Willa W. Chen

Power Transformations to Induce Normality and their Applications

Willa W. Chen, Rohit Deo · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2003 · 54 citations · Full text

Power Transformations, Generalized Function, Integral Transform +9

Semiparametric Estimation of Multivariate Fractional Cointegration

Willa W. Chen, Clifford M. Hurvich · Journal of the American Statistical Association · 2003 · 42 citations

Multivariate Fractional Cointegration, Economics, Econometric Model +13

BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD

Willa W. Chen, Rohit Deo · Econometric Theory · 2009 · 38 citations

Parameter Estimation, Strong Persistence, Engineering +12

On the integral of the squared periodogram

Rohit Deo, Willa W. Chen · Stochastic Processes and their Applications · 2000 · 31 citations

Integral Geometry, Definite Integral, Fourier Analysis +1

A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS

Willa W. Chen · Econometric Theory · 2004 · 19 citations · Full text

Econometric Model, Economics, Financial Time Series Analysis +12