Author/Creator: Biao Wu, Wei - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Biao Wu, Wei

1. Asymptotic theory for QMLE for the real‐time GARCH(1, 1) model. (6th January 2021)

Authors:: Smetanina, Ekaterina; Biao Wu, Wei
Other Names:: Bradley Richard C. guestEditor.; Davis Richard A. guestEditor.; Politis Dimitris N. guestEditor.
Journal:: Journal of time series analysis
Issue:: Volume 42:Number 5/6(2021)
Page Start:: 752
Record Type:: Journal Article
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2. Long‐term prediction intervals with many covariates. (28th December 2021)

Authors:: Karmakar, Sayar; Chudý, Marek; Biao Wu, Wei
Journal:: Journal of time series analysis
Issue:: Volume 43:Number 4(2022)
Page Start:: 587
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