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Yau, Chun Yip

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1.  
Likelihood Inference for Discriminating between Long‐Memory and Change‐Point Models | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 33, Issue 4, pp. 649-664, 2012
Accepted Paper Series
Yau, Chun Yip
affiliation not provided to SSRN
Davis, Richard A.
Columbia University
Posted:
15 Jun 12
1
(414,329)
 

2.  
Empirical Likelihood in Long‐Memory Time Series Models | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 33, Issue 2, pp. 269-275, 2012
Accepted Paper Series
Yau, Chun Yip
affiliation not provided to SSRN
Posted:
07 Mar 12
0
(424,247)
 


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