| Publication | Date of Publication | Type |
|---|
Change-Point Detection for Object-Valued Time Series
Journal of Business and Economic Statistics | 2026-04-17 | Paper |
A new approach to statistical inference for functional time series
Journal of Time Series Analysis | 2026-04-13 | Paper |
Resampling-free inference for time series via RKHS embedding
Electronic Journal of Statistics | 2026-03-20 | Paper |
Doubly robust conditional independence testing with generative neural networks
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2026-03-06 | Paper |
Hypothesis Testing for a Functional Parameter via Self-Normalization
Journal of the American Statistical Association | 2026-01-07 | Paper |
Statistical Inference for High-Dimensional Spectral Density Matrix
Journal of the American Statistical Association | 2025-10-28 | Paper |
Adaptive Testing for High-Dimensional Data
Journal of the American Statistical Association | 2025-10-28 | Paper |
Dimension-agnostic change point detection
Journal of Econometrics | 2025-07-08 | Paper |
Jiang, Zhao and Shao's reply to the discussion of ``The first discussion meeting on statistical aspects of the COVID-19 pandemic''
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-04-04 | Paper |
Slicing-free inverse regression in high-dimensional sufficient dimension reduction
STATISTICA SINICA | 2025-01-27 | Paper |
Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
A slicing-free perspective to sufficient dimension reduction: selective review and recent developments
International Statistical Review | 2025-01-15 | Paper |
Testing serial independence of object-valued time series
Biometrika | 2024-11-13 | Paper |
Dating the break in high-dimensional data
Bernoulli | 2024-11-12 | Paper |
Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
Journal of the American Statistical Association | 2024-11-01 | Paper |
Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Another look at bandwidth-free inference: a sample splitting approach
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-07-09 | Paper |
On variance estimation of random forests with Infinite-order U-statistics
Electronic Journal of Statistics | 2024-05-29 | Paper |
Two-sample and change-point inference for non-Euclidean valued time series
Electronic Journal of Statistics | 2024-03-25 | Paper |
Two-sample and change-point inference for non-Euclidean valued time series
Electronic Journal of Statistics | 2024-03-25 | Paper |
Change-point inference for high-dimensional heteroscedastic data
Electronic Journal of Statistics | 2024-01-05 | Paper |
Change-point inference for high-dimensional heteroscedastic data
Electronic Journal of Statistics | 2024-01-05 | Paper |
Adaptive Inference for Change Points in High-Dimensional Data
Journal of the American Statistical Association | 2023-07-06 | Paper |
Adaptive Inference for Change Points in High-Dimensional Data
Journal of the American Statistical Association | 2023-07-06 | Paper |
Testing the martingale difference hypothesis in high dimension
Journal of Econometrics | 2023-06-29 | Paper |
Segmenting Time Series via Self-Normalisation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2023-05-17 | Paper |
Modelling the COVID-19 Infection Trajectory: A Piecewise Linear Quantile Trend Model
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2023-05-17 | Paper |
Time series analysis of COVID-19 infection curve: a change-point perspective
Journal of Econometrics | 2022-12-14 | Paper |
Robust inference for change points in high dimension
Journal of Multivariate Analysis | 2022-12-06 | Paper |
Technology investments into a supplier with upstream entry
European Journal of Operational Research | 2022-10-17 | Paper |
A conversation with Stephen Portnoy
Statistical Science | 2022-08-10 | Paper |
Adaptive Change Point Monitoring for High-Dimensional Data
STATISTICA SINICA | 2022-07-19 | Paper |
Inference for Linear Models with Dependent Errors
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Fixed<i>b</i>Subsampling and the Block Bootstrap: Improved Confidence Sets based on<i>p</i>-Value Calibration
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Inference for change points in high-dimensional data via selfnormalization
The Annals of Statistics | 2022-04-25 | Paper |
Omnichannel retail move in a dual-channel supply chain
European Journal of Operational Research | 2021-11-05 | Paper |
| Two Sample Testing in High Dimension via Maximum Mean Discrepancy | 2021-09-30 | Paper |
Interpoint distance based two sample tests in high dimension
Bernoulli | 2021-07-09 | Paper |
| Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data | 2021-03-19 | Paper |
Distance-based and RKHS-based dependence metrics in high dimension
The Annals of Statistics | 2021-02-26 | Paper |
Distance-based and RKHS-based dependence metrics in high dimension
The Annals of Statistics | 2021-02-26 | Paper |
Hypothesis testing for high-dimensional time series via self-normalization
The Annals of Statistics | 2020-12-14 | Paper |
On the coverage bound problem of empirical likelihood methods for time series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
A self-normalized approach to confidence interval construction in time series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Corrigendum: A Self-Normalized Approach to Confidence Interval Construction in Time Series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Bootstrap-assisted unit root testing with piecewise locally stationary errors
Econometric Theory | 2019-03-27 | Paper |
Testing mutual independence in high dimension via distance covariance
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-10-30 | Paper |
Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
