| Publication | Date of Publication | Type |
|---|
Quantiled conditional variance, skewness, and kurtosis by Cornish-Fisher expansion
The Annals of Applied Statistics | 2026-03-30 | Paper |
Nonlinear control of AHU system using disturbance observers
International Journal of Control | 2025-11-10 | Paper |
Comment
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
A New Pearson-Type QMLE for Conditionally Heteroscedastic Models
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| High-jet relations of the heat kernel: embedding map and applications | 2024-10-31 | Paper |
Asset Pricing via the Conditional Quantile Variational Autoencoder
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Multifrequency-Band Tests for White Noise Under Heteroscedasticity
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models
Journal of Business and Economic Statistics | 2024-08-13 | Paper |
| The \(\sigma\)-intervention based on information account of causality and its corresponding causal calculus | 2024-02-08 | Paper |
Partial collapsing degeneration of Floer trajectories and adiabatic gluing
Acta Mathematica Sinica, English Series | 2024-01-18 | Paper |
A new generalized exponentially weighted moving average quantile model and its statistical inference
Journal of Econometrics | 2023-11-17 | Paper |
Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form
STATISTICA SINICA | 2023-11-09 | Paper |
Pair-Switching Rerandomization
Biometrics | 2023-10-30 | Paper |
Modeling normalcy‐dominant ordinal time series: An application to air quality level
Journal of Time Series Analysis | 2022-08-08 | Paper |
Time series models for realized covariance matrices based on the matrix-F distribution
STATISTICA SINICA | 2022-03-30 | Paper |
Hybrid quantile estimation for asymmetric power GARCH models
Journal of Econometrics | 2022-03-16 | Paper |
Double AR model without intercept: an alternative to modeling nonstationarity and heteroscedasticity
Econometric Reviews | 2022-03-04 | Paper |
Confidence intervals for parameters in high-dimensional sparse vector autoregression
Computational Statistics and Data Analysis | 2022-02-18 | Paper |
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Journal of Econometrics | 2021-10-26 | Paper |
New HSIC-based tests for independence between two stationary multivariate time series
(available as arXiv preprint) | 2021-04-27 | Paper |
Inference for asymmetric exponentially weighted moving average models
Journal of Time Series Analysis | 2020-05-27 | Paper |
On a measure of lack of fit in nonlinear cointegrating regression with endogeneity
STATISTICA SINICA | 2020-03-16 | Paper |
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Journal of Econometrics | 2020-02-17 | Paper |
Statistical inference for autoregressive models under heteroscedasticity of unknown form
The Annals of Statistics | 2020-01-15 | Paper |
Statistical inference for autoregressive models under heteroscedasticity of unknown form
The Annals of Statistics | 2020-01-15 | Paper |
Bootstrapping the portmanteau tests in weak auto-regressive moving average models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Model checks for nonlinear cointegrating regression
Journal of Econometrics | 2019-04-26 | Paper |
The ZD-GARCH model: a new way to study heteroscedasticity
Journal of Econometrics | 2017-11-23 | Paper |
Solvability of Dirac type equations
Advances in Mathematics | 2017-10-20 | Paper |
LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises
Journal of the American Statistical Association | 2017-10-13 | Paper |
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations
Journal of Econometrics | 2015-10-30 | Paper |
A bootstrapped spectral test for adequacy in weak ARMA models
Journal of Econometrics | 2015-09-01 | Paper |
Model-based pricing for financial derivatives
Journal of Econometrics | 2015-06-08 | Paper |
Isometric embeddings via heat kernel
Journal of Differential Geometry | 2015-05-11 | Paper |
Isometric embeddings via heat kernel
Journal of Differential Geometry | 2015-05-11 | Paper |
Instantons in \(G_2\) manifolds from \(J\)-holomorphic curves in coassociative submanifolds
(available as arXiv preprint) | 2015-01-22 | Paper |
Likelihood ratio tests for the structural change of an AR(\(p\)) model to a threshold AR(\(p\)) model
Journal of Time Series Analysis | 2014-11-20 | Paper |
Testing for the buffered autoregressive processes
STATISTICA SINICA | 2014-04-29 | Paper |
Factor double autoregressive models with application to simultaneous causality testing
Journal of Statistical Planning and Inference | 2014-03-13 | Paper |
Thin instantons in \(G_2\)-manifolds and Seiberg-Witten invariants
Journal of Differential Geometry | 2013-11-20 | Paper |
Thin instantons in \(G_2\)-manifolds and Seiberg-Witten invariants
Journal of Differential Geometry | 2013-11-20 | Paper |
| High-jet relations of the heat kernel embedding map and applications | 2013-08-02 | Paper |
Quasi-maximum exponential likelihood estimators for a double AR(p) model
STATISTICA SINICA | 2013-03-07 | Paper |
The global weighted lad estimators for finite/infinite variance ARMA\((p,q)\) models
Econometric Theory | 2012-10-31 | Paper |
Floer trajectories with immersed nodes and scale-dependent gluing
The Journal of Symplectic Geometry | 2012-06-25 | Paper |
Floer trajectories with immersed nodes and scale-dependent gluing
The Journal of Symplectic Geometry | 2012-06-25 | Paper |
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models
The Annals of Statistics | 2011-12-08 | Paper |
Embedding property of \(J\)-holomorphic curves in Calabi-Yau manifolds for generic \(J\)
The Asian Journal of Mathematics | 2010-02-02 | Paper |
Embedding property of \(J\)-holomorphic curves in Calabi-Yau manifolds for generic \(J\)
The Asian Journal of Mathematics | 2010-02-02 | Paper |
| Moduli Spaces of $J$-holomorphic Curves with General Jet Constraints | 2009-11-09 | Paper |
