Tsu-Tan Fu
2002
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 7 researchers here, as inferred from the citation graph.
Whom Tsu-Tan Fu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Tsu-Tan Fu overall
Papers from Tsu-Tan Fu's perspective
Ordered by how strongly the researchers Tsu-Tan Fu trusts endorse each paper. Same corpus, a different order for every researcher.
- ROOT-N-CONSISTENT SEMIPARAMETRIC REGRESSION
- Density Estimation for Statistics and Data Analysis
- Matrix analysis
- Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
- Generalized autoregressive conditional heteroskedasticity
- Statistics for long-memory processes
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES (Econometric Theory)
- Nonparametric Functional Data Analysis: Theory and Practice (Springer Series in Statistics)
- Long memory in stochastic volatility
Their papers
- Semiparametric Smooth Coefficient Models (2002) — 307 citations