DOI10.1214/aos/1176349844zbMath0603.62032OpenAlexW1992258141MaRDI QIDQ1082737
Wing-Hung Wong
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349844
Non-causality in bivariate binary time series,
On the strong consistency of a solution to the likelihood equation,
Between data cleaning and inference: pre-averaging and robust estimators of the efficient price,
Partial likelihood process and asymptotic normality,
The Double Gaussian Approximation for High Frequency Data,
Two-stage approaches to the analysis of occupancy data I: the homogeneous case (analysis of occupancy data),
Local likelihood and local partial likelihood in hazard regression,
Modeling nonlinearities with mixtures-of-experts of time series models,
Count Time Series: A Methodological Review,
Cumulants and Bartlett Identities in Cox Regression,
Fifty years with the Cox proportional hazards regression model,
Log-linear Poisson autoregression,
Testing homogeneity over time of a parameter of a markov sequence,
A characterization of categorical Markov chains,
Dependency in multivariate Markov chains,
Phase-type mixture-of-experts regression for loss severities,
Comment: Diagnostics and kernel-based extensions for linear mixed effects models with endogenous covariates,
Time-varying Markov models for binary temperature series in agrorisk management,
Some recent progress in count time series,
Adjustment for Missingness Using Auxiliary Information in Semiparametric Regression,
Estimation for binary models generated by Gaussian autoregressive processes,
Penalized spline smoothing in multivariable survival models with varying coefficients,
Regression theory for categorical time series,
Beta autoregressive fractionally integrated moving average models,
Time Series Mixtures of GeneralizedtExperts: ML Estimation and an Application to Stock Return Density Forecasting,
Estimation in discrete parameter models,
Modelling nonlinear count time series with local mixtures of Poisson autoregressions,
A minimax approach to consistency and efficiency for estimating equations,
Inefficiency of inferences with the partial likelihood,
Prediction and classification of non-stationary categorical time series,
Bartlett identities and large deviations in likelihood theory,
Experience rating in the classic Markov chain life insurance setting,
Asymptotic efficient estimation in semiparametric nonlinear regression models,
Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures,
Cormack-Jolly-Seber model with environmental covariates: A P-spline approach
