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Author ID: chan.kung-sik Recent zbMATH articles by "Chan, Kung-Sik"
Published as: Chan, Kung-Sik; Chan, K. S.; Chan, Kung-sik; Chan, Kunk-Sik; Chan, K.-S.
all top 5

Serials

9 Biometrika
8 Statistica Sinica
6 Journal of Time Series Analysis
5 Journal of the American Statistical Association
4 Journal of the Royal Statistical Society. Series B
3 Biometrics
3 Bernoulli
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 The Annals of Applied Statistics
3 Statistics and Its Interface
2 Advances in Applied Probability
2 Scandinavian Journal of Statistics
2 The Annals of Statistics
2 Automatica
2 Journal of Econometrics
2 Journal of Statistical Planning and Inference
2 Statistical Science
2 Science in China. Series A
2 Journal of Physics A: Mathematical and General
2 Stochastic Processes and their Applications
2 Journal of Agricultural, Biological, and Environmental Statistics
1 International Journal of Mechanical Sciences
1 International Journal of Solids and Structures
1 Annals of the Institute of Statistical Mathematics
1 Journal of Applied Probability
1 Insurance Mathematics & Economics
1 Statistics & Probability Letters
1 Probability Theory and Related Fields
1 IMA Journal of Mathematical Control and Information
1 Signal Processing
1 Applied Mathematical Modelling
1 Computational Statistics and Data Analysis
1 Advances in Computational Mathematics
1 Australian & New Zealand Journal of Statistics
1 Econometric Theory
1 JMMA. Journal of Mathematical Modelling and Algorithms
1 North American Actuarial Journal
1 Journal of Statistical Theory and Practice
1 Springer Series in Statistics
1 Springer Texts in Statistics

Publications by Year

Citations contained in zbMATH Open

68 Publications have been cited 829 times in 475 Documents Cited by Year
Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model. Zbl 0786.62089
Chan, K. S.
123
1993
Monte Carlo EM estimation for time series models involving counts. Zbl 0819.62069
Chan, K. S.; Ledolter, Johannes
73
1995
On estimating thresholds in autoregressive models. Zbl 0596.62085
Chan, K. S.; Tong, H.
69
1986
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056
Chan, K. S.; Tong, H.
67
1985
A multiple-threshold AR(1) model. Zbl 0579.62074
Chan, K. S.; Petruccelli, Joseph D.; Tong, H.; Woolford, Samuel W.
45
1985
Limiting properties of the least squares estimator of a continuous threshold autoregressive model. Zbl 0938.62089
Chan, K. S.; Tsay, Ruey S.
42
1998
Reduced rank regression via adaptive nuclear norm penalization. Zbl 1279.62115
Chen, Kun; Dong, Hongbo; Chan, Kung-Sik
26
2013
Testing for threshold autoregression. Zbl 0711.62074
Chan, K. S.
26
1990
On likelihood ratio tests for threshold autoregression. Zbl 0706.62078
Chan, K. S.; Tong, H.
22
1990
Chaos: A statistical perspective. Zbl 0977.62002
Chan, Kung-Sik; Tong, Howell
21
2001
Time series analysis. With applications in R. 2nd ed. Zbl 1137.62366
Cryer, Jonathan D.; Chan, Kung-Sik
20
2008
Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients. Zbl 0934.60052
Chan, K. S.; Stramer, O.
18
1998
Asymptotic behavior of the Gibbs sampler. Zbl 0779.62024
Chan, K. S.
13
1993
Temporal aggregation of stationary and nonstationary discrete-time processes. Zbl 1090.62098
Tsai, Henghsiu; Chan, K. S.
13
2005
A note on noisy chaos. Zbl 0825.93713
Chan, K. S.; Tong, H.
13
1994
Identification of an additive nonlinear system and its applications in generalized Hammerstein models. Zbl 1283.93286
Bai, Er-Wei; Chan, Kung-Sik
10
2008
A dynamic frailty model for multivariate survival data. Zbl 0890.62085
Yue, Huibin; Chan, K. S.
