The following pages link to Ngai Hang Chan (Q276931):
Displaying 50 items.
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- Artifactual unit root behavior of value at risk (VaR) (Q297153) (← links)
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- On the Bartlett correction of empirical likelihood for Gaussian long-memory time series (Q405371) (← links)
- On parameter estimation of threshold autoregressive models (Q411543) (← links)
- Residual-based test for fractional cointegration (Q498750) (← links)
- Correction to: Residual empirical processes for long and short memory time series (Q620570) (← links)
- Quantile inference for heteroscedastic regression models (Q630938) (← links)
- Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
- A note on asymptotic inference for FIGARCH\((p,d,q)\) models (Q647181) (← links)
- Mildly explosive autoregression with mixing innovations (Q684059) (← links)
- M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
- Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674) (← links)
- Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
- LASSO estimation of threshold autoregressive models (Q888321) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- On nonparametric local inference for density estimation (Q962279) (← links)
- Integrated functionals of normal and fractional processes (Q1009478) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- (Q1099563) (redirect page) (← links)
- Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564) (← links)
- Limiting distributions of least squares estimates of unstable autoregressive processes (Q1116576) (← links)
- Priors for unit root models (Q1126464) (← links)
- Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- State space modeling of long-memory processes (Q1807089) (← links)
- Inference for unstable long-memory processes with applications to fractional unit root autoregressions (Q1914264) (← links)
- Structural model of credit migration (Q1927128) (← links)
- Interval estimation of the tail index of a GARCH(1,1) model (Q1936534) (← links)
- Unified asymptotic theory for nearly unstable AR(\(p\)) processes (Q1940239) (← links)
- Statistical inference for non-stationary GARCH(\(p\),\(q\)) models (Q1952010) (← links)
- Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance (Q2023456) (← links)
- Optimal change-point estimation in time series (Q2054501) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- Inference for the degree distributions of preferential attachment networks with zero-degree nodes (Q2305987) (← links)
- Adaptive quantile regression with precise risk bounds (Q2361010) (← links)
- Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data (Q2415960) (← links)
- Efficient inference for nonlinear state space models: an automatic sample size selection rule (Q2419153) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
- Penalized Whittle likelihood for spatial data (Q2692930) (← links)
- Shrinkage estimation of mean-variance portfolio (Q2797873) (← links)
- Bartlett correction of empirical likelihood for non-Gaussian short-memory time series (Q2817310) (← links)
- Nonlinear error correction model and multiple-threshold cointegration (Q2828610) (← links)
- Handbook of financial risk management. Simulations and case studies (Q2852457) (← links)
- Empirical likelihood test for causality of bivariate AR(1) processes (Q2878812) (← links)
- Toward a unified interval estimation of autoregressions (Q2890711) (← links)
- Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (Q2968469) (← links)
