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2014
Mark Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
Li, Yushu ^LU and Reese, Simon ^LU (2014) In Computational Statistics 29(6). p.1481-1496
- Contribution to journal › Article
Mark A Bayesian MCMC based estimation of Long memory in state space model
Li, Yushu ^LU (2014) 1st International Work-Conference on Time Series (ITISE) p.1341-1352
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
2013
Mark Wavelet based outlier correction for power controlled turning point detection in surveillance systems Economic Modelling
Li, Yushu ^LU (2013) In Economic Modelling 30. p.317-321
- Contribution to specialist publication or newspaper › Specialist publication article
2011
Mark Linear and Nonlinear Causality Test in LSTAR Models: Wavelet Decomposition in Nonlinear Environment
Li, Yushu ^LU and Shukur, Ghazi (2011) In Journal of Statistical Computation and Simulation 81(12). p.1913-1925
- Contribution to specialist publication or newspaper › Specialist publication article
Mark Testing for unit roots in panel data using wavelet ratio method
Li, Yushu ^LU and Shukur, Ghazi (2011) In Computational Economics
- Contribution to specialist publication or newspaper › Specialist publication article
Mark Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors: An Application to Swedish Immigration Data
Li, Yushu ^LU and Shukur, Ghazi (2011) In Communications in Statistics: Theory and Methods 40(13). p.2385-2396
- Contribution to specialist publication or newspaper › Specialist publication article
Mark Essays on statistical testing using wavelet methodologies
Li, Yushu ^LU (2011)
- Thesis › Doctoral thesis (monograph)
2010
Mark Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion
Li, Yushu ^LU and Shukur, Ghazi (2010) In Communications in Statistics: Simulation and Computation 39(2). p.277-286
- Contribution to specialist publication or newspaper › Specialist publication article