Huong Nguyen Thu

Generating author description...

All published works

Action	Title	Year	Authors
+	REMARKS ON DECAYING SOLUTIONS TO DISTRIBUTED ORDER DIFFERENTIAL EQUATIONS	2021	Huong Nguyen Thu Biet Nguyen Van
+	A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models	2019	Santiago Velilla Huong Nguyen Thu
+ PDF Chat	LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process	2018	Emmanuelle Clément Arnaud Gloter Huong Nguyen Thu
+	A goodness-of-fit test for VARMA( p, q ) models	2018	Santiago Velilla Huong Nguyen Thu
+ PDF Chat	Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process	2018	Emmanuelle Clément Arnaud Gloter Huong Nguyen Thu
+	Diagnostic Checks in Multiple Time Series Modelling	2017	Huong Nguyen Thu
+	On Multivariate Model Selection Involving Time Series of Environmental Kuznets Curve	2016	Huong Nguyen Thu
+	A note on the distribution of residual autocorrelations in VARMA(p,q) models	2015	Huong Nguyen Thu
+	On Multivariate Model Selection Involving Time Series of Environmental Kuznets curve	2015	Huong Nguyen Thu
+	Goodness-of-fit in Multivariate Time Series	2014	Huong Nguyen Thu
+	A new goodness-of-fit process for VARMA(p,q) models : construction and empirical properties	2013	Huong Nguyen Thu Santiago Velilla Cerdán
+	A basic goodness-of-fit process for VARMA(p,q) models	2011	Huong Nguyen Thu Santiago Velilla Cerdán

Common Coauthors

Coauthor	Papers Together
Santiago Velilla	2
Arnaud Gloter	2
Santiago Velilla Cerdán	2
Emmanuelle Clément	2
Biet Nguyen Van	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Distribution of Residual Autocorrelations in Multiple Autoregressive Schemes	1974	Ratnam V. Chitturi	5
+	Distribution of the Residual Autocorrelations in Multivariate Arma Time Series Models	1981	W. K. Li A. Ian McLeod	4
+	Vector linear time series models	1976	William Dunsmuir E. J. Hannan	3
+	Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models	1970	George E. P. Box David A. Pierce	3
+	Distribution of Multivariate White Noise Autocorrelations	1976	Ratnam V. Chitturi	3
+	Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models	1970	George E. P. Box David A. Pierce	3
+	Leave-<i>K</i>-Out Diagnostics for Time Series	1989	A. Gregory Bruce R. Douglas Martin	2
+ PDF Chat	A Powerful Portmanteau Test of Lack of Fit for Time Series	2002	Daniel Peña Julio Rodríguez	2
+	A goodness-of-fit process for ARMA models based on a modified residual autocorrelation sequence	2006	Andrés Ubierna Santiago Velilla	2
+ PDF Chat	On the existence of smooth densities for jump processes	1996	Jean Picard	2
+	Statistical Analysis of Stationary Time Series.	1958	G. M. Jenkins Ulf Grenander Meg A. Rosenblatt	2
+	A basic goodness-of-fit process for VARMA(p,q) models	2011	Huong Nguyen Thu Santiago Velilla Cerdán	2
+	Goodness-of-fit in Multivariate Time Series	2014	Huong Nguyen Thu	2
+ PDF Chat	Convergence of Probability Measures	1999	Patrick Billingsley	2
+	Asymptotic theory of extimation when the limit of the log - likelihood ratios is mixed normal	1980	Pratheepa Jeganathan	2
+ PDF Chat	Improved multivariate portmanteau test	2011	Esam Mahdi A. Ian McLeod	2
+	Malliavin calculus on the Wiener–Poisson space and its application to canonical SDE with jumps	2006	Yasushi Ishikawa Hiroshi Kunita	1
+	New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing	2012	Thomas J. Fisher Colin Gallagher	1
+	On the asymptotic distribution of residual autocovariances in VARX models with applications	2005	Pierre Duchesne	1
+ PDF Chat	The integral of a symmetric unimodal function over a symmetric convex set and some probability inequalities	1955	T. W. Anderson	1
+	Distributed-Order Fractional Kinetics	2004	Igor M. Sokolov Aleksei V. Chechkin J. Klafter	1
+	Consistent Testing for Serial Correlation of Unknown Form	1996	Yongmiao Hong	1
+ PDF Chat	The Euler scheme for Lévy driven stochastic differential equations: limit theorems	2004	Jean Jacod	1
+ PDF Chat	Local Asymptotic Mixed Normality Property for Elliptic Diffusion: A Malliavin Calculus Approach	2001	Emmanuel Gobet	1
+	Modeling high-frequency financial data by pure jump processes	2012	Bing‐Yi Jing Xinbing Kong Zhi Liu	1
+ PDF Chat	Fisher's Information for Discretely Sampled Lvy Processes	2008	Yacine At-Sahalia Jean Jacod	1
+	A proposal for a residual autocorrelation test in linear models	1994	Anna Clara Monti	1
+ PDF Chat	Distributed order calculus and equations of ultraslow diffusion	2007	Anatoly N. Kochubei	1
+ PDF Chat	On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling	2010	Reiichiro Kawai H. Masuda	1
+	Existence of densities for stable-like driven SDEʼs with Hölder continuous coefficients	2013	Arnaud Debussche Nicolas Fournier	1
+ PDF Chat	Absolute continuity for some one-dimensional processes	2010	Nicolas Fournier Jacques Printems	1
+ PDF Chat	Time Series: Theory and Methods	1992	Eric R. Ziegel Peter J. Brockwell Richard A. Davis	1
+ PDF Chat	Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling	2011	Reiichiro Kawai H. Masuda	1
+ PDF Chat	A characterization of limiting distributions of regular estimates	1970	Jaroslav H�jek	1
+ PDF Chat	A Generalized Portmanteau Test For Independence Of Two Infinite‐Order Vector Autoregressive Series	2006	Chafik Bouhaddioui Roch Roy	1
+	On weak uniqueness and distributional properties of a solution to an SDE with $\alpha$-stable noise	2015	Alexei Kulik	1
+	Probability and Stochastics	2011	Erhan Çınlar	1
+	Fractional Differential Equations - An Introduction to Fractional Derivatives, Fractional Differential Equations, to Methods of their Solution and some of their Applications	1999		1
+	Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques	2015	Nicolas Bouleau Laurent Denis	1
+	A note on the distribution of residual autocorrelations in VARMA(p,q) models	2015	Huong Nguyen Thu	1
+ PDF Chat	LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process	2018	Emmanuelle Clément Arnaud Gloter Huong Nguyen Thu	1
+ PDF Chat	Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process	2018	Emmanuelle Clément Arnaud Gloter Huong Nguyen Thu	1
+	Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes	2015	Nicolas Bouleau Laurent Denis	1
+	A goodness-of-fit test for VARMA( p, q ) models	2018	Santiago Velilla Huong Nguyen Thu	1
+	Propriété LAN pour les diffusions ergodiques avec observations discrètes	2002	Emmanuel Gobet	1
+	Generalized Multivariate Analysis	1990	K.-T. Fang Yao-Ting Zhang	1
+ PDF Chat	Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process	2018	H. Masuda	1
+	Regularity and stability analysis for a class of semilinear nonlocal differential equations in Hilbert spaces	2019	Tran Dinh Ke Nguyen Nhu Thang Lam Tran Phuong Thuy	1
+	On asymptotic properties of solutions to fractional differential equations	2019	Nguyen Dinh Cong Hoang The Tuan Hieu Trinh	1
+	Equivalent Forms of the Multivariate Portmanteau Statistic	1981	J. R. M. Hosking	1