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~subject:"Estimation theory"
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Estimation theory
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Chan, Ngai Hang
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Econometric theory
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ECONIS (ZBW)
21
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Time series with roots on or near the unit circle
Chan, Ngai Hang
- In:
Handbook of financial time series
,
(pp. 695-707)
.
2009
Persistent link: https://www.econbiz.de/10003834204
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2
Estimation and forecasting of long-memory processes with missing values
Palma, Wilfredo
- In:
Journal of forecasting
16
(
1997
)
6
,
pp. 395-410
Persistent link: https://www.econbiz.de/10001233089
Saved in:
3
On the first-order autoregressive process with infinite variance
Chan, Ngai Hang
- In:
Econometric theory
5
(
1989
)
3
,
pp. 354-362
Persistent link: https://www.econbiz.de/10001079351
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4
Empirical likelihood methods based on characteristic functions with applications to Lévy processes
Chan, Ngai Hang
;
Chen, Song Xi
;
Peng, Liang
;
Yu, Cindy L.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1621-1630
Persistent link: https://www.econbiz.de/10003993190
Saved in:
5
Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
Chan, Ngai Hang
;
Peng, Liang
;
Zhang, Dabao
- In:
Econometric theory
27
(
2011
)
1
,
pp. 154-177
Persistent link: https://www.econbiz.de/10009127139
Saved in:
6
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
Saved in:
7
Least squares estimators for nearly unstable processes for functionals of long-memory noises
Chan, Ngai Hang
;
Liu, Wei Wei
- In:
Risk and decision analysis
3
(
2012
)
4
,
pp. 239-246
Persistent link: https://www.econbiz.de/10009704609
Saved in:
8
Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan
;
Chan, Ngai Hang
;
Lian, Peng
- In:
Econometric theory
30
(
2014
)
2
,
pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
Saved in:
9
Toward a unified interval estimation of autoregressions
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
- In:
Econometric theory
28
(
2012
)
3
,
pp. 705-717
Persistent link: https://www.econbiz.de/10009545785
Saved in:
10
Estimation of long-memory time series models : a survey of different likelihood-based methods
Chan, Ngai Hang
;
Palma, Wilfredo
-
2006
Persistent link: https://www.econbiz.de/10003350086
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