R. Deo

发表

ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS

Clifford M. Hurvich, C. Hurvich, R. Deo, 2001, Econometric Theory.

THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS

R. Deo, Willa W. Chen, 2006, Econometric Theory.

Spectral Tests of the Martingale Hypothesis Under Conditional Heteroscedasticity

Rohit S. Deo, R. Deo, 2000 .

Tests for unit roots in multivariate autoregressive processes

R. Deo, Rohit Siddheshwar Deo, 1995 .

Long Memory in Nonlinear Processes

C. Hurvich, P. Soulier, R. Deo, 2007, 0706.1836.

Tracing the Source of Long Memory in Volatility

C. Hurvich, R. Deo, Mengchen Hsieh, 2005 .

CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY

Clifford M. Hurvich, C. Hurvich, P. Soulier, 2009, Econometric Theory.

Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Regressions using the Restricted Likelihood

R. Deo, Willa W. Chen, 2008 .

Propagation of Memory Parameter from Durations to Counts

C. Hurvich, P. Soulier, R. Deo, 2005, math/0601742.

Long memory in intertrade durations, counts and realized volatility of NYSE stocks

C. Hurvich, R. Deo, Mengchen Hsieh, 2010 .

On Testing the Adequacy of Stable Processes Under Conditional Heteroscedasticity

R. Deo, 2001 .

Propagation of Memory Parameter from Durations to Counts

Clifford M. Hurvich, C. Hurvich, P. Soulier, 2005, math/0601742.

Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Likelihoodictive Regressions Using the Restricted Likelihood

R. Deo, Willa W. Chen, 2008 .

The restricted likelihood ratio test for autoregressive processes

R. Deo, Willa W. Chen, 2012 .

The Chi-Square Approximation of the Restricted Likelihood Ratio Test for the Sum of Autoregressive Coefficients with Interval Estimation

R. Deo, Willa W. Chen, 2007 .

Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series

C. Hurvich, R. Deo, Clifford M. Hurvich, 1998 .

The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series

Rohit S. Deo, Clifford M. Hurvich, Julia Brodsky, 1998 .

CUMULATIVE INDEX

R. Deo, 1963, Econometric Theory.

Forecasting realized volatility using a long-memory stochastic volatility model : estimation, prediction and seasonal adjustment

Yi Lu, Rohit S. Deo, Clifford M. Hurvich, 2006 .

Asymptotic theory for certain regression models with long memory errors

R. Deo, 1997 .

Power transformations to induce normality and their applications

Rohit S. Deo, R. Deo, Willa W. Chen, 2004 .

Subsampling based inference forUstatistics under thick tails using self-normalization

R. Deo, Willa W. Chen, 2018, Statistics & Probability Letters.

On the Tracy-Widom approximation of studentized extreme eigenvalues of Wishart matrices

Rohit S. Deo, R. Deo, 2016, J. Multivar. Anal..

Linear Trend with Fractionally Integrated Errors

Rohit S. Deo, Clifford M. Hurvich, C. Hurvich, 1998 .

Estimation of Long Memory in Volatility

C. Hurvich, R. Deo, Rohit Deo, 2000 .

Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes

R. Deo, Willa W. Chen, 2010 .

The restricted likelihood ratio test at the boundary in autoregressive series

R. Deo, Willa W. Chen, 2009 .

Estimation of Mis-Specified Long Memory Models

Rohit S. Deo, R. Deo, Willa W. Chen, 2006 .