Q. Shao

University of Toledo

Assistant Professor

Mail Stop 119, HH 3000

Toledo, OH 43606

United States

SCHOLARLY PAPERS

6

DOWNLOADS

22

SSRN CITATIONS

0

CROSSREF CITATIONS

9

Scholarly Papers (6)

1.

Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic Arma Models

Number of pages: 14 Posted: 01 Jul 2004
Q. Shao and Robert Lund
University of Toledo and University of Georgia - Department of Statistics
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Periodic series, PARMA model, autocovariances, partial autocorrelations, innovations algorithm, Durbin-Levinson algorithm

2.

Robust Estimation for Periodic Autoregressive Time Series

Journal of Time Series Analysis, Vol. 29, Issue 2, pp. 251-263, March 2008
Number of pages: 13 Posted: 29 Feb 2008
Q. Shao
University of Toledo
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3.

Autoregressive Coefficient Estimation in Nonparametric Analysis

Journal of Time Series Analysis, Vol. 32, Issue 6, pp. 587-597, 2011
Number of pages: 11 Posted: 13 Oct 2011
Q. Shao and L. J. Yang
University of Toledo and affiliation not provided to SSRN
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Autoregressive time series, Yule‐Walker estimator, B‐splines, C14

4.

Efficient Estimation for Periodic Autoregressive Coefficients Via Residuals

Journal of Time Series Analysis, Vol. 35, Issue 4, pp. 378-389, 2014
Number of pages: 12 Posted: 24 Jun 2014
L. Tang and Q. Shao
University of Toledo - Department of Mathematics and University of Toledo
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periodic autoregressive time series, Yule–Walker estimator, B‐splines, oracle efficiency

5.

Two‐Step Estimation for Time Varying Arch Models

Journal of Time Series Analysis, Vol. 41, Issue 4, pp. 551-570, 2020
Number of pages: 20 Posted: 30 Sep 2020
Tsinghua University, University of Toledo, University of Toledo and Tsinghua University - Department of Industrial Engineering
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Asymptotic normality, B‐spline, least squares, maximum likelihood, oracle efficiency

6.

How Much is the Chinese Currency Undervalued? A Quantitative Estimation

Posted: 13 Sep 2004
Gene Hsin Chang and Q. Shao
University of Toledo and University of Toledo

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China, currency value, exchange rate, yuan, valuation, RMB