Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
2012 | MODEL SELECTION FOR INTEGRATED AUTOREGRESSIVE PROCESSES OF INFINITE ORDER | Ing, Ching-Kang ; Sin, Chor-yiu; YU, Shu-Hui | JOURNAL OF MULTIVARIATE ANALYSIS 106, 57-71 | | | |
2003 | On estimating conditional mean-squared prediction errors in autoregressive models. | Ing, Ching-Kang ; Yu, Shu-Hui | Journal of Time Series Analysis 24, 401-422 | | | |
2010 | Prediction Errors in Nonstationary Autoregressions of Infinate Order | Ing, Ching-Kang ; Sin, Chor-Yiu; Yu, Shu-Hui | Econometric Theory 26, 774-803 | | | |
2009 | Toward optimal multistep forecasts in nonstationary autoregressions | Ing, Ching-Kang ; Lin, Jin-Lung; Yu, Shu-Hui | Bernoulli 15, 402-437 | | | |