Yu-Pin Hu
From MaRDI portal
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 |
|---|---|---|
| Principal Volatility Component Analysis Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Rejoinder Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| On the reduced-rank model with leading index Statistical Modelling | 2019-09-10 | Paper |
| Forecasting volatility with many predictors Journal of Forecasting | 2018-10-11 | Paper |
| A new approach for analyzing panel AR(1) series with application to the unit root test | 2015-09-21 | Paper |
| Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model Communications in Statistics: Theory and Methods | 2011-06-10 | Paper |
| Robustness comparison of the Peña-Box model and the factor model to extract useful predictors Communications in Statistics: Theory and Methods | 2011-06-10 | Paper |
| On The Peña–Box Model Journal of Time Series Analysis | 2005-05-20 | Paper |
| Extremes of Some Sub-Sampled Time Series Journal of Time Series Analysis | 2004-03-16 | Paper |
Research outcomes over time
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