SU\G(𝔸)/K·U

An Hong

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All published works
Action Title Year Authors
+ Review of the Paper by Howell Tong and K. S. Lim: “Threshold Autoregression, Limit Cycles and Cyclical Data (with Discussion)” 2009 An Hong
+ MULTI-STEP PREDICTION FOR NONLINEAR AUTOREGRESSIVE MODELS BASED ON EMPIRICAL DISTRIBUTIONS 1999 Meihui Guo
Zhidong Bai
An Hong
+ A note on the ergodicity of non-linear autoregressive model 1997 An Hong
S.G. Chen
+ A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series 1997 Min Chen
An Hong
Common Coauthors
Coauthor Papers Together
S.G. Chen 1
Zhidong Bai 1
Min Chen 1
Meihui Guo 1
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat Probability Theory: Independence, Interchangeability, Martingales 1998 Robert Lund
Y. S. Chow
Henry Teicher
 1
+ Some advances in non‐linear and adaptive modelling in time‐series 1994 George C. Tiao
Ruey S. Tsay
 1
+ Small-Sample Properties of ARCH Estimators and Tests 1985 Robert F. Engle
David F. Hendry
D. Trumble
 1
+ ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON‐LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY 1994 W. K. Li
Tak K. Mak
 1
+ DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS 1983 A. Ian McLeod
W. K. Li
 1
+ A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series 1991 Cheng Bing
 1
+ On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations 1985 Kung‐Sik Chan
H. Tong
 1
+ PDF Chat Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model 1993 Kung‐Sik Chan
 1
+ On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling 1992 W. K. LI
 1
+ Statistical Analysis of Stationary Time Series. 1958 G. M. Jenkins
Ulf Grenander
Meg A. Rosenblatt
 1
+ THE HIGHER-ORDER MOMENTS OF A CLASS OF NONLINEAR AUTOREGRESSIVE MODEL WITH CONDITIONAL HETEROSCEDASTICITY 1998 Guo–Cheng Wu
M Chen
Jianxiong Li
 1
+ CONVERGENCE RATE OF SAMPLE AUTOCORRELATIONS AND AUTOCO-VARIANCES FOR STATIONARY TIME SERIES 1988 Dawei Huang
 1
+ Testing linearity in univariate, time series models 1988 Ritva Luukkonen
Pentti Saikkonen
Timo Teräsvirta
 1
+ PDF Chat Convergence of Probability Measures 1999 Patrick Billingsley
 1
+ Convergence of Probability Measures 1969 J. F. C. KingmĂĄn
P. Billingsley
 1