A Skellam GARCH model
- 期刊名称Brazilian Journal of Probability and Statistics
- 作者Alomani, Ghadah A.; Alzaid, Abdulhamid A.; Omair, Maha A.
- 卷第32卷
- 期第1期
- 印刷ISSN0103-0752
- 文件大小582.09KB
- 发表时间2018-02
- DOI10.1214/16-BJPS338
- 页码200-214
Scaffold metamaterial and its application as strain sensorWu, Wei; Ren, Mengxin; Pi, Biao; Wu, Yang; Cai, Wei; Xu, Jingjun · Applied Physics Letters · 2015
COVARIANCES ESTIMATION FOR LONG-MEMORY PROCESSESWEI BIAO WU, YINXIAO HUANG and WEI ZHENG · Advances in Applied Probability · 2010
Covariances estimation for long-memory processesWu, Wei Biao; Huang, Yinxiao; Zheng, Wei · Advances in Applied Probability · 2010
Covariances Estimation for Long-Memory ProcessesWu, Wei Biao; Huang, Yinxiao; Zheng, Wei · Advances in Applied Probability · 2010
Displacement sensor based on plasmonic slot metamaterialsWu, Wei; Ren, Mengxin; Pi, Biao; Cai, Wei; Xu, Jingjun · Applied Physics Letters · 2016
Mass transport following impulsive optical excitationWei, Tai-Huei; Wang, Chi-Chen; Wu, Tzung-Tao; Chen, Chen-Wei; Li, Xin-Biao; Huang, Tzer-Hsiang; Yang, Sidney; Wei, Tai-Ying · The Journal of Chemical Physics · 2004
On linear processes with dependent innovationsWei Biao Wu; Wanli Min · 2005
Inference of trends in time seriesWei Biao Wu; Zhibiao Zhao · 2007
Ordered Linear SmoothersAlois Kneip · The Annals of Statistics · 1994
Stochastic Complexity and ModelingJorma Rissanen · The Annals of Statistics · 1986
On the Axioms of Information TheoryP. M. Lee · The Annals of Mathematical Statistics · 1964
Slice SamplingRadford M. Neal · The Annals of Statistics · 2003
Generalized Poisson DistributionF. E. Satterthwaite · The Annals of Mathematical Statistics · 1942
On Information and SufficiencyS. Kullback and R. A. Leibler · The Annals of Mathematical Statistics · 1951
A Characterization of the Normal DistributionEugene Lukacs · The Annals of Mathematical Statistics · 1942
A Characterization of the Gamma DistributionEugene Lukacs · The Annals of Mathematical Statistics · 1955