The following pages link to Heung Wong (Q221736):
Displaying 43 items.
- Model checking for a general linear model with nonignorable missing covariates (Q511073) (← links)
- On two novel types of three-way decisions in three-way decision spaces (Q511663) (← links)
- On comparison of jump point detection for an exchange rate series (Q551714) (← links)
- A class of threshold autoregressive conditional heteroscedastic models (Q647171) (← links)
- Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593) (← links)
- Sequential variable sampling plan for normal distribution (Q818085) (← links)
- Inverse Wishart distributions based on singular elliptically contoured distributions (Q861002) (← links)
- Estimation for parameters of interest in random effects growth curve models (Q864271) (← links)
- Testing heteroscedasticity by wavelets in a nonparametric regression model (Q867776) (← links)
- Determination of embedded distributions (Q956929) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in partial linear models (Q961806) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models (Q1007470) (← links)
- Generalized likelihood ratio test for varying-coefficient models with different smoothing variables (Q1020117) (← links)
- Predictive inference for singular multivariate elliptically contoured distributions (Q1021843) (← links)
- Varying-coefficient single-index model (Q1023472) (← links)
- Testing coefficients of AR and bilinear time series models by a graphical approach (Q1042829) (← links)
- (Q1662854) (redirect page) (← links)
- On constrained estimation of graphical time series models (Q1662855) (← links)
- A GIC rule for assessing data transformation in regression (Q1770069) (← links)
- Fuzzy integral on credibility measure (Q1933415) (← links)
- Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
- Testing the significance of index parameters in varying-coefficient single-index models (Q2359483) (← links)
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates (Q2390454) (← links)
- Functional-coefficient partially linear regression model (Q2482616) (← links)
- Sufficient and admissible estimators in general multivariate linear model (Q2573519) (← links)
- Wavelets in probability and statistics -- a review on recent advances (Q2574479) (← links)
- Wavelet estimation of thresholds and time delay for a double-threshold autoregressive heteroscedastic time series model (Q2757115) (← links)
- Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity (Q2773191) (← links)
- Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models (Q2813883) (← links)
- A functional coefficient GARCH-M model (Q2816837) (← links)
- An Alternative GARCH-in-Mean Model: Structure and Estimation (Q2839046) (← links)
- Bayesian Time Series Analysis of Structural Changes in Level and Trend (Q2864675) (← links)
- Smoothing Spline Estimation for Partially Linear Single-index Models (Q3072424) (← links)
- Fuzzy Integral on Credibility Measure (Q3563200) (← links)
- On a multivariate conditional heteroscedastic model (Q4364848) (← links)
- (Q4469697) (← links)
- (Q4784097) (← links)
- Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
- (Q5398495) (← links)
- Mixed Portmanteau Tests for Time‐Series Models (Q5467618) (← links)
- Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989) (← links)
- Analysis of air quality time series of Hong Kong with graphical modeling (Q6179624) (← links)
- On a buffered threshold autoregressive stochastic volatility model (Q6580756) (← links)
