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Homepage of Bei Chen
Publications Gel, Y., Chen, B., Robust Lagrange Multiplier Test for Detecting ARCH/GARCH Effect Using Permutation and Bootstrap. Submitted. Chen, B., Gel, Y. A sieve bootstrap two-sample t-test under serial correlation. Journal of Biopharmaceutical Statistics 21(6): 1100-1112, 2011 Chen, B., Gel, Y. Regularized autoregressive multiple frequency estimation. Journal of the Iranian Statistical Society 10(2): 141-166, 2011 Chen, B., Gel, Y., Balakrishna, N., Abraham, B. Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes. Journal of Forecasting 30(1): 51-71, 2011 Chen, B., Gel, Y. Autoregressive frequency detection using regularized least squares. Journal of Multivariate Analysis 101(7): 1712-1727, 2010 |