9
1997
Temporal aggregation of stationary and non-stationary continuous-time processes. Zbl 1092.62096
Tsai, Henghsiu; Chan, K. S.
9
2005
Strong consistency of the least squares estimator for a non-ergodic threshold autoregressive model. Zbl 0822.62073
Pham Dinh Tuan; Chan, K. S.; Tong, Howell
9
1991
Maximum likelihood estimation of linear continuous time long memory processes with discrete time data. Zbl 1101.62080
Tsai, Henghsiu; Chan, K. S.
9
2005
A note on time-reversibility of multivariate linear processes. Zbl 1152.62361
Chan, Kung-Sik; Ho, Lop-Hing; Tong, Howell
9
2006
On conditionally heteroscedastic AR models with thresholds. Zbl 1285.62103
Chan, Kung-Sik; Li, Dong; Ling, Shiqing; Tong, Howell
8
2014
Reduced rank stochastic regression with a sparse singular value decomposition. Zbl 1411.62182
Chen, Kun; Chan, Kung-Sik; Stenseth, Nils Chr.
8
2012
Percentage points of likelihood ratio tests for threshold autoregression. Zbl 0800.62540
Chan, K. S.
8
1991
A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Zbl 0617.62099
Chan, K. S.; Tong, H.
8
1987
Force at a point in the interior of a layered elastic half space. Zbl 0285.73003
Chan, K. S.; Karasudhi, P.; Lee, S. L.
8
1974
A note on non-negative continuous time processes. Zbl 1095.62111
Tsai, Henghsiu; Chan, K. S.
8
2005
A note on the geometric ergodicity of a Markov chain. Zbl 0674.60068
Chan, K. S.
8
1989
Inference of seasonal long-memory aggregate time series. Zbl 1329.62374
Chan, Kung-Sik; Tsai, Henghsiu
7
2012
Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection. Zbl 1257.93091
Kump, Paul; Bai, Er-Wei; Chan, Kung-Sik; Eichinger, Bill; Li, Kang
6
2012
A note on the covariance structure of a continuous-time ARMA process. Zbl 0952.62084
Tsai, Henghsiu; Chan, K. S.
6
2000
A note on certain integral equations associated with nonlinear time series analysis. Zbl 0579.45006
Chan, K. S.; Tong, H.
6
1986
A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan. Zbl 1142.62397
Samia, Noelle I.; Chan, Kung-Sik; Stenseth, Nils Chr.
6
2007
Maximum likelihood estimation of a generalized threshold stochastic regression model. Zbl 1215.62096
Samia, Noelle I.; Chan, Kung-Sik
6
2011
Subset ARMA selection via the adaptive Lasso. Zbl 05983892
Chen, Kun; Chan, Kung-Sik
6
2011
A note on inequality constraints in the GARCH model. Zbl 1284.62574
Tsai, Henghsiu; Chan, Kung-Sik
5
2008
Quasi-likelihood estimation of a threshold diffusion process. Zbl 1337.62207
Su, Fei; Chan, Kung-Sik
5
2015
Lattice PFBLMS: Fast covering structure for efficient implementation of frequency-domain adaptive filters. Zbl 1056.93626
Chan, K. S.; Farhang-Boroujeny, B.
4
1999
Bürmann expansion and test for additivity. Zbl 1036.62069
Chan, K. S.; Kristoffersen, A. B.; Stenseth, N. Chr.
4
2003
A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling. Zbl 1053.62009
Tsai, Henghsiu; Chan, K. S.
4
2003
Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach. Zbl 1176.62114
Chan, Kung-Sik; Tong, Howell; Stenseth, Nils Chr.
4
2009
A note on non-negative ARMA processes. Zbl 1165.62069
Tsai, Henghsiu; Chan, K. S.
