Fukang Zhu

Jilin University-Lambton College (JULC)

Changchun, Jilin Province 130012

China

SCHOLARLY PAPERS

4

DOWNLOADS

7

SSRN CITATIONS

1

CROSSREF CITATIONS

7

Scholarly Papers (4)

1.

A Negative Binomial Integer-Valued GARCH Model

Journal of Time Series Analysis, Vol. 32, Issue 1, pp. 54-67, 2010
Number of pages: 14 Posted: 19 Dec 2010
Fukang Zhu
Jilin University-Lambton College (JULC)
Downloads 3 (671,871)
Citation 1
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Count data, GARCH, negative binomial, observation-driven model, stationarity, time series

2.

Empirical Likelihood Inference for Random Coefficient INAR(P) Process

Journal of Time Series Analysis, Vol. 32, Issue 3, pp. 195-203, 2011
Number of pages: 9 Posted: 12 Apr 2011
Haixiang Zhang, Dehui Wang and Fukang Zhu
affiliation not provided to SSRN, Jilin University of China and Jilin University-Lambton College (JULC)
Downloads 2 (681,284)
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Models of count data, random coefficient, INAR process, empirical likelihood, asymptotic distribution

3.

Estimation of Parameters in the NLAR(p) Model

Journal of Time Series Analysis, Vol. 29, Issue 4, pp. 619-628, July 2008
Number of pages: 10 Posted: 19 Jun 2008
Fukang Zhu and Dehui Wang
Jilin University-Lambton College (JULC) and Jilin University of China
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4.

Inference for a Special Bilinear Time‐Series Model

Journal of Time Series Analysis, Vol. 36, Issue 1, pp. 61-66, 2015
Number of pages: 6 Posted: 30 Dec 2014
Shiqing Ling, Liang Peng and Fukang Zhu
Hong Kong University of Science & Technology (HKUST) - Department of Mathematics, Georgia State University - Risk Management & Insurance Department and Jilin University-Lambton College (JULC)
Downloads 0 (711,371)
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Asymptotic distribution, bilinear model, LSE, MLE. JEL. Primary C12