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
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
Pan, Baoguo; Lin, Yiqin Consistency of quasi-maximum likelihood estimators in INGARCH models. (Chinese. English summary) Zbl 1233.62161 J. Jilin Univ., Sci. 48, No. 4, 600-604 (2010). MSC: 62M10 62G05 62F10 PDFBibTeX XMLCite \textit{B. Pan} and \textit{Y. Lin}, J. Jilin Univ., Sci. 48, No. 4, 600--604 (2010; Zbl 1233.62161)