4
2006
On the existence of the stationary and ergodic NEAR(p) model. Zbl 0675.62062
Chan, Kung-sik
4
1988
Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA). Zbl 1248.62215
Liu, Hai; Ma, Shuangge; Kronmal, Richard; Chan, Kung-Sik
3
2012
Nonparametric threshold model of zero-inflated spatio-temporal data with application to shifts in jellyfish distribution. Zbl 1306.62309
Liu, Hai; Ciannelli, Lorenzo; Decker, Mary Beth; Ladd, Carol; Chan, Kung-Sik
3
2011
Local polynomial and penalized trigonometric series regression. Zbl 06431828
Huang, Li-Shan; Chan, Kung-Sik
3
2014
Option pricing with threshold diffusion processes. Zbl 1414.91390
Su, Fei; Chan, Kung-Sik
3
2016
On the ergodicity of first-order threshold autoregressive moving-average processes. Zbl 1419.62222
Chan, Kung-sik; Goracci, Greta
3
2019
Generalized additive models for zero-inflated data with partial constraints. Zbl 1246.62109
Liu, Hai; Chan, Kung-Sik
3
2011
Testing for common structures in a panel of threshold models. Zbl 1109.62075
Chan, K. S.; Tong, H.; Stenseth, N. Chr.
3
2004
Testing for multimodality with dependent data. Zbl 1132.62345
Chan, K. S.; Tong, H.
3
2004
A note on the equivalence of two approaches for specifying a Markov process. Zbl 1002.60071
Chan, K.-S.; Tong, H.
2
2002
On the validity of the method of surrogate data. Zbl 0866.62056
Chan, Kung-Sik
2
1997
Free surface Navier-Stokes flows with simultaneous heat transfer and solidification/ melting. Zbl 0870.76060
Pericleous, K. A.; Cross, M.; Moran, G.; Chow, P.; Chan, K. S.
2
1996
Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter. Zbl 1471.62011
Ahn, Kwang Woo; Chan, Kung-Sik
2
2014
Elastic-viscoplastic finite-element analysis of a forging die. Zbl 0850.73330
Dexter, R. J.; Chan, K. S.; Couts, W. H.
2
1991
Inference of bivariate long-memory aggregate time series. Zbl 1382.62048
Tsai, Henghsiu; Rachinger, Heiko; Chan, Kung-Sik
2
2018
A note on the invertibility of nonlinear ARMA models. Zbl 1233.62154
Chan, Kung-Sik; Tong, Howell
2
2010
On the central limit theorem for an ergodic Markov chain. Zbl 0786.60022
Chan, K. S.
2
1993
Numerical simulation of flows encountered during mold-filling. Zbl 0835.76073
Chan, K. S.; Pericleous, K.; Cross, M.
2
1991
Asymptotic efficiency of the sample mean in Markov chain Monte Carlo schemes. Zbl 0855.62070
Yue, Huibin; Chan, K. S.
1
1996
A generalized linear model for repeated ordered categorical response data. Zbl 1017.62069
Chan, K. S.; Munoz-Hernandez, B.
1
2003
Testing for shielding of special nuclear weapon materials. Zbl 1454.62526
Chan, Kung-Sik; Li, Jinzheng; Eichinger, William; Bai, Erwei
1
2014
A note on rank reduction in sparse multivariate regression. Zbl 1420.62284
Chen, Kun; Chan, Kung-Sik
1
2016
Testing for nonlinearity with partially observed time series. Zbl 1037.62094
Tsai, Henghsiu; Chan, K. S.
1
2000
Multivariate reduced-rank nonlinear time series modeling. Zbl 1146.62346
Li, Ming-Chung; Chan, Kung-Sik
1
2007
Discussion of “Feature matching in time series modeling” by Y. Xia and H. Tong. Zbl 1426.62256
Chan, Kung-Sik; Tsay, Ruey S.
