106 citations · 311 across the 18 of their papers we have counts for
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math.ST2016★ 17 cited
Mixed domain asymptotics for a stochastic process model with time trend and measurement error
Chih-Hao Chang, Hsin-Cheng Huang, Ching-Kang Ing
We consider a stochastic process model with time trend and measurement error. We establish consistency and derive the limiting distributions of the maximum likelihood (ML) estimato…
math.ST2016★ 5 cited
Estimation of inverse autocovariance matrices for long memory processes
Ching-Kang Ing, Hai-Tang Chiou, Meihui Guo
This work aims at estimating inverse autocovariance matrices of long memory processes admitting a linear representation. A modified Cholesky decomposition is used in conjunction wi…