The following pages link to Hong-Zhi An (Q786497):
Displaying 50 items.
- Correction to: Autocorrelation, autoregression and autoregressive approximation (Q786499) (← links)
- A simple multivariate ARCH model specified by random coefficients (Q1010530) (← links)
- Autocorrelation, autoregression and autoregressive approximation (Q1050059) (← links)
- The maximum of the periodogram (Q1053404) (← links)
- (Q1098203) (redirect page) (← links)
- On the selection of regression variables (Q1098205) (← links)
- Two limit theorems on ARIMA models (Q1118905) (← links)
- Fast stepwise procedures of selection of variables by using AIC and BIC criteria (Q1122909) (← links)
- Estimation of prediction error variance (Q1164947) (← links)
- Inverse regression method in data structure analysis (Q1198609) (← links)
- A test of conditional heteroscedasticity in time series (Q1283077) (← links)
- The existence of moments of nonlinear autoregressive model (Q1302272) (← links)
- The geometric ergodicity and existence of moments for a class of nonlinear time series model (Q1359724) (← links)
- Abnormal behavior of the least squares estimate of multiple regression (Q1368228) (← links)
- A new class of consistent estimators for stochastic linear regressive models (Q1375109) (← links)
- (Q1380605) (redirect page) (← links)
- A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606) (← links)
- A mixed-type test for linearity in time series (Q1580009) (← links)
- Recursive least squares estimator with multiple exponential windows in vector autoregression (Q1611085) (← links)
- The probabilistic properties of the nonlinear autoregressive model with conditional heteroskedasticity (Q1806159) (← links)
- A K-S type test of linearity for a class of time series models (Q1814704) (← links)
- Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters (Q1824332) (← links)
- On convergence of LAD estimates in autoregression with infinite variance (Q1838012) (← links)
- An efficient algorithm for the optimal market timing over two stocks (Q1884653) (← links)
- Universally consistent estimation for stochastic regression models (Q1902246) (← links)
- Estimation of the parameters for unstable AR models (Q1916494) (← links)
- Modelling subset multivariate ARCH model via the AIC principle (Q2503826) (← links)
- Nonlinear autoregressive models with heavy-tailed innovation (Q2574671) (← links)
- Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models (Q2813883) (← links)
- ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS (Q3327557) (← links)
- (Q3481100) (← links)
- (Q3622266) (← links)
- A NOTE ON ARMA ESTIMATION (Q3666098) (← links)
- (Q3685892) (← links)
- (Q3702335) (← links)
- (Q3711528) (← links)
- (Q3716150) (← links)
- (Q3862270) (← links)
- (Q3925036) (← links)
- Asymptotic Properties of an Estimate of the Prediction Error Variance (Q3942269) (← links)
- (Q3979224) (← links)
- A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series (Q3990525) (← links)
- (Q4115048) (← links)
- (Q4233206) (← links)
- (Q4257273) (← links)
- (Q4271730) (← links)
- (Q4280936) (← links)
- (Q4307677) (← links)
- (Q4349570) (← links)
- (Q4391131) (← links)
