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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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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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3
Estimating the death rate of an emerging infections disease by time series analysis
Chan, Kung-sik
(
contributor
);
Tong, Howell
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003299203
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