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Testing serial correlations in high-dimensional time series via extreme value theory
Tsay, Ruey S. - In: Journal of econometrics 216 (2020) 1, pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
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High dimensional dynamic stochastic copula models
Creal, Drew; Tsay, Ruey S. - In: Journal of econometrics 189 (2015) 2, pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
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A nonlinear autoregressive conditional duration model with applications to financial transaction
Zhang, Michael Yuanjie; Russel, Jeffrey R.; Tsay, Ruey S. - In: Journal of econometrics 104 (2001) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001589535
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Introduction of the annals issue : statistical learning for dependent data : a celebration of the 85th birthday of Professor George C. Tiao
Chen, Rong; Tsay, Ruey S. - In: Journal of econometrics 216 (2020) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012439633
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Annals issue in honor of George Tiao : statistical learning for dependent data
Chen, Rong (ed.); Tsay, Ruey S. (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012439725
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Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas; McCulloch, Robert E.; Tsay, Ruey S. - In: Journal of econometrics 230 (2022) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
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A nonlinear autoregressive conditional duration model with applications to financial transaction data
Zhang, Michael Yuanjie; Russell, Jeffrey R.; Tsay, Ruey S. - In: Journal of econometrics 104 (2001) 1, pp. 179
Persistent link: https://www.econbiz.de/10006774037