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A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
Wu, Wei Biao
;
Shao, Xiaofeng
;
Anderson, T.W.
;
Andrews, …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 930-951
Persistent link: https://www.econbiz.de/10007762700
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2
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
Shao, Xiaofeng
;
Wu, Wei Biao
;
Baillie, R.T.
;
Chung, C.F.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 899-929
Persistent link: https://www.econbiz.de/10007762701
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3
Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao
;
Wu, Wei Biao
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 83-92
Persistent link: https://www.econbiz.de/10008311723
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4
Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao
;
Wu, Wei Biao
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10008883206
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5
UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
Wu, Wei Biao
- In:
Econometric theory
22
(
2006
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10006955266
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6
Local Linear Quantile Regression
Yu, Keming
;
Jones, M.C.
- In:
Journal of the American Statistical Association : JASA
93
(
1998
)
441
,
pp. 228-237
Persistent link: https://www.econbiz.de/10006629302
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7
Quantile regression: applications and current research areas
Yu, Keming
;
Lu, Zudi
;
Stander, Julian
- In:
The statistician : journal of the Institute of Statisticians
52
(
2003
)
3
,
pp. 331-350
Persistent link: https://www.econbiz.de/10005932854
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8
A kernel-based method for nonparametric estimation of variograms
Yu, Keming
;
Mateu, Jorge
;
Porcu, Emilio
- In:
Statistica Neerlandica : journal of the Netherlands …
61
(
2007
)
2
,
pp. 173-197
Persistent link: https://www.econbiz.de/10007723980
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9
A kernel-based method for nonparametric estimation of variograms
Yu, Keming
;
Mateu, Jorge
;
Porcu, Emilio
- In:
Statistica Neerlandica : journal of the Netherlands …
61
(
2007
)
2
,
pp. 173
Persistent link: https://www.econbiz.de/10007723981
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10
Bayesian analysis of a Tobit quantile regression model
Yu, Keming
;
Stander, Julian
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 260
Persistent link: https://www.econbiz.de/10007596834
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