Q. Shao

University of Toledo

Assistant Professor

Mail Stop 119, HH 3000

Toledo, OH 43606

United States

SCHOLARLY PAPERS

5

DOWNLOADS

22

CITATIONS
Rank 36,273

SSRN RANKINGS

Top 36,273

in Total Papers Citations

5

Scholarly Papers (5)

1.

Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models

Journal of Time Series Analysis, Vol. 25, No. 3, pp. 359-372, May 2004
Number of pages: 14 Posted: 01 Jul 2004
Q. Shao and Robert Lund
University of Toledo and University of Georgia - Department of Statistics
Downloads 14 (480,728)
Citation 4
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Abstract:

Periodic series, PARMA model, autocovariances, partial autocorrelations, innovations algorithm, Durbin-Levinson algorithm

2.

Robust Estimation for Periodic Autoregressive Time Series

Journal of Time Series Analysis, Vol. 29, Issue 2, pp. 251-263, March 2008
Number of pages: 13 Posted: 29 Feb 2008
Q. Shao
University of Toledo
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Abstract:

3.

Autoregressive Coefficient Estimation in Nonparametric Analysis

Journal of Time Series Analysis, Vol. 32, Issue 6, pp. 587-597, 2011
Number of pages: 11 Posted: 13 Oct 2011
Q. Shao and L. J. Yang
University of Toledo and affiliation not provided to SSRN
Downloads 2 (541,415)
Citation 1
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Abstract:

Autoregressive time series, Yule‐Walker estimator, B‐splines, C14

4.

Efficient Estimation for Periodic Autoregressive Coefficients Via Residuals

Journal of Time Series Analysis, Vol. 35, Issue 4, pp. 378-389, 2014
Number of pages: 12 Posted: 24 Jun 2014
L. Tang and Q. Shao
University of Toledo - Department of Mathematics and University of Toledo
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Abstract:

periodic autoregressive time series, Yule–Walker estimator, B‐splines, oracle efficiency

5.

How Much is the Chinese Currency Undervalued? A Quantitative Estimation

China Economic Review, Vol. 15, No. 3, pp. 366-371, 2004
Posted: 13 Sep 2004
Gene Hsin Chang and Q. Shao
University of Toledo and University of Toledo

Abstract:

China, currency value, exchange rate, yuan, valuation, RMB