Browse by Journal or other publication
Number of items: 3.
2024
Pan, Yue and Pan, Jiazhu (2024) Threshold network GARCH model. Journal of Time Series Analysis, 45 (6). 910–930. ISSN 0143-9782
2023
Li, Xiaoyan and Pan, Jiazhu and Song, Anchao (2023) Geometric ergodicity and conditional self-weighted M-estimator of a GRCAR(p) model with heavy‐tailed errors. Journal of Time Series Analysis, 44 (4). pp. 418-436. ISSN 0143-9782
2010
Xia, Qing and Pan, Jiazhu and Zhang, Zhiqiang and Liu, Jinshan (2010) A Bayesian nonlinearity test for threshold moving average models. Journal of Time Series Analysis, 31 (5). pp. 329-336.