All Stories

  1. A New Pearson-Type QMLE for Conditionally Heteroscedastic Models

    Article • Journal of Business and Economic Statistics, October 2015, Taylor & Francis

    Wai Keung Li, Dr Ke Zhu

  2. Bootstrapping the portmanteau tests in weak auto-regressive moving average models

    Article • Journal of the Royal Statistical Society Series B (Statistical Methodology), April 2015, Wiley

    Dr Ke Zhu

  3. LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises

    Article • Journal of the American Statistical Association, April 2015, Taylor & Francis

    Dr Ke Zhu

  4. Comment

    Article • Journal of Business and Economic Statistics, April 2014, Taylor & Francis

    Dr Ke Zhu