朱复康科学研究

扫描手机二维码

欢迎您的访问
您是第位访客

最后更新时间 : ..

English | 手机版

!tvu.isPriviewMode()true showstate0
朱复康
!tvu.isPriviewMode()true showstate0
( 教授 ) 赞
!tvu.isPriviewMode()true showstate0
的个人主页 https://teachers.jlu.edu.cn/Zhufukang/zh_CN/index.htm

教授

科学研究当前位置: 中文主页 >> 科学研究

时间序列分析、金融计量经济学

More>>

Zhu, F. and Wang, D. (2008). Local estimation in AR models with nonparametric ARCH errors. Communications in Statistics-Theory and Methods, 37(10), 1591-1609. (SCI)
Zhu, F. and Wang, D. (2008). Estimation of parameters in the NLAR(p) model. Journal of Time Series Analysis, 29(4), 619-628. (SCI)
Zhu, F. and Wang, D. (2010). Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations. Computational Statistics and Data Analysis, 54(2), 496-508. (SCI)
Zhang, H., Wang, D. and Zhu, F. (2010). Inference for INAR(p) processes with signed generalized power series thinning operator. Journal of Statistical Planning and Inference, 140(3), 667-683. (SCI)
Zhu, F., Li, Q. and Wang, D. (2010). A mixture integer-valued ARCH model. Journal of Statistical Planning and Inference, 140(7), 2025-2036. (SCI)
Zhu, F. (2011). A negative binomial integer-valued GARCH model. Journal of Time Series Analysis, 32(1), 54-67. (SCI)

地址：吉林省长春市前进大街2699号
信息管理和技术维护：吉林大学大数据和网络管理中心
版权所有 2017 吉林大学吉ICP备06002985号-1