1
2011
Testing for measurement errors with discrete-time data sampled from a CARMA model. Zbl 05983895
Tsai, Henghsiu; Chan, Kung-Sik; Fayard, Patrick
1
2011
On the ergodicity of first-order threshold autoregressive moving-average processes. Zbl 1419.62222
Chan, Kung-sik; Goracci, Greta
3
2019
Inference of bivariate long-memory aggregate time series. Zbl 1382.62048
Tsai, Henghsiu; Rachinger, Heiko; Chan, Kung-Sik
2
2018
Option pricing with threshold diffusion processes. Zbl 1414.91390
Su, Fei; Chan, Kung-Sik
3
2016
A note on rank reduction in sparse multivariate regression. Zbl 1420.62284
Chen, Kun; Chan, Kung-Sik
1
2016
Quasi-likelihood estimation of a threshold diffusion process. Zbl 1337.62207
Su, Fei; Chan, Kung-Sik
5
2015
On conditionally heteroscedastic AR models with thresholds. Zbl 1285.62103
Chan, Kung-Sik; Li, Dong; Ling, Shiqing; Tong, Howell
8
2014
Local polynomial and penalized trigonometric series regression. Zbl 06431828
Huang, Li-Shan; Chan, Kung-Sik
3
2014
Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter. Zbl 1471.62011
Ahn, Kwang Woo; Chan, Kung-Sik
2
2014
Testing for shielding of special nuclear weapon materials. Zbl 1454.62526
Chan, Kung-Sik; Li, Jinzheng; Eichinger, William; Bai, Erwei
1
2014
Reduced rank regression via adaptive nuclear norm penalization. Zbl 1279.62115
Chen, Kun; Dong, Hongbo; Chan, Kung-Sik
26
2013
Reduced rank stochastic regression with a sparse singular value decomposition. Zbl 1411.62182
Chen, Kun; Chan, Kung-Sik; Stenseth, Nils Chr.
8
2012
Inference of seasonal long-memory aggregate time series. Zbl 1329.62374
Chan, Kung-Sik; Tsai, Henghsiu
7
2012
Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection. Zbl 1257.93091
Kump, Paul; Bai, Er-Wei; Chan, Kung-Sik; Eichinger, Bill; Li, Kang
6
2012
Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA). Zbl 1248.62215
Liu, Hai; Ma, Shuangge; Kronmal, Richard; Chan, Kung-Sik
3
2012
Maximum likelihood estimation of a generalized threshold stochastic regression model. Zbl 1215.62096
Samia, Noelle I.; Chan, Kung-Sik
6
2011
Subset ARMA selection via the adaptive Lasso. Zbl 05983892
Chen, Kun; Chan, Kung-Sik
6
2011
Nonparametric threshold model of zero-inflated spatio-temporal data with application to shifts in jellyfish distribution. Zbl 1306.62309
Liu, Hai; Ciannelli, Lorenzo; Decker, Mary Beth; Ladd, Carol; Chan, Kung-Sik
3
2011
Generalized additive models for zero-inflated data with partial constraints. Zbl 1246.62109
Liu, Hai; Chan, Kung-Sik
3
2011
Discussion of “Feature matching in time series modeling” by Y. Xia and H. Tong. Zbl 1426.62256
Chan, Kung-Sik; Tsay, Ruey S.
1
2011
Testing for measurement errors with discrete-time data sampled from a CARMA model. Zbl 05983895
Tsai, Henghsiu; Chan, Kung-Sik; Fayard, Patrick
1
2011
A note on the invertibility of nonlinear ARMA models. Zbl 1233.62154
Chan, Kung-Sik; Tong, Howell
2
2010
Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach. Zbl 1176.62114
Chan, Kung-Sik; Tong, Howell; Stenseth, Nils Chr.
4
2009
Time series analysis. With applications in R. 2nd ed. Zbl 1137.62366
Cryer, Jonathan D.; Chan, Kung-Sik
20
2008
Identification of an additive nonlinear system and its applications in generalized Hammerstein models. Zbl 1283.93286
Bai, Er-Wei; Chan, Kung-Sik
10
2008
A note on inequality constraints in the GARCH model. Zbl 1284.62574
Tsai, Henghsiu; Chan, Kung-Sik
5
2008
A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan. Zbl 1142.62397
Samia, Noelle I.; Chan, Kung-Sik; Stenseth, Nils Chr.
6
2007
Multivariate reduced-rank nonlinear time series modeling. Zbl 1146.62346
Li, Ming-Chung; Chan, Kung-Sik
1
2007
A note on time-reversibility of multivariate linear processes. Zbl 1152.62361
Chan, Kung-Sik; Ho, Lop-Hing; Tong, Howell
9
2006
A note on non-negative ARMA processes. Zbl 1165.62069
Tsai, Henghsiu; Chan, K. S.
