Articles in Scholarly Journals [Incomplete List]

1. An alternative derivation of the Kalman filter using the quasi-likelihood method
   Journal of Statistical Planning and Inference, vol. 137, no. 5, pp. 1627–1633, 2007
2. Estimating from cross-sectional categorical data subject to misclassification and double sampling: Moment-based, maximum likelihood and quasi-likelihood approaches
   Journal of Applied Mathematics and Decision Sciences, vol. 2006, Article ID 42030, 13 pages, 2006
3. Loss protection in pairs trading through minimum profit bounds: A cointegration approach
   Journal of Applied Mathematics and Decision Sciences, vol. 2006, Article ID 73803, 14 pages, 2006
4. Restricted quasi-score estimating functions for sample survey data
   Journal of Applied Probability, vol. 41A, pp. 119–130, 2004
5. A Case Study of the Residual-Based Cointegration Procedure
   Journal of Applied Mathematics Decision Sciences, vol. 7, no. 1, pp. 29–48, 2003
6. A case study of the residual-based cointegration procedure
   Journal of Applied Mathematics and Decision Sciences, vol. 7, no. 1, pp. 29–48, 2003
7. ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
   Econometric Theory, vol. 19, no. 1, pp. 143–164, 2003
8. Journal of Theoretical Probability, vol. 16, no. 2, pp. 377–389, 2003
9. Analysis of experiments using the asymptotic quasi-likelihood approach
   Journal of Applied Statistics, vol. 30, no. 5, pp. 485–505, 2003
10. Robust non-interactive oblivious transfer
    IEEE Communications Letters, vol. 7, no. 4, pp. 153–155, 2003
11. Can cointegration-based forecasting outperform univariate models? An application to Asian exchange rates
    Journal of Forecasting, vol. 21, no. 5, pp. 355–380, 2002
12. The Effects of I(1) Series on Cointegration Inference
    Journal of Applied Mathematics Decision Sciences, vol. 6, no. 4, pp. 229–240, 2002
13. Asymptotics for General Nonstationary Fractionally Integrated Processes Without Prehistoric Influence
    Journal of Applied Mathematics Decision Sciences, vol. 6, no. 4, pp. 255–269, 2002
14. The effects of I(1) series on cointegration inference
    Journal of Applied Mathematics and Decision Sciences, vol. 6, no. 4, pp. 229–240, 2002
15. Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence
    Journal of Applied Mathematics and Decision Sciences, vol. 6, no. 4, pp. 255–269, 2002
16. THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
    Econometric Theory, vol. 18, no. 1, pp. 119–139, 2002
17. Asymptotics for moving average processes with dependent innovations
    Statistics & Probability Letters, vol. 54, no. 4, pp. 347–356, 2001
18. Criteria for estimating the variance function used in the asymptotic quasi-likelihood approach
    Journal of Applied Statistics, vol. 27, no. 3, pp. 347–362, 2000
19. A New Kind of Asymptotic Quasi-Score Estimating Function
    Scandinavian Journal of Statistics, vol. 27, no. 1, pp. 97–109, 2000
20. Convergence to Normality of the Asymptotic Quasi-Score Function on a Linear Model
    Biometrical Journal, vol. 42, no. 2, pp. 239–260, 2000
21. An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns
    Journal of Statistical Planning and Inference, vol. 80, no. 1-2, pp. 197–209, 1999
22. Estimating the Hurst parameter in fractional ARIMA(p,d,q) models via the quasi-likelihood method
    Mathematics and Computers in Simulation, vol. 48, no. 4-6, pp. 407–416, 1999
23. A quasi-likelihood method for fractal-dimension estimation
    Mathematics and Computers in Simulation, vol. 48, no. 4-6, pp. 429–436, 1999
24. A practical procedure for estimation of linear models via asymptotic quasi-likelihood
    Journal of Applied Mathematics and Decision Sciences, vol. 3, no. 1, pp. 21–39, 1999
25. Cointegration between exchange rates: a generalized linear cointegration model
    Journal of Multinational Financial Management, vol. 8, no. 2-3, pp. 333–352, 1998
26. Consistency of the Asymptotic Quasi-Likelihood Estimate on Linear Models
    Biometrical Journal, vol. 40, no. 1, pp. 57–78, 1998
27. On spaces of estimating functions
    Journal of Statistical Planning and Inference, vol. 63, no. 2, pp. 255–264, 1997
28. On the strong law of large numbers of multivariate martingales with random norming
    Stochastic Processes and their Applications, vol. 54, no. 2, pp. 355–360, 1994
29. Optimal estimating functions and wedderburn's quasi-likelihood
    Communications in Statistics - Theory and Methods, vol. 22, no. 8, pp. 2341–2350, 1993