The following pages link to Eun-Ju Hwang (Q653132):
Displaying 16 items.
- Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities (Q500498) (← links)
- A CUSUM test for panel mean change detection (Q508105) (← links)
- Fuzzy model based adaptive synchronization of uncertain chaotic systems: robust tracking control approach (Q653133) (← links)
- Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
- Weighted least squares estimation in a binary random coefficient panel model with infinite variance (Q826678) (← links)
- The power saving mechanism with binary exponential traffic indications in the IEEE 802.16e/m (Q1039618) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- A dynamic Markov regime-switching GARCH model and its cumulative impulse response function (Q1642424) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