4
2006
Temporal aggregation of stationary and nonstationary discrete-time processes. Zbl 1090.62098
Tsai, Henghsiu; Chan, K. S.
13
2005
Temporal aggregation of stationary and non-stationary continuous-time processes. Zbl 1092.62096
Tsai, Henghsiu; Chan, K. S.
9
2005
Maximum likelihood estimation of linear continuous time long memory processes with discrete time data. Zbl 1101.62080
Tsai, Henghsiu; Chan, K. S.
9
2005
A note on non-negative continuous time processes. Zbl 1095.62111
Tsai, Henghsiu; Chan, K. S.
8
2005
Testing for common structures in a panel of threshold models. Zbl 1109.62075
Chan, K. S.; Tong, H.; Stenseth, N. Chr.
3
2004
Testing for multimodality with dependent data. Zbl 1132.62345
Chan, K. S.; Tong, H.
3
2004
Bürmann expansion and test for additivity. Zbl 1036.62069
Chan, K. S.; Kristoffersen, A. B.; Stenseth, N. Chr.
4
2003
A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling. Zbl 1053.62009
Tsai, Henghsiu; Chan, K. S.
4
2003
A generalized linear model for repeated ordered categorical response data. Zbl 1017.62069
Chan, K. S.; Munoz-Hernandez, B.
1
2003
A note on the equivalence of two approaches for specifying a Markov process. Zbl 1002.60071
Chan, K.-S.; Tong, H.
2
2002
Chaos: A statistical perspective. Zbl 0977.62002
Chan, Kung-Sik; Tong, Howell
21
2001
A note on the covariance structure of a continuous-time ARMA process. Zbl 0952.62084
Tsai, Henghsiu; Chan, K. S.
6
2000
Testing for nonlinearity with partially observed time series. Zbl 1037.62094
Tsai, Henghsiu; Chan, K. S.
1
2000
Lattice PFBLMS: Fast covering structure for efficient implementation of frequency-domain adaptive filters. Zbl 1056.93626
Chan, K. S.; Farhang-Boroujeny, B.
4
1999
Limiting properties of the least squares estimator of a continuous threshold autoregressive model. Zbl 0938.62089
Chan, K. S.; Tsay, Ruey S.
42
1998
Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients. Zbl 0934.60052
Chan, K. S.; Stramer, O.
18
1998
A dynamic frailty model for multivariate survival data. Zbl 0890.62085
Yue, Huibin; Chan, K. S.
9
1997
On the validity of the method of surrogate data. Zbl 0866.62056
Chan, Kung-Sik
2
1997
Free surface Navier-Stokes flows with simultaneous heat transfer and solidification/ melting. Zbl 0870.76060
Pericleous, K. A.; Cross, M.; Moran, G.; Chow, P.; Chan, K. S.
2
1996
Asymptotic efficiency of the sample mean in Markov chain Monte Carlo schemes. Zbl 0855.62070
Yue, Huibin; Chan, K. S.
1
1996
Monte Carlo EM estimation for time series models involving counts. Zbl 0819.62069
Chan, K. S.; Ledolter, Johannes
73
1995
A note on noisy chaos. Zbl 0825.93713
Chan, K. S.; Tong, H.
13
1994
Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model. Zbl 0786.62089
Chan, K. S.
123
1993
Asymptotic behavior of the Gibbs sampler. Zbl 0779.62024
Chan, K. S.
13
1993
On the central limit theorem for an ergodic Markov chain. Zbl 0786.60022
Chan, K. S.
2
1993
Strong consistency of the least squares estimator for a non-ergodic threshold autoregressive model. Zbl 0822.62073
Pham Dinh Tuan; Chan, K. S.; Tong, Howell
9
1991
Percentage points of likelihood ratio tests for threshold autoregression. Zbl 0800.62540
Chan, K. S.
8
1991
Elastic-viscoplastic finite-element analysis of a forging die. Zbl 0850.73330
Dexter, R. J.; Chan, K. S.; Couts, W. H.
