Keywords in Publications
keywordsNo. of Authors
buffered threshold model 3
garch model 3
qmle 3
threshold model 3
absolute residual autocorrelation 2
arfima 2
asymptotic distribution 2
asymptotic distributions 2
asymptotic normality 2
asymptotic properties 2
auto-regressive integrated moving average 2
autoregression 2
autoregressive conditional duration model 2
autoregressive moving average model 2
bootstrap method 2
climate change 2
conditional heteroscedasticity 2
conditional means 2
conditional quantile estimation 2
cultural dynamics 2
diagnostic checking 2
europe 2
garch 2
gaussian process 2
heavy tail 2
heteroscedasticity. 2
human ecological-socio-economic conditions 2
hyperbolic decay 2
hyperbolic garch model 2
hysteretic model 2
least absolute deviation 2
likelihood ratio test 2
local least absolute deviation estimator 2
long memory 2
long-range dependence 2
ma-garch model 2
model diagnostic checking 2
quasilikelihood ratio test 2
residual autocorrelation 2
resilience 2
squared residual autocorrelation 2
threshold ma-garch model 2
time series analysis. 2
volatility 2
weibull distribution 2
arch 1
autoregression with exogenous variables 1
bilinear model 1
chinese history 1
conditional quantile 1
decreased rainfall 1
exchangeable weights 1
garch models 1
generalized auto-regressive conditional heteroscedasticity 1
generalized bootstrap 1
high dimensional data 1
historical china 1
hypothesis test 1
ideal free distribution 1
lack of fit 1
lad estimator 1
lasso 1
m-estimation 1
matrix factorization 1
matrix recovery 1
maximum likelihood estimation 1
non-linear time series 1
northwesterly migration of agriculturalists 1
one belt and one road initiative 1
oracle estimator 1
paleoclimate archive 1
quantile regression 1
redistribution 1
regression model with autoregressive errors 1
robustness 1
stationary solution 1
statistical foundation 1
two-sample test 1
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Co-Investigators
InvestigatorsNo. of Grants
li, wai keung 1
yu, philip leung ho 1
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