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Your search keyword '"WEI BIAO WU"' showing total 2 results
Start Over Author "WEI BIAO WU" Publication Year Range Last 10 years Journal journal of time series analysis
2 results on '"WEI BIAO WU"'

1. Long‐term prediction intervals with many covariates

Author

Sayar Karmakar, Marek Chudý, and Wei Biao Wu

Subjects
Statistics and Probability, Heavy-tailed distribution, Applied Mathematics, Statistics, Covariate, Statistics, Probability and Uncertainty, Long-term prediction, Mathematics
Published
2021

2. Asymptotic theory for QMLE for the real‐time GARCH(1,1) model

Author

Wei Biao Wu and Ekaterina Smetanina

Subjects
Statistics and Probability, Asymptotic analysis, Applied Mathematics, Autoregressive conditional heteroskedasticity, Applied mathematics, Statistics, Probability and Uncertainty, Mathematics
Published
2021

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