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Generalized ARMA models with martingale difference errors
Zheng, Tingguo; Xiao, Han; Chen, Rong - In: Journal of econometrics 189 (2015) 2, pp. 492-506
Persistent link: https://www.econbiz.de/10011504639
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Autoregressive models for matrix-valued time series
Chen, Rong; Xiao, Han; Yang, Dan - In: Journal of econometrics 222 (2021) 1,2, pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
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Convolutional autoregressive models for functional time series
Liu, Xialu; Xiao, Han; Chen, Rong - In: Journal of econometrics 194 (2016) 2, pp. 263-282
Persistent link: https://www.econbiz.de/10011705137
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High dimensional correlation matrices : CLT and its applications
Gao, Jiti; Han, Xiao; Pan, Guangming; Yang, Yanrong - 2014
Persistent link: https://www.econbiz.de/10011781035