Chen Cathy W.S.

Cathy W.S. Chen

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Found 3 papers in total
A Bayesian threshold nonlinearity test for financial time series
A Bayesian threshold nonlinearity test for financial time series
2005
We propose in this paper a threshold nonlinearity test for financial time series. Our...
Subset threshold autoregression
Subset threshold autoregression
2003
We develop in this paper an efficient way to select the best subset threshold...
Subset selection of autoregressive time series models
Subset selection of autoregressive time series models
1999
We propose a solution to select promising subsets of autoregressive time series models...
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