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~isPartOf:"The Canadian journal of economics"
~isPartOf:"Working paper"
~person:"Yu, Jun"
~subject:"Time series analysis"
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Time series analysis
Zeitreihenanalyse
5
Estimation theory
4
Schätztheorie
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Stochastic process
4
Stochastischer Prozess
4
Long memory
3
Statistical test
3
Statistischer Test
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Yu, Jun
McAleer, Michael
20
Kapetanios, George
15
Escribano, Álvaro
9
Blazsek, Szabolcs
8
Caporin, Massimiliano
6
Giraitis, Liudas
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Piger, Jeremy Max
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Chang, Chia-Lin
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Österholm, Pär
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Oxley, Les
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Psaradakis, Zacharias G.
3
Asai, Manabu
2
Ayala, Astrid
2
Bailey, Natalia
2
Carriero, Andrea
2
Cascio, Iolanda Lo
2
Chan, Felix
2
Dalla, Violetta
2
Gonzalo, Jesús
2
Guo, Hui
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Javed, Farrukh
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Karlsson, Sune
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Kim, Chang-jin
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Marcellino, Massimiliano
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Owyang, Michael T.
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Pollock, David Stephen G.
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Poon, Aubrey
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Roengchai Tansuchat
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The Canadian journal of economics
Working paper
Cowles Foundation discussion paper
5
Economics letters
2
Quantitative economics : QE ; journal of the Econometric Society
2
Annals of economics and finance
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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ECONIS (ZBW)
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
4
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542210
Saved in:
5
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Zhang, Chen
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542217
Saved in:
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