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Multifrequency-band tests for white noise under heteroscedasticity

Liu, Mengya; Zhu, Fukang; Zhu, Ke - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 799-814

Persistent link: https://www.econbiz.de/10013534533

Testing for structural change of predictive regression model to threshold predictive regression model

Zhu, Fukang; Liu, Mengya; Ling, Shiqing; Cai, Zongwu - 2020

Persistent link: https://www.econbiz.de/10012425329

Testing for structural change of predictive regression model to threshold predictive regression model

Zhu, Fukang; Liu, Mengya; Ling, Shiqing; Cai, Zongwu - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 228-240

Persistent link: https://www.econbiz.de/10013540808

Understanding employees’ information security–related stress and policy compliance intention: the roles of information security fatigue and psychological capital

Chen, Hao; Liu, Mengya; Lyu, Tu - In: Information & Computer Security 30 (2022) 5, pp. 751-770

Purpose This study aims to explore the emotion-based mediator of information security fatigue in the relationship between employees’ information security–related stress (SRS) and information security policy (ISP) compliance intention and the effects of psychological capital (PsyCap) on...

Persistent link: https://www.econbiz.de/10014754699

A new generalized exponentially weighted moving average quantile model and its statistical inference

Zhu, Ke - In: Journal of econometrics 237 (2023) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10014471471

A new GJR‐GARCH model for ℤ‐valued time series

Xu, Yue; Zhu, Fukang - In: Journal of Time Series Analysis 43 (2021) 3, pp. 490-500

Persistent link: https://www.econbiz.de/10012636183

Detecting mean increases in zero truncated INAR(1) processes

Li, Cong; Wang, Dehui; Zhu, Fukang - In: International journal of production research 57 (2019) 17, pp. 5589-5603

Persistent link: https://www.econbiz.de/10012193641

Estimation of Parameters in the NLAR(p) Model

Zhu, Fukang; Wang, Dehui - In: Journal of Time Series Analysis 29 (2008) 4, pp. 619-628

In this article, we study a new Laplace autoregressive model of order p- NLAR(p). Conditional least squares, weighted conditional least squares and maximum quasi-likelihood are used to estimate the model parameters. Comparisons among these estimates of the NLAR(2) model are given via simulation...

Persistent link: https://www.econbiz.de/10005260748

A negative binomial integer‐valued GARCH model

Zhu, Fukang - In: Journal of Time Series Analysis 32 (2011) 1, pp. 54-67

Persistent link: https://www.econbiz.de/10009215490

Empirical likelihood inference for random coefficient INAR(p) process

Zhang, Haixiang; Wang, Dehui; Zhu, Fukang - In: Journal of Time Series Analysis 32 (2011) 3, pp. 195-203

Persistent link: https://www.econbiz.de/10009215493