2
1991
Numerical simulation of flows encountered during mold-filling. Zbl 0835.76073
Chan, K. S.; Pericleous, K.; Cross, M.
2
1991
Testing for threshold autoregression. Zbl 0711.62074
Chan, K. S.
26
1990
On likelihood ratio tests for threshold autoregression. Zbl 0706.62078
Chan, K. S.; Tong, H.
22
1990
A note on the geometric ergodicity of a Markov chain. Zbl 0674.60068
Chan, K. S.
8
1989
On the existence of the stationary and ergodic NEAR(p) model. Zbl 0675.62062
Chan, Kung-sik
4
1988
A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Zbl 0617.62099
Chan, K. S.; Tong, H.
8
1987
On estimating thresholds in autoregressive models. Zbl 0596.62085
Chan, K. S.; Tong, H.
69
1986
A note on certain integral equations associated with nonlinear time series analysis. Zbl 0579.45006
Chan, K. S.; Tong, H.
6
1986
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056
Chan, K. S.; Tong, H.
67
1985
A multiple-threshold AR(1) model. Zbl 0579.62074
Chan, K. S.; Petruccelli, Joseph D.; Tong, H.; Woolford, Samuel W.
45
1985
Force at a point in the interior of a layered elastic half space. Zbl 0285.73003
Chan, K. S.; Karasudhi, P.; Lee, S. L.
8
1974
all top 5

Cited by 774 Authors

