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Yonghui Liu, Jing Wang, Dawei Shi, Víctor Leiva & Shuangzhe Liu. (2023) A score test for detecting extreme values in a vector autoregressive model. Journal of Statistical Computation and Simulation 93:15, pages 2751-2779.
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Yonghui Liu, Jing Wang, Víctor Leiva, Alejandra Tapia, Wei Tan & Shuangzhe Liu. (2023) Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application. Journal of Applied Statistics 0:0, pages 1-26.
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Yonghui Liu, Jing Wang, Zhao Yao, Conan Liu & Shuangzhe Liu. (2022) Diagnostic analytics for a GARCH model under skew-normal distributions. Communications in Statistics - Simulation and Computation 0:0, pages 1-25.
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Yonghui Liu, Chaoxuan Mao, Víctor Leiva, Shuangzhe Liu & Waldemiro A. Silva Neto. (2022) Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic. Journal of Applied Statistics 49:5, pages 1323-1347.
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Yonghui Liu, Guocheng Ji & Shuangzhe Liu. (2015) Influence diagnostics in a vector autoregressive model. Journal of Statistical Computation and Simulation 85:13, pages 2632-2655.
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Lei Shi, Md. Mostafizur Rahman, Wen Gan & Jianhua Zhao. (2015) Stepwise local influence in generalized autoregressive conditional heteroskedasticity models. Journal of Applied Statistics 42:2, pages 428-444.
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Articles from other publishers (11)
Guochao Zhang, Songhui Han, Jun Ye, Ruizhe Hao, Jingchao Zhang, Xia Li & Kun Jia. (2021) A method for precisely predicting satellite clock bias based on robust fitting of ARMA models. GPS Solutions 26:1.
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Yonghui Liu, Guohua Mao, Víctor Leiva, Shuangzhe Liu & Alejandra Tapia. (2020) Diagnostic Analytics for an Autoregressive Model under the Skew-Normal Distribution. Mathematics 8:5, pages 693.
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Xiaowen Dai, Libin Jin, Maozai Tian & Lei Shi. (2017) Bayesian Local Influence for Spatial Autoregressive Models with Heteroscedasticity. Statistical Papers 60:5, pages 1423-1446.
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Thor-Bjørn Ottosen & Prashant Kumar. (2019) Outlier detection and gap filling methodologies for low-cost air quality measurements. Environmental Science: Processes & Impacts 21:4, pages 701-713.
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Hongjie Wan, Xin Ma & Xuebin Li. (2018) Variational Bayesian learning for removal of sparse impulsive noise from speech signals. Digital Signal Processing 73, pages 106-116.
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Yonghui Liu, Ruochen Sang & Shuangzhe Liu. (2017)
Diagnostic analysis for a vector autoregressive model under Student
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s
t
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Hongjie Wan & Liang Xiao. (2016) Variational Bayesian learning for robust AR modeling with the presence of sparse impulse noise. Digital Signal Processing 59, pages 1-8.
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Xiaowen Dai, Libin Jin, Anqi Shi & Lei Shi. (2016) Outlier detection and accommodation in general spatial models. Statistical Methods & Applications 25:3, pages 453-475.
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Xiaowen Dai, Libin Jin, Lei Shi, Cuiping Yang & Shuangzhe Liu. (2015) Local influence analysis in general spatial models. AStA Advances in Statistical Analysis 100:3, pages 313-331.
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Fukang Zhu, Shuangzhe Liu & Lei Shi. (2016) Local influence analysis for Poisson autoregression with an application to stock transaction data. Statistica Neerlandica 70:1, pages 4-25.
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Fukang Zhu, Lei Shi & Shuangzhe Liu. (2014) Influence diagnostics in log-linear integer-valued GARCH models. AStA Advances in Statistical Analysis 99:3, pages 311-335.
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