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Year of publication
Subject
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Theorie 5 Theory 5 Time series analysis 4 Zeitreihenanalyse 4 Estimation 3 Estimation theory 3 Nonlinear time series 3 Schätztheorie 3 Schätzung 3 Stochastic process 3 Stochastischer Prozess 3 ARCH model 2 ARCH-Modell 2 Analysis 2 Girsanov's theorem 2 Interest rate 2 Interest rates 2 Mathematical analysis 2 Nichtlineare Regression 2 Nonlinear regression 2 Stochastic differential equation 2 Term structure 2 Yield curve 2 Zins 2 Zinsstruktur 2 Ausreißer 1 Bayes-Statistik 1 Bayesian inference 1 Correlation 1 Extreme value theory 1 Generalized Pareto distribution 1 Generalized information criterion 1 Infectious disease 1 Infektionskrankheit 1 Innovation diffusion 1 Innovationsdiffusion 1 Instantaneous correlation matrix 1 Korrelation 1 Linear approximation 1 Maximum likelihood estimation 1
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Online availability
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Undetermined 17 Free 1
Type of publication
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Article 25 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Arbeitspapier 1 Collection of articles of several authors 1 Lehrbuch 1 Sammelwerk 1 Textbook 1 Working Paper 1
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Language
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Undetermined 15 English 13
Author
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Chan, Kung-Sik 14 Chan, Kung-sik 11 Ahn, Kwang Woo 5 Bai, Ying 3 Chen, Kun 3 Kosoy, Michael 3 Stenseth, Nils Chr. 3 Su, Fei 3 Tsai, Henghsiu 3 Hansen, Bruce E. 2 Samia, Noelle I. 2 Timmermann, Allan 2 Tong, Howell 2 Ahn, Kwang 1 Chan, Kung‐Sik 1 Cryer, Jonathan D. 1 Dong, Hongbo 1 Goracci, Greta 1 Hansen, Elizabeth 1 Ho, Lop-Hing 1 Jarjour, Riad 1 KUNG‐SIK CHAN 1 Kung‐Sik Chan 1 LIU, HAI 1 Liu, Hai 1 Meng, Jin 1
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Institution
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Springer Science + Business Media LLC 1
Published in...
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Biometrika 4 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Econometric theory 2 Journal of econometrics 2 Journal of the American Statistical Association 2 Journal of the American Statistical Association : JASA 2 Annals of the Institute of Statistical Mathematics 1 Annals of the Institute of Statistical Mathematics : AISM 1 Computational Statistics & Data Analysis 1 Econometric Theory 1 Insurance 1 Journal of Statistical Software 1 Journal of Time Series Analysis 1 Journal of the Royal Statistical Society Series B 1 North American actuarial journal 1 Research reports / LSE 1 Scandinavian Journal of Statistics 1 Springer texts in statistics 1 Statistics & Probability Letters 1
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Source
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RePEc 13 ECONIS (ZBW) 11 OLC EcoSci 3 Other ZBW resources 1
Showing 1 - 10 of 28
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Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin; Chan, Kung-sik - In: Insurance 104 (2022), pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
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Dynamic conditional angular correlation
Jarjour, Riad; Chan, Kung-sik - In: Journal of econometrics 216 (2020) 1, pp. 137-150
Persistent link: https://www.econbiz.de/10012439656
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Testing for threshold diffusion
Su, Fei; Chan, Kung-sik - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 218-227
Persistent link: https://www.econbiz.de/10011704178
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Special issue on regime switching and threshold models
Chan, Kung-sik (ed.); Hansen, Bruce E. (ed.);  … - 2017
Persistent link: https://www.econbiz.de/10011704153
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Guest editors' introduction: regime switching and threshold models
Chan, Kung-sik; Hansen, Bruce E.; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 159-161
Persistent link: https://www.econbiz.de/10011704159
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Option pricing with threshold diffusion processes
Su, Fei; Chan, Kung-sik - In: North American actuarial journal 20 (2016) 2, pp. 133-141
Persistent link: https://www.econbiz.de/10011721363
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Quasi-likelihood estimation of a threshold diffusion process
Su, Fei; Chan, Kung-sik - In: Journal of econometrics 189 (2015) 2, pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
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On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
Chan, Kung‐Sik; Goracci, Greta - In: Journal of Time Series Analysis 40 (2018) 2, pp. 256-264
Persistent link: https://www.econbiz.de/10012094964
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Introducing COZIGAM: An R Package for Unconstrained and Constrained Zero-Inflated Generalized Additive Model Analysis
Liu, Hai; Chan, Kung-Sik - In: Journal of Statistical Software 35 (2010) i11
Zero-inflation problem is very common in ecological studies as well as other areas. Nonparametric regression with zero-inflated data may be studied via the zero-inflated generalized additive model (ZIGAM), which assumes that the zero-inflated responses come from a probabilistic mixture of zero...
Persistent link: https://www.econbiz.de/10009018350
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Bayesian inference with incomplete multinomial data : a problem in pathogen diversity
Ahn, Kwang Woo; Chan, Kung-sik; Bai, Ying; Kosoy, Michael - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 600-611
Persistent link: https://www.econbiz.de/10008736101
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