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 | Up a level |
Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen and Lu, Zudi (2017) A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Journal of Time Series Analysis, 38 (2). pp. 243-265. ISSN 0143-9782
Lu, Zudi, Steinskog, Dag Johan, Tjøstheim, Dag and Yao, Qiwei 
ORCID: 0000-0003-2065-8486
(2009)
Adaptively varying-coefficient spatiotemporal models.
Journal of the Royal Statistical Society. Series B: Statistical Methodology, 71 (4).
pp. 859-880.
ISSN 1369-7412
Lu, Zudi, Tjostheim, Dag and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2008)
Spatial smoothing, Nugget effect and infill asymptotics.
Statistics and Probability Letters, 78 (18).
pp. 3145-3151.
ISSN 0167-7152
Lu, Zudi, Lundervold, Arvid, Tjøstheim, Dag and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2007)
Exploring spatial nonlinearity using additive approximation.
Bernoulli, 13 (2).
pp. 447-472.
ISSN 1350-7265
Lu, Zudi, Tjøstheim, Dag and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2007)
Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory.
Statistica Sinica, 17 (1).
pp. 177-198.
ISSN 1017-0405
Li, Degui, Lu, Zudi and Linton, Oliver (2010) Loch linear fitting under near epoch dependence: uniform consistency with convergence rate. Econometrics (EM/2010/549). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
