1. A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula‐Based TAR Approach. (15th August 2016) Authors: Wong, Shiu Fung; Tong, Howell; Siu, Tak Kuen; Lu, Zudi Other Names: Subba Rao Tata guestEditor.; Tunnicliffe Wilson Granville guestEditor. Journal: Journal of time series analysis Issue: Volume 38:Number 2(2017:Mar.) Page Start: 243 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Analysis of air quality time series of Hong Kong with graphical modeling. Issue 3 (1st March 2016) Authors: Hu, Fei; Lu, Zudi; Wong, Heung; Yuen, Tsz P. Journal: Environmetrics Issue: Volume 27:Issue 3(2016:May) Page Start: 169 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Coordination in a Single-Retailer Two-Supplier Supply Chain under Random Demand and Random Supply with Disruption. (24th February 2013) Authors: Hu, Fei; Lim, Cheng-Chew; Lu, Zudi; Sun, Xiaochen Other Names: Li Xiang Academic Editor. Journal: Discrete dynamics in nature and society Issue: Volume 2013(2013) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting. (25th June 2013) Authors: Gerlach, Richard; Lu, Zudi; Huang, Hai Journal: Journal of forecasting Issue: Volume 32:Number 6(2013:Sep.) Page Start: 534 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Hidden Markov Models for Time Series: An Introduction Using R, 2nd Edition, by Walter Zucchini, Iain L. Macdonald, and Roland Langrock. Monographs on Statistics and Applied Probability 150, Published by CRC Press, 2016. Total number of pages: 28+370. ISBN: 978‐1‐4822‐5383‐2 (Hardback). (20th September 2017) Authors: Lu, Zudi Journal: Journal of time series analysis Issue: Volume 39:Number 1(2018) Page Start: 105 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Modeling the Variance of Return Intervals Toward Volatility Prediction. (15th December 2019) Authors: Sun, Yan; Lian, Guanghua; Lu, Zudi; Loveland, Jennifer; Blackhurst, Isaac Journal: Journal of time series analysis Issue: Volume 41:Number 4(2020) Page Start: 492 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. On a Semiparametric Data‐Driven Nonlinear Model with Penalized Spatio‐Temporal Lag Interactions. (18th December 2018) Authors: Al‐Sulami, Dawlah; Jiang, Zhenyu; Lu, Zudi; Zhu, Jun Other Names: Wikle Christopher K. guestEditor.; Holan Scott H. guestEditor. Journal: Journal of time series analysis Issue: Volume 40:Number 3(2019) Page Start: 327 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. On bandwidth choice for spatial data density estimation. (21st April 2020) Authors: Jiang, Zhenyu; Ling, Nengxiang; Lu, Zudi; Tj⊘stheim, Dag; Zhang, Qiang Journal: Journal of the Royal Statistical Society Issue: Volume 82:Number 3(2020) Page Start: 817 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Probability density and stochastic stability for the coupled Van der Pol oscillator system. Issue 1 (1st January 2018) Authors: Li, Shenghong; Zhu, Quanxin Editors: Lu, Zudi Journal: Cogent mathematics & statistics Issue: Volume 5:Issue 1(2018) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Semiparametric estimation in the optimal dividend barrier for the classical risk model. Issue 9 (21st October 2018) Authors: Shiraishi, Hiroshi; Lu, Zudi Journal: Scandinavian actuarial journal Issue: Volume 2018:Issue 9(2018) Page Start: 845 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