Search Results for author: Chaohua Dong

Found 2 papers, 0 papers with code

Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models

no code implementations16 Jan 2023 Chaohua Dong, Jiti Gao, Yundong Tu, Bin Peng

Generalized functions incorporate local integrable functions, the so-called regular generalized functions, while the so-called singular generalized functions (e. g. Dirac delta function) can be obtained as the limits of a sequence of sufficient smooth functions, so-called regular sequence in generalized function context.

Time Series Time Series Analysis

Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice

no code implementations3 Nov 2021 Chaohua Dong, Jiti Gao, Bin Peng, Yundong Tu

This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regressors.

Time Series Time Series Analysis

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