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Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng; Shi, Peng; Zhang, Zhengjun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
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A generalized beta copula with applications in modeling multivariate long-tailed data
Yang, Xipei; Frees, Edward W.; Zhang, Zhengjun - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 265-284
Persistent link: https://www.econbiz.de/10009241946
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Max-linear competing factor models
Cui, Qiurong; Zhang, Zhengjun - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 62-74
Persistent link: https://www.econbiz.de/10011894393
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Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun; Zhu, Bin - In: Journal of econometrics 194 (2016) 2, pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
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Max-linear regression models with regularization
Cui, Qiurong; Xu, Yuqing; Zhang, Zhengjun; Chan, Vincent - In: Journal of econometrics 222 (2021) 1,3, pp. 579-600
Persistent link: https://www.econbiz.de/10012619747
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Welfare calculations in discrete choice settings : an exploratory analysis of error term correlation with finite populations
Zhao, Yong; Kockelman, Kara; Karlström, Anders - In: Transport policy : a journal of the World Conference on … 19 (2012) 1, pp. 76-84
Persistent link: https://www.econbiz.de/10009486097