Yan-Xia Lin

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Moment-based density estimation of confidential micro-data: a computational statistics approach	2023-06-09	Paper
The vulnerability of multiplicative noise protection to correlation-attacks on continuous microdata	2021-05-03	Paper
Unit root tests for ESTAR models	2019-08-27	Paper
https://portal.mardi4nfdi.de/entity/Q5256008	2015-06-22	Paper
https://portal.mardi4nfdi.de/entity/Q5173038	2015-02-06	Paper
Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models	2012-09-15	Paper
https://portal.mardi4nfdi.de/entity/Q3107475	2011-12-24	Paper
Asymptotic Quasi-Likelihood Based on Kernel Smoothing for Multivariate Heteroschedastic Models with Correlation	2011-12-19	Paper
Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique	2011-05-31	Paper
Fitting probability forecasting models by scoring rules and maximum likelihood	2011-03-08	Paper
Loss protection in pairs trading through minimum profit bounds: A cointegration approach	2008-11-20	Paper
Progress in Cryptology - INDOCRYPT 2003	2007-11-29	Paper
Analysis of experiments using the asymptotic quasi-likelihood approach	2007-09-11	Paper
An alternative derivation of the Kalman filter using the quasi-likelihood method	2007-05-15	Paper
Estimating from cross-sectional categorical data subject to misclassification and double sampling: moment-based, maximum likelihood and quasi-likelihood approaches	2006-05-29	Paper
Advances in Computer Science - ASIAN 2004. Higher-Level Decision Making	2005-08-17	Paper
Restricted quasi-score estimating functions for sample survey data	2004-10-25	Paper
A case study of the residual-based cointegration procedure	2004-05-27	Paper
The effects of \(I(1)\) series on cointegration inference	2004-03-25	Paper
Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence	2004-03-25	Paper
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS	2004-02-11	Paper
Strong approximation for long memory processes with applications	2003-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q4805818	2003-06-09	Paper
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS	2003-05-18	Paper
Asymptotics for moving average processes with dependent innovations	2002-10-23	Paper
Criteria for estimating the variance function used in the asymptotic quasi-likelihood approach	2002-01-08	Paper
https://portal.mardi4nfdi.de/entity/Q4501510	2000-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q4492751	2000-07-18	Paper
Convergence to Normality of the Asymptotic Quasi-Score Function on a Linear Model	2000-07-09	Paper
A New Kind of Asymptotic Quasi‐Score Estimating Function	2000-05-24	Paper
Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method	2000-02-21	Paper
A practical procedure for estimation of linear models via asymptotic quasi-likelihood	2000-02-17	Paper
A quasi-likelihood method for fractal-dimension estimation	1999-11-16	Paper
An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns	1999-10-25	Paper
On spaces of estimating functions	1999-10-04	Paper
Consistency of the Asymptotic Quasi-Likelihood Estimate on Linear Models	1998-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q3843107	1998-08-24	Paper
THE RELATIONSHIP BETWEEN QUASI‐SCORE AND LOCALLY E‐SUFFICIENT ESTIMATING FUNCTIONS	1995-10-10	Paper
On the strong law of large numbers of multivariate martingales with random norming	1995-07-16	Paper
Optimal estimating functions and wedderburn's quasi-likelihood	1994-01-31	Paper
ON QUASI-LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS	1993-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q4027355	1993-02-21	Paper
https://portal.mardi4nfdi.de/entity/Q3723432	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5185786	1985-01-01	Paper

Research outcomes over time

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