- Recent Publications
- “
Adaptive Order Determination for Constructing
Time Series Forecasting
Models,
”
(forthcoming)
Communications in S
tatistics: Theory and Methods
(w
ith Yongli Zhang).
- "Using Least Squares to Generate Forecasts in Regressions with
Serial
Correlation," (2008) Journal Time Series Analysis (with Yue
Fang).
- "Dealing with Serial Correlation," (2006) in Statistical Analysis:
A Fetschrift for Tarmo Pukkila, edited by S. Puntanen and E. Liski,
University of Tampere Press (with Yue Fang).
- "Forecasting with Regression Models Containing Misspecified Serial
Correlation Structures," (2004) Journal of Statistical Computation
and Simulation (with Yue Fang).
- "The Specification of Vector ARMA Processes," (2004)
Journal of Statistical Computation and Simulation (with Tarmo
Pukkila).
- "Updating ARMA Predictions for Temporal Aggregates,"
(2004)
Journal of Forecasting (with Yue Fang).
- "GLS Estimation of Regression Models With Misspecified
Serial
Correlation Structures," (2001). Journal of the Royal Statistics
Society:
B (with Yue Fang).
- "Using the Residual White Noise Autoregressive Order
Determination
Criterion to Identify Unit Roots in ARIMA Models," (2000).
Communications
in Statistics: Simulation & Computation, 29 (with Tarmo Pukkila).
- "The Selection of the Order and Identification of Nonzero Elements
in the Polynomial Matrices of Vector Autoregressive Processes," (1999)
Journal of Statistical Computation and Simulation, 62, 207-235 (with Tarmo
Pukkila).
- "The Impact of Measurement Errors on Prediction of ARMA Models,"
(1999) Journal of Forecasting, 18, 95-109. (with Yue Fang). This paper
won the 1999 Citation of Excellence Award from ANBAR Intelligence Group,
UK.
- "A Two-Step Approach for Identifying Seasonal Autoregressive Time
Series Forecasting Models," (1998) International Journal of Forecasting,
14, 483-496 (with T. Pukkila). This paper won the 1999 Citation of
Excellence Award from ANBAR Intelligence Group, UK.
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