18 Chan, Kung-Sik
14 Tong, Howell
11 Ling, Shiqing
11 Seo, Myunghwan
9 Bai, Erwei
9 Tsai, Henghsiu
7 Kapetanios, George
7 Lee, Oesook
7 McAleer, Michael
7 Shin, Dongwan
6 Chen, Cathy W. S.
6 Li, Dong
6 Lian, Heng
6 Medeiros, Marcelo C.
5 Brockwell, Peter J.
5 Chen, Rong
5 Gourieroux, Christian
5 Politis, Dimitris Nicolas
5 Saikkonen, Pentti
5 Yu, Ping
4 Battaglia, Francesco Paolo
4 Chen, Kun
4 Cheng, Changming
4 Cline, Daren B. H.
4 Dey, Dipak Kumar
4 Hassler, Uwe
4 Kutoyants, Yury A.
4 Lee, Sangyeol
4 Lee, Sokbae
4 Massacci, Daniele
4 Meitz, Mika
4 Siu, Tak Kuen
4 Tsay, Ruey S.
4 Wang, Shouyang
4 Yu, Philip Leung Ho
3 Anděl, Jiří
3 Ding, Feng
3 Gerlach, Richard H.
3 Hansen, Bruce E.
3 Jasiak, Joann
3 Lindner, Alexander M.
3 Liu, Xiaoxia
3 Lu, Jian
3 Ma, Shuangge
3 Nur, Darfiana
3 Protopapas, Mattheos K.
3 Shin, Yongcheol
3 Shin, Youngki
3 Stasinakis, Charalampos
3 Stenseth, Nils Chr.
3 Su, Liangjun
3 Tjøstheim, Dag B.
3 Wu, Wei Biao
3 Zakoïan, Jean-Michel
3 Zhao, Weihua
3 Zhao, Wen-Xiao
2 Abry, Patrice
2 Alexander, Carol
2 Allal, Jelloul
2 Allen, David E.
2 Asai, Manabu
2 Bai, Zhi-Dong
2 Chan, Ngai Hang
2 Chan, Wai-Sum
2 Chen, Haiqiang
2 Chen, Hanfu
2 Coakley, Jerry
2 Conrad, Christian
2 Cook, Steven C.
2 Deng, Ying
2 Dette, Holger
2 Didier, Gustavo
2 Dueker, Michael J.
2 El Melhaoui, Saïd
2 Escot, Lorenzo
2 Ewing, Bradley T.
2 Francq, Christian
2 Fuertes, Ana-María
2 Gan, Min
2 Gao, Jiti
2 Guégan, Dominique
2 Guidolin, Massimo
2 Härdle, Wolfgang Karl
2 Harvill, Jane L.
2 Hidalgo, Javier
2 Hong, Yongmiao
2 Horváth, Lajos
2 Huang, Jianhua Z.
2 Huang, Li-Shan
2 Jiang, Qingtang
2 Koop, Gary
2 Koul, Hira Lal
2 Lanne, Markku
2 Lee, Chanho
2 Li, Kang
2 Li, Qunhua
2 Li, Wai Keung
2 Liao, Yuan
2 Linton, Oliver Bruce
2 Liu, Hai
...and 674 more Authors
all top 5

Cited in 120 Serials

67 Journal of Econometrics
26 Journal of Time Series Analysis
21 Journal of Statistical Planning and Inference
21 Computational Statistics and Data Analysis
18 Econometric Theory
16 Statistics & Probability Letters
13 Economics Letters
12 Communications in Statistics. Theory and Methods
11 Automatica
11 Journal of Multivariate Analysis
10 The Annals of Statistics
9 Annals of the Institute of Statistical Mathematics
9 Econometric Reviews
8 Journal of Statistical Computation and Simulation
7 Electronic Journal of Statistics
6 Scandinavian Journal of Statistics
6 Journal of Economic Dynamics & Control
6 Quantitative Finance
6 Statistical Methods and Applications
5 Annals of Operations Research
5 Journal of Applied Statistics
5 Statistics and Computing
4 Statistics
4 Communications in Statistics. Simulation and Computation
4 Stochastic Processes and their Applications
4 Statistica Sinica
4 Bernoulli
4 Journal of Nonparametric Statistics
4 Statistical Inference for Stochastic Processes
4 Statistical Methodology
4 Journal of Computational and Graphical Statistics
3 Biometrics
3 Journal of the American Statistical Association
3 Mathematics and Computers in Simulation
3 Statistical Science
3 Computational Statistics
3 European Journal of Operational Research
3 The Econometrics Journal
3 Methodology and Computing in Applied Probability
3 Advances in Difference Equations
3 Journal of Forecasting
3 Journal of Statistical Theory and Practice
3 The Annals of Applied Statistics
3 Science China. Mathematics
3 Journal of Agricultural, Biological, and Environmental Statistics
3 Journal of Time Series Econometrics
2 Advances in Applied Probability
2 Journal of the Franklin Institute
2 Physica A
2 Chaos, Solitons and Fractals
2 Journal of Applied Probability
2 Journal of Computational and Applied Mathematics
2 Kybernetika
2 Circuits, Systems, and Signal Processing
2 Science in China. Series A
2 The Annals of Applied Probability
2 Statistical Papers
2 Fractals
2 Mathematical Problems in Engineering
2 Journal of the Korean Statistical Society
2 AStA. Advances in Statistical Analysis
2 SIAM Journal on Financial Mathematics
2 Statistics Surveys
1 The Canadian Journal of Statistics
1 Inverse Problems
1 Journal of Mathematical Analysis and Applications
1 Metrika
1 Psychometrika
1 Bulletin of Mathematical Biology
1 Information Sciences
1 International Economic Review
1 Journal of Computer and System Sciences
1 Journal of Mathematical Economics
1 Journal of Optimization Theory and Applications
1 Metron
1 Insurance Mathematics & Economics
1 Applied Mathematics and Mechanics. (English Edition)
1 Revue de Statistique Appliquée
1 Acta Mathematicae Applicatae Sinica. English Series
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Journal of Scientific Computing
1 Neural Networks
1 International Journal of Adaptive Control and Signal Processing
1 Cybernetics and Systems Analysis
1 Computational Economics
1 Test
1 Open Economies Review
1 Mathematical Methods of Statistics
1 European Journal of Control
1 Journal of Vibration and Control
1 Nonlinear Dynamics
1 Journal of Inequalities and Applications
1 Chaos
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 International Journal of Theoretical and Applied Finance
1 Macroeconomic Dynamics
1 Communications in Nonlinear Science and Numerical Simulation
1 Applied Stochastic Models in Business and Industry
1 Discrete and Continuous Dynamical Systems. Series B
...and 20 more Serials

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