Browsing by Author rp00741

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TitleAuthor(s)Issue Date
2003
 
Rainfall data simulation by hidden Markov model and discrete wavelet transformation
Journal:Stochastic Environmental Research and Risk Assessment
2009
 
2002
 
1989
 
Score tests for hyperbolic GARCH models
Journal:Journal of Business and Economic Statistics
2011
 
Seemingly unrelated intervention time series model for effectiveness evaluation of large scale environmental remediation
Proceeding/Conference:International Conference on Deriving Environmental Quality Standards for the Protection of Aquatic Ecosystems, EQSPAE 2011
2011
 
2013
 
Self-Excited Threshold Poisson Autoregression
Journal:Journal of the American Statistical Association
2014
 
A simple multivariate ARCH model specified by random coefficients
Journal:Computational Statistics and Data Analysis
2006
 
2002
 
1995
 
A smoothed bootstrap test for independence based on mutual information
Journal:Computational Statistics and Data Analysis
2009
 
1991
 
Some recent developments on conditional variance models
Proceeding/Conference:Time Series Workshop of Department of Statistics, The University of Hong Kong
1994
 
2004
 
2010
 
A stochastic volatility model with Markov switching
Journal:Journal of Business and Economic Statistics
1998
 
2012
 
Test for homogeneity in gamma mixture models using likelihood ratio
Journal:Computational Statistics & Data Analysis
2014
 
2011