Ching-Fan Chung

发表

A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS

Ching-Fan Chung, 1996 .

Analysing inflation by the fractionally integrated ARFIMA–GARCH model

Richard T. Baillie, Margie Tieslau, R. Baillie, 1996 .

Estimating a generalized long memory process

C. Chung, Ching-Fan Chung, 1996 .

Calculating and analyzing impulse responses for the vector ARFIMA model

C. Chung, Ching-Fan Chung, 2001 .

The spurious regression of fractionally integrated processes

Wen-Jen Tsay, C. Chung, Wen-Jen Tsay, 2000 .

A note on calculating the autocovariances of the fractionally integrated ARMA models

Ching-Fan Chung, 1994 .

SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES

Ching-Fan Chung, 2002, Econometric Theory.

Relations between two sets of variates: The bits of information provided by each variate in each set

Henri Theil, H. Theil, C. Chung, 1988 .