivariate Long-memory Aggregate Time Series (Q4602131) (← links)
