Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’

Statistical Theory and Related Fields ◽

10.1080/24754269.2020.1862587 ◽

2021 ◽

pp. 1-2

Author(s):

Ting Zhang

Keyword(s):

Time Series ◽

Extreme Values ◽

Tail Dependence ◽

Nonlinear Time Series ◽

Time Series Models ◽

Systematic Risks ◽

Dependence Measures

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Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”

Statistical Theory and Related Fields ◽

10.1080/24754269.2021.1895528 ◽

2021 ◽

Vol 5 (1) ◽

pp. 26-30

Author(s):

Wen Xu ◽

Huixia Judy Wang

Keyword(s):

Time Series ◽

Extreme Values ◽

Tail Dependence ◽

Nonlinear Time Series ◽

Time Series Models ◽

Systematic Risks ◽

Dependence Measures

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Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”

Statistical Theory and Related Fields ◽

10.1080/24754269.2021.1871710 ◽

2021 ◽

pp. 1-4

Author(s):

Zhengjun Zhang

Keyword(s):

Time Series ◽

Extreme Values ◽

Tail Dependence ◽

Nonlinear Time Series ◽

Time Series Models ◽

Systematic Risks ◽

Dependence Measures

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Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’

Statistical Theory and Related Fields ◽

10.1080/24754269.2020.1869897 ◽

2021 ◽

pp. 1-3

Author(s):

Tiandong Wang ◽

Jun Yan

Keyword(s):

Time Series ◽

Extreme Values ◽

Tail Dependence ◽

Nonlinear Time Series ◽

Time Series Models ◽

Systematic Risks ◽

Dependence Measures

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Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang

Statistical Theory and Related Fields ◽

10.1080/24754269.2020.1862589 ◽

2021 ◽

pp. 1-1

Author(s):

Yongcheng Qi

Keyword(s):

Time Series ◽

Extreme Values ◽

Tail Dependence ◽

Nonlinear Time Series ◽

Time Series Models ◽

Systematic Risks ◽

Dependence Measures

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On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures

Statistical Theory and Related Fields ◽

10.1080/24754269.2020.1856590 ◽

2020 ◽

pp. 1-25

Author(s):

Zhengjun Zhang

Keyword(s):

Time Series ◽

Extreme Values ◽

Tail Dependence ◽

Nonlinear Time Series ◽

Time Series Models ◽

Systematic Risks ◽

Dependence Measures

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Specification search in nonlinear time-series models using the genetic algorithm

Journal of Economic Dynamics and Control ◽

10.1016/s0165-1889(00)00083-x ◽

2002 ◽

Vol 26 (5) ◽

pp. 811-835 ◽

Author(s):

Michael Beenstock ◽

George Szpiro

Keyword(s):

Genetic Algorithm ◽

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Specification Search

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DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS

Econometric Theory ◽

10.1017/s0266466603196089 ◽

2003 ◽

Vol 19 (06) ◽

Author(s):

Yongmiao Hong ◽

Tae-Hwy Lee

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Diagnostic Checking

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Order selection in nonlinear time series models with application to the study of cell memory

The Annals of Applied Statistics ◽

10.1214/12-aoas546 ◽

2012 ◽

Vol 6 (3) ◽

pp. 1256-1279

Author(s):

Ying Hung

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

Time Series Models ◽

Order Selection ◽

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General expression for linear and nonlinear time series models

Frontiers of Mechanical Engineering in China ◽

10.1007/s11465-009-0015-z ◽

2009 ◽

Vol 4 (1) ◽

pp. 15-24 ◽

Author(s):

Ren Huang ◽

Feiyun Xu ◽

Ruwen Chen

Keyword(s):

Time Series ◽

General Expression ◽

Nonlinear Time Series ◽

Time Series Models ◽

Linear And Nonlinear

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Automated heuristic growing of neural networks for nonlinear time series models

Proceedings. 2005 IEEE International Joint Conference on Neural Networks, 2005. ◽

10.1109/ijcnn.2005.1555850 ◽

2006 ◽

Author(s):

A. Kalos

Keyword(s):

Neural Networks ◽

Time Series ◽

Nonlinear Time Series ◽

Time Series Models

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