Browsing by Author Heyde, C C
Showing results 13 to 29 of 29
Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models
Author(s) | Liu, Shuangzhe; Heyde, C C; Wong, Wing-Keung |
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Type | Journal article |
Date Published | 2011 |
Date Created | - |
On changes of measure in stochastic volatility models
Author(s) | Wong, Bernard; Heyde, C C |
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Type | Journal article |
Date Published | 2006 |
Date Created | - |
On estimation in conditional heteroskedastic time series models under non-normal distributions
Author(s) | Liu, Shuangzhe; Heyde, C C |
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Type | Journal article |
Date Published | 2006 |
Date Created | - |
On modes of long-range dependence
Author(s) | Heyde, C C |
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Type | Journal article |
Date Published | 2002 |
Date Created | - |
On the controversy over tailweight of distributions
Author(s) | Heyde, C C; Kou, S G |
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Type | Journal article |
Date Published | 2004 |
Date Created | - |
On the martingale property of stochastic exponentials
Author(s) | Wong, Bernard; Heyde, C C |
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Type | Journal article |
Date Published | 2004 |
Date Created | - |
On the Problem of Discriminating between the Tails of Distributions
Author(s) | Heyde, C C; Au, Khanhav |
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Type | Book chapter |
Date Published | 2006 |
Date Created | - |
Parametric estimation of stochastic processes with long-range dependence and intermittency
Author(s) | Gao, Jiangrui; Anh, Phan Thi Vang; Heyde, C C, et al |
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Type | Journal article |
Date Published | 2001 |
Date Created | - |
Prediction via estimating functions
Author(s) | Thavaneswaran, A; Heyde, C C |
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Type | Journal article |
Date Published | 1999 |
Date Created | - |
Scaling issues for risky asset modelling
Author(s) | Heyde, C C |
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Type | Journal article |
Date Published | 2009 |
Date Created | - |
Shifting paridigms in inference
Author(s) | Heyde, C C |
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Type | Conference paper |
Date Published | 2001 |
Date Created | May 10 2001 |
Some efficiency comparisons for estimators from quasi-likelihood and generalized estimating equations
Author(s) | Heyde, C C; Liu, Shuangzhe |
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Type | Book chapter |
Date Published | 2003 |
Date Created | - |
Special Issue on Long-Range Dependence
Author(s) | Anh, Phan Thi Vang; Heyde, C C |
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Type | Journal article |
Date Published | 1999 |
Date Created | - |
Statistical estimation of nonstationary Gaussian processes with long range dependence and intermittency
Author(s) | Heyde, C C; Gao, Jiangrui; Anh, Phan Thi Vang |
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Type | Journal article |
Date Published | 2002 |
Date Created | - |
Statistics in the State Universities: Beginnings and Establishment
Author(s) | Heyde, C C |
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Type | Conference paper |
Date Published | 2005 |
Date Created | April 5 2005 |
Stochastic models for fractal processes
Author(s) | Anh, Phan Thi Vang; Heyde, C C; Tieng, Quang |
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Type | Journal article |
Date Published | 1999 |
Date Created | - |
Student Processes
Author(s) | Heyde, C C; Leonenko, N N |
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Type | Journal article |
Date Published | 2005 |
Date Created | - |
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