Zhao, Biao; Chen, Zhao; Tao, GuiPing; Chen, Min Composite quantile regression estimation for P-GARCH processes. (English) Zbl 1343.62075 Sci. China, Math. 59, No. 5, 977-998 (2016). MSC: 62M10 62F12 62F35 62P05 PDFBibTeX XMLCite \textit{B. Zhao} et al., Sci. China, Math. 59, No. 5, 977--998 (2016; Zbl 1343.62075) Full Text: DOI
Pan, Baoguo; Chen, Min Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model. (English) Zbl 1343.62070 Commun. Stat., Theory Methods 45, No. 4, 1000-1013 (2016). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{B. Pan} and \textit{M. Chen}, Commun. Stat., Theory Methods 45, No. 4, 1000--1013 (2016; Zbl 1343.62070) Full Text: DOI
Pan, Baoguo; Chen, Min; Wang, Yan Weighted least absolute deviations estimation for periodic ARMA models. (English) Zbl 1327.62474 Acta Math. Sin., Engl. Ser. 31, No. 8, 1273-1288 (2015). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{B. Pan} et al., Acta Math. Sin., Engl. Ser. 31, No. 8, 1273--1288 (2015; Zbl 1327.62474) Full Text: DOI
Pan, Baoguo; Chen, Min; Wang, Yan; Xia, Wei Weighted least absolute deviations estimation for ARFIMA time series with finite or infinite variance. (English) Zbl 1311.62154 J. Korean Stat. Soc. 44, No. 1, 1-11 (2015). MSC: 62M10 62F12 62F03 62F05 PDFBibTeX XMLCite \textit{B. Pan} et al., J. Korean Stat. Soc. 44, No. 1, 1--11 (2015; Zbl 1311.62154) Full Text: DOI
Chen, Min; Li, Dong; Ling, Shiqing Non-stationarity and quasi-maximum likelihood estimation on a double autoregressive model. (English) Zbl 1302.62193 J. Time Ser. Anal. 35, No. 3, 189-202 (2014). MSC: 62M10 62F10 62F12 PDFBibTeX XMLCite \textit{M. Chen} et al., J. Time Ser. Anal. 35, No. 3, 189--202 (2014; Zbl 1302.62193) Full Text: DOI
Pan, Baoguo; Chen, Min Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models. (English) Zbl 1428.62382 J. Stat. Plann. Inference 143, No. 4, 716-729 (2013). MSC: 62M09 62F12 62M10 PDFBibTeX XMLCite \textit{B. Pan} and \textit{M. Chen}, J. Stat. Plann. Inference 143, No. 4, 716--729 (2013; Zbl 1428.62382) Full Text: DOI
Liu, Wei; Chen, Min; Wang, Huimin A note on some probabilistic properties of AACD models. (Chinese. English summary) Zbl 1211.62156 Acta Math. Appl. Sin. 32, No. 4, 682-689 (2009). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{W. Liu} et al., Acta Math. Appl. Sin. 32, No. 4, 682--689 (2009; Zbl 1211.62156)
Chen, Min; An, Hong Zhi A note on the stationarity and the existence of moments of the GARCH model. (English) Zbl 0896.62087 Stat. Sin. 8, No. 2, 505-510 (1998). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Chen} and \textit{H. Z. An}, Stat. Sin. 8, No. 2, 505--510 (1998; Zbl 0896.62087)