Bo Guan
with Li · 2015
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Bo Guan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Bo Guan's perspective
Ordered by how strongly the researchers Bo Guan trusts endorse each paper. Same corpus, a different order for every researcher.
- Markov Chains and Stochastic Stability
- Sample Splitting and Threshold Estimation
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- On the least squares estimation of multiple-regime threshold autoregressive models
- Trend–Cycle Decompositions with Correlated Components
- Various Concepts of Hysteresis Applied in Economics
- TESTING FOR A LINEAR MA MODEL AGAINST THRESHOLD MA MODELS
- A Smoothed Least Squares Estimator for Threshold Regression Models
- Threshold Models in Time Series Analysis-30 Years On
- Subsampling inference in threshold autoregressive models
Their papers
- Hysteretic autoregressive time series models (2015) — 55 citations