Yee Kit Tse

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Cointegration of stochastic multifractals with application to foreign exchange rates International Transactions in Operational Research	2026-02-25	Paper
Optimal maintenance model for a multistate deteriorating system: a geometric process approach International Journal of Systems Science. Principles and Applications of Systems and Integration	2004-03-17	Paper
Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets Mathematics and Computers in Simulation	2002-09-03	Paper
Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets Mathematics and Computers in Simulation	2002-09-03	Paper
The Variance Ratio Test with Stable Paretian Errors Journal of Time Series Analysis	2002-08-05	Paper
A test for constant correlations in a multivariate GARCH model Journal of Econometrics	2001-09-17	Paper
No-cointegration test based on fractional differencing: Some Monte Carlo results Journal of Statistical Planning and Inference	2001-03-11	Paper
A Note on Diagnosing Multivariate Conditional Heteroscedasticity Models Journal of Time Series Analysis	2000-05-24	Paper
Testing for conditional heteroscedasticity: some monte carlo results Journal of Statistical Computation and Simulation	1997-01-01	Paper

Research outcomes over time

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