Artykuły udostępnione publicznie: - Ke ZhuWięcej informacji
Niedostępne w żadnym miejscu: 3
Model checks for nonlinear cointegrating regression
Q Wang, D Wu, K Zhu
Journal of Econometrics 207 (2), 261-284, 2018
Upoważnienia: Australian Research Council, National Natural Science Foundation of China …
Diagnostic checking for non-stationary ARMA models with an application to financial data
S Ling, K Zhu, CC Yee
The North American Journal of Economics and Finance 26, 624-639, 2013
Upoważnienia: Research Grants Council, Hong Kong
Testing and modelling for the structural change in covariance matrix time series with multiplicative form
F Jiang, D Li, WK Li, K Zhu
Statistica Sinica 33 (2), 787-818, 2023
Upoważnienia: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Dostępne w jakimś miejscu: 29
Bootstrapping the portmanteau tests in weak auto-regressive moving average models
K Zhu
Journal of the Royal Statistical Society, Series B 78 (2), 463-485, 2016
Upoważnienia: Chinese Academy of Sciences, National Natural Science Foundation of China
The ZD-GARCH model: A new way to study heteroscedasticity
D Li, X Zhang, K Zhu, S Ling
Journal of Econometrics 202 (1), 1-17, 2018
Upoważnienia: Chinese Academy of Sciences, National Natural Science Foundation of China …
LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises
K Zhu, S Ling
Journal of the American Statistical Association 110 (510), 784-794, 2015
Upoważnienia: Chinese Academy of Sciences, National Natural Science Foundation of China …
A bootstrapped spectral test for adequacy in weak ARMA models
K Zhu, WK Li
Journal of Econometrics 187 (1), 113-130, 2015
Upoważnienia: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Testing for the buffered autoregressive processes
K Zhu, PLH Yu, WK Li
Statistica Sinica 24 (2), 971-984, 2014
Upoważnienia: Research Grants Council, Hong Kong
Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates
K Zhu, WK Li, PLH Yu
Journal of Business & Economic Statistics 35 (4), 528-542, 2017
Upoważnienia: Chinese Academy of Sciences, National Natural Science Foundation of China …
Modeling normalcy-dominant ordinal time series: An application to air quality level
M Liu, F Zhu, K Zhu
Journal of Time Series Analysis 43 (3), 460-478, 2022
Upoważnienia: National Natural Science Foundation of China, Research Grants Council, Hong Kong
A new Pearson-type QMLE for conditionally heteroskedastic models
K Zhu, WK Li
Journal of Business & Economic Statistics 33 (4), 552-565, 2015
Upoważnienia: Chinese Academy of Sciences, National Natural Science Foundation of China …
Statistical inference for autoregressive models under heteroscedasticity of unknown form
K Zhu
Annals of Statistics 47 (6), 3185-3215, 2019
Upoważnienia: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations
M Chen, K Zhu
Journal of Econometrics 189 (2), 313-320, 2015
Upoważnienia: Chinese Academy of Sciences, National Natural Science Foundation of China
Testing for the martingale difference hypothesis in multivariate time series models
G Wang, K Zhu, X Shao
Journal of Business & Economic Statistics 40 (3), 980-994, 2022
Upoważnienia: US National Science Foundation, National Natural Science Foundation of China …
Time series models for realized covariance matrices based on the matrix-F distribution
J Zhou, F Jiang, K Zhu, WK Li
Statistica Sinica 32 (2), 755-786, 2022
Upoważnienia: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Non-standard inference for augmented double autoregressive models with null volatility coefficients
F Jiang, D Li, K Zhu
Journal of Econometrics 215 (1), 165-183, 2020
Upoważnienia: National Natural Science Foundation of China, Research Grants Council, Hong Kong
New HSIC-based tests for independence between two stationary multivariate time series
G Wang, WK Li, K Zhu
Statistica Sinica 31 (1), 269-300, 2021
Upoważnienia: National Natural Science Foundation of China, Research Grants Council, Hong Kong
How effective is the regional joint environmental policy in China? Evidence from inverse difference-in-differences
N Zhang, H Yu, K Zhu
Journal of Agricultural Biological and Environmental Statistics, 2024
Upoważnienia: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Model-based pricing for financial derivatives
K Zhu, S Ling
Journal of Econometrics 187 (2), 447-457, 2015
Upoważnienia: Chinese Academy of Sciences, National Natural Science Foundation of China …
Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedasticity model
F Jiang, D Li, K Zhu
Journal of Econometrics 224 (2), 306-329, 2021
Upoważnienia: National Natural Science Foundation of China, Research Grants Council, Hong Kong
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