No subject area
Inducing Normality from Non-Gaussian Long Memory Time Series and Its Application to Stock Return Data, Applied Stochastic Models in Business and Industry (2010)
Motivated by Lee and Ko (Appl. Stochastic Models. Bus. Ind. 2007; 23:493–502) but not limited...
Wavelet-based Bayesian Estimation of Partially Linear Regression Models with Long Memory Errors (with Leming Qu and Marina Vannucci), Statistica Sinica (2009)
In this paper we focus on partially linear regression models with long memory errors, and...
First-Order Bias Correction for Fractionally Integrated Time Series (with Jaechoul Lee), Canadian Journal of Statistics (2009)
Confidence Intervals for Long Memory Regressions (with Jaechoul Lee and Robert Lund), Statistics & Probability Letters (2008)
This paper proposes an accurate con dence interval for the trend parameter in a linear...
Bayesian Wavelet-Based Methods for the Detection of Multiple Changes of the Long Memory Parameter, IEEE Transactions on Signal Processing (2006)
Long memory processes are widely used in many scientific fields, such as economics, physics, and...
Wavelet Deconvolution in a Periodic Setting Using Cross-Validation (with Leming Qu and Partha S. Routh), IEEE Signal Processing Letters (2006)
The wavelet deconvolution method WaveD using band-limited wavelets offers both theoretical and computational advantages over...