Statistical Science

Discussion of “Feature Matching in Time Series Modeling” by Y. Xia and H. Tong

Kung-Sik Chan and Ruey S. Tsay

Full-text: Open access

Article information

Source
Statist. Sci., Volume 26, Number 1 (2011), 53-56.

Dates
First available in Project Euclid: 9 June 2011

Permanent link to this document
https://projecteuclid.org/euclid.ss/1307626563

Digital Object Identifier
doi:10.1214/11-STS345B

Mathematical Reviews number (MathSciNet)
MR2849907

Zentralblatt MATH identifier
05940794

Citation

Chan, Kung-Sik; Tsay, Ruey S. Discussion of “Feature Matching in Time Series Modeling” by Y. Xia and H. Tong. Statist. Sci. 26 (2011), no. 1, 53--56. doi:10.1214/11-STS345B. https://projecteuclid.org/euclid.ss/1307626563


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References

  • Cryer, J. D. and Chan, K. S. (2008). Time Series Analysis: With Applications in R, 2nd ed. Springer, New York.
  • Tsay, R. S. (2010). Analysis of Financial Time Series, 3rd ed. Wiley, Hoboken, NJ.
  • Tsay, R. S. (2012). An Introduction to Financial Data Analysis. Wiley, Hoboken, NJ.