Journal of the American Statistical Association | 2018-10-23 | Paper |
Conditional mean and quantile dependence testing in high dimension
The Annals of Statistics | 2018-04-27 | Paper |
Self-Normalization for Time Series: A Review of Recent Developments
Journal of the American Statistical Association | 2017-10-13 | Paper |
Martingale difference correlation and its use in high-dimensional variable screening
Journal of the American Statistical Association | 2017-08-07 | Paper |
Coverage bound for fixed-b subsampling and generalized subsampling for time series
Statistica Sinica | 2016-10-26 | Paper |
A bootstrap-assisted spectral test of white noise under unknown dependence
Journal of Econometrics | 2016-08-12 | Paper |
Partial martingale difference correlation
Electronic Journal of Statistics | 2015-08-25 | Paper |
Testing for change points in time series
Journal of the American Statistical Association | 2015-06-16 | Paper |
Two sample inference for the second-order property of temporally dependent functional data
Bernoulli | 2015-06-15 | Paper |
Two sample inference for the second-order property of temporally dependent functional data
Bernoulli | 2015-06-15 | Paper |
The dependent wild bootstrap
Journal of the American Statistical Association | 2015-06-11 | Paper |
The dependent random weighting
Journal of Time Series Analysis | 2015-05-20 | Paper |
Fixed-b asymptotics for blockwise empirical likelihood
STATISTICA SINICA | 2015-04-28 | Paper |
On self-normalization for censored dependent data
Journal of Time Series Analysis | 2015-01-12 | Paper |
Partial martingale difference correlation
Electronic Journal of Statistics | 2015-01-01 | Paper |
Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
Journal of Multivariate Analysis | 2014-11-28 | Paper |
Common coupled fixed point theorems for weakly compatible mappings in fuzzy metric spaces
Fixed Point Theory and Applications | 2014-08-01 | Paper |
Self‐normalization for Spatial Data
Scandinavian Journal of Statistics | 2014-05-26 | Paper |
A general approach to the joint asymptotic analysis of statistics from sub-samples
Electronic Journal of Statistics | 2014-04-24 | Paper |
A general approach to the joint asymptotic analysis of statistics from sub-samples
Electronic Journal of Statistics | 2014-04-24 | Paper |
On a general class of long run variance estimators
Economics Letters | 2014-04-16 | Paper |
Improving the bandwidth-free inference methods by prewhitening
Journal of Statistical Planning and Inference | 2014-01-24 | Paper |
A simple test of changes in mean in the possible presence of long-range dependence
Journal of Time Series Analysis | 2013-10-04 | Paper |
Fixed-smoothing asymptotics for time series
The Annals of Statistics | 2013-09-25 | Paper |
Fixed-smoothing asymptotics for time series
The Annals of Statistics | 2013-09-25 | Paper |
Invariance principles for fractionally integrated nonlinear processes
(available as arXiv preprint) | 2013-07-31 | Paper |
Testing the structural stability of temporally dependent functional observations and application to climate projections
Electronic Journal of Statistics | 2013-05-28 | Paper |
Bayesian model selection based on parameter estimates from subsamples
Statistics & Probability Letters | 2013-05-13 | Paper |
Parametric inference in stationary time series models with dependent errors
Scandinavian Journal of Statistics | 2012-12-21 | Paper |
Local Whittle estimation of fractional integration for nonlinear processes
Econometric Theory | 2012-05-14 | Paper |
A limit theorem for quadratic forms and its applications
Econometric Theory | 2012-05-14 | Paper |
Fixed-b Subsampling and Block Bootstrap: Improved Confidence Sets Based on P-value Calibration
(available as arXiv preprint) | 2012-04-04 | Paper |
A stochastic dynamic programming approach-based yield management with substitution and uncertainty in semiconductor manufacturing
Computers & Mathematics with Applications | 2011-07-21 | Paper |
TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
Econometric Theory | 2011-04-27 | Paper |
Modeling and analysis of material flows in re-entrant supply chain networks using modified partial differential equations
Journal of Applied Mathematics | 2011-02-09 | Paper |
A simple test of changes in mean in the possible presence of long-range dependence
Journal of Time Series Analysis | 2011-02-01 | Paper |
Nonstationarity-extended Whittle estimation
Econometric Theory | 2010-08-13 | Paper |
| Extended tapered block bootstrap | 2010-05-25 | Paper |
A generalized portmanteau test for independence between two stationary time series
Econometric Theory | 2010-04-08 | Paper |
A tuning parameter free test for properties of space-time covariance functions
Journal of Statistical Planning and Inference | 2009-10-01 | Paper |
Effects of sourcing structure on performance in a multiple-product assemble-to-order supply chain
European Journal of Operational Research | 2009-04-08 | Paper |
Confidence intervals for spectral mean and ratio statistics
Biometrika | 2009-03-11 | Paper |
| Spatio-spectral analysis of brain signals | 2008-12-02 | Paper |
Statistical comparisons of methods for interpolating the output of a numerical air quality model
Journal of Statistical Planning and Inference | 2007-10-26 | Paper |
Asymptotic spectral theory for nonlinear time series
The Annals of Statistics | 2007-10-17 | Paper |
| scientific article; zbMATH DE number 5181085 (Why is no real title available?) | 2007-08-20 | Paper |
Local asymptotic powers of nonparametric and semiparametric tests for fractional integration
Stochastic Processes and their Applications | 2007-02-19 | Paper |
Limit theorems for iterated random functions
Journal of Applied Probability | 2004-09-24 | Paper |
