The following pages link to Chor-Yiu Sin (Q765827):
Displaying 9 items.
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- A Portmanteau Test for Multivariate GARCH when the Conditional Mean is an ECM: Theory and Empirical Applications (Q3571964) (← links)
- PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER (Q3577701) (← links)
- (Q5326959) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
