2

Time series segmentation: A sliding window approach

Chia-Shang James Chu
Journal:
Information Sciences
Year:
1995
Language:
english
File:
PDF, 1.11 MB
english, 1995
3

Stock market volatility and regime shifts in returns

Chia-Shang James Chu, Gary J. Santoni, Tung Liu
Journal:
Information Sciences
Year:
1996
Language:
english
File:
PDF, 493 KB
english, 1996
4

Multiple hypothesis test for parameter constancy based on recursive residuals

James Chu, Chia-Shang
Journal:
Econometric Reviews
Year:
1997
Language:
english
File:
PDF, 279 KB
english, 1997
5

The Moving-Estimates Test for Parameter Stability

Chu, Chia-Shang James, Hornik, Kurt, Kuan, Chung-Ming
Journal:
Econometric Theory
Year:
1995
Language:
english
File:
PDF, 902 KB
english, 1995
6

Monitoring Structural Change

Chu, Chia-Shang James, Stinchcombe, Maxwell, White, Halbert
Journal:
Econometrica
Year:
1996
Language:
english
File:
PDF, 499 KB
english, 1996
7

Detecting parameter shift in garch models

James Chu, Chia-Shang
Journal:
Econometric Reviews
Year:
1995
Language:
english
File:
PDF, 656 KB
english, 1995
8

A Direct Test for Changing Trend

Chia-Shang James Chu and Halbert White
Journal:
Journal of Business and Economic Statistics
Year:
1992
Language:
english
File:
PDF, 418 KB
english, 1992
9

A Direct Test for Changing Trend

Chu, Chia-Shang James, White, Halbert
Journal:
Journal of Business and Economic Statistics
Year:
1992
Language:
english
File:
PDF, 533 KB
english, 1992
11

The Moving-Estimates Test for Parameter Stability

Chia-Shang James Chu, Kurt Hornik and Chung-Ming Kuan
Journal:
Econometric Theory
Year:
1995
Language:
english
File:
PDF, 1.96 MB
english, 1995