Browsing by Author Deo, Rohit S.

Showing results 1 to 11 of 11

Issue Date	Title	Author(s)
24-Aug-2009	Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Likelihoodictive Regressions using the R	Chen, Willa W.; Deo, Rohit S.
2000	Estimation of Long Memory in Volatility	Deo, Rohit S.; Hurvich, C. M.
2000	A Generalized Portmanteau Goodness-of-fit Test for Time Series Models	Chen, Willa W.; Deo, Rohit S.
17-Oct-2001	On testing the adequacy of stable processes under conditional heteroscedasticity	Deo, Rohit S.
2001	On the Asymptotic Power of the Variance Ratio Test	Deo, Rohit S.; Richardson, Matthew
2000	ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS	Deo, Rohit S.; Hurvich, Clifford M.
1998	ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS	Deo, Rohit S.; Hurvich, Clifford M.
Jul-1998	PLUG-IN SELECTION OF THE NUMBER OF FREQUENCIES IN REGRESSION ESTIMATES OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES	Hurvich, Clifford M.; Deo, Rohit S.
24-Aug-2009	The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series	Chen, Willa W.; Deo, Rohit S.
2000	A Small Sample Study of Goodness-of-fit Tests for Time Series Models	Chen, Willa W.; Deo, Rohit S.
1997	Spectral tests of the martingale hypothesis under conditional heteroscedasticity	Deo, Rohit S.

Showing results 1 to 11 of 11