Items where Author is "Liu, Hang"

Hallin, Marc and Liu, Hang and Mukherjee, Kanchan (2023) M-Estimation in GARCH Models in the Absence of Higher-Order Moments. In: Research papers in Statistical Inference for Time Series and Related Models : Essays in Honor of Masanobu Taniguchi. Springer, Singapore, pp. 195-219. ISBN 9789819908028

Hallin, Marc and La Vecchia, Davide and Liu, Hang (2022) Center-Outward R-Estimation for Semiparametric VARMA Models. Journal of the American Statistical Association, 117 (538). pp. 925-938. ISSN 0162-1459

Liu, Hang and Mukherjee, Kanchan (2021) R-estimators in GARCH models : asymptotics and applications. The Econometrics Journal, 25 (1). pp. 98-113. ISSN 1368-4221

Liu, Hang and Mukherjee, Kanchan (2021) Robust Estimation for GARCH Models and VARMA Models. PhD thesis, Lancaster University.