The following pages link to Jeongcheol Ha (Q534427):
Displaying 10 items.
- NM-QELE for ARMA-GARCH models with non-Gaussian innovations (Q534428) (← links)
- Sharp optimality for regression with real-time data (Q892892) (← links)
- Coefficient constancy test in AR-ARCH models (Q1613041) (← 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)
- The Cusum Test for Parameter Change in Time Series Models (Q4828219) (← links)
- Stationarity test based on density approach (Q5114479) (← links)
- Reformulating scale-free network via strong dependency (Q5881478) (← links)
- Unit root tests and their challenges (Q6541117) (← links)
