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publications

(98)   

• On the distribution and conditional heteroscedasticity in Taiwan stock prices
  Bing-Huei Lin and Shih-Kuo Yeh Journal of Multinational Financial Management10(3-4):367--395Dec2000.
  to (GARCH) Generalized autoregressive conditional heteroscedasticity by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• The sources of macroeconomic fluctuations in oil exporting countries: A comparative study
  Mohsen Mehrara and Kamran Niki Oskoui Economic Modelling24(3):365--379May2007.
  to Structural autoregressive model vector by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Enhancement of speech in additive, locally stationary and colored noise, using linear prediction
  FatosT. Yarman-Vural Signal Processing20(3):211--217Jul1990.
  to Autoregressive model by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Measures of Bayesian learning and identifiability in hierarchical models
  Yang Xie and Bradley P. Carlin Journal of Statistical Planning and Inference136(10):3458--3477Oct2006.
  to (CAR) Conditionally autoregressive model by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A numerical algorithm for stable 2D autoregressive filter design
  Hugo J. Woerdeman and Jeffrey S. Geronimo and Glaysar Castro Signal Processing83(6):1299--1308Jun2003.
  to Autoregressive filter by smicha and 1 other person on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• General saddlepoint approximations in the bootstrap
  Suojin Wang Statistics \& Probability Letters13(1):61--66Jan1992.
  to Autoregressive model by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A nonparametric goodness-of-fit test for a class of parametric autoregressive models
  Joseph Ngatchou Wandji Journal of Statistical Planning and Inference71(1-2):57--74Aug1998.
  to Autoregressive models by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Minimum distance estimation for random coefficient autoregressive models
  V. Swaminathan and U. V. Naik-Nimbalkar Statistics \& Probability Letters34(4):313--322Jun1997.
  to Random autoregressive coefficient models by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Efficient covariance ladder algorithms for finite arithmetic applications
  Peter Strobach Signal Processing13(1):29--70Jul1987.
  to Autoregressive modeling by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Weighted Dickey-Fuller processes for detecting stationarity
  Ansgar Steland Journal of Statistical Planning and Inference137(12):4011--4030Dec2007.
  to Autoregressive root unit by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX