Aonan Zhang, Ph.D.
Affiliations: | 2005 | Utah State University, Logan, UT, United States |
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Parents
Sign in to add mentorPiotr Kokoszka | grad student | 2005 | Utah State University | |
(Estimation, testing, and monitoring of generalized autoregressive conditionally heteroskedastic time series.) |
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Publications
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Zhang A, Gabrys R, Kokoszka P. (2016) Discriminating between Long Memory and Volatility Shifts Austrian Journal of Statistics. 36: 253-275 |
Horváth L, Kokoszka P, Zhang A. (2006) Monitoring constancy of variance in conditionally heteroskedastic time series Econometric Theory. 22: 373-402 |