| Publication | Date of Publication | Type |
|---|
| On a location-wide semiparametric analysis of spatiotemporal dynamics of the COVID-19 daily new cases in the UK | 2025-08-08 | Paper |
Realized probability
Journal of Systems Science and Complexity | 2025-07-30 | Paper |
On Semiparametrically Dynamic Functional-Coefficient Autoregressive Spatio-Temporal Models with Irregular Location Wide Nonstationarity
Journal of the American Statistical Association | 2024-07-05 | Paper |
Analysis of air quality time series of Hong Kong with graphical modeling
Environmetrics | 2023-12-18 | Paper |
Uniform consistency for local fitting of time series non-parametric regression allowing for discrete-valued response
Statistics and Its Interface | 2023-09-16 | Paper |
On Bandwidth Choice for Spatial Data Density Estimation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-08 | Paper |
The behavioral implications of the bilateral gamma process
Physica A | 2022-06-27 | Paper |
How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons
Journal of Industrial and Management Optimization | 2021-11-12 | Paper |
Modeling the variance of return intervals toward volatility prediction
Journal of Time Series Analysis | 2020-09-16 | Paper |
On a semiparametric data-driven nonlinear model with penalized spatio-temporal lag interactions
Journal of Time Series Analysis | 2019-05-23 | Paper |
The optimal cash holding models for stochastic cash management of continuous time
Journal of Industrial and Management Optimization | 2019-02-05 | Paper |
Local linear fitting under near epoch dependence
Econometric Theory | 2018-12-21 | Paper |
Semiparametric estimation in the optimal dividend barrier for the classical risk model
Scandinavian Actuarial Journal | 2018-12-14 | Paper |
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
Journal of the American Statistical Association | 2018-11-02 | Paper |
Exponentially smoothing the skewed Laplace distribution for value-at-risk forecasting
Journal of Forecasting | 2018-10-11 | Paper |
Optimal production and procurement decisions in a supply chain with an option contract and partial backordering under uncertainties
Applied Mathematics and Computation | 2018-06-22 | Paper |
Hidden Markov Models for Time Series: An Introduction Using R, 2nd Edition, by Walter Zucchini, Iain L. Macdonald, and Roland Langrock. Monographs on Statistics and Applied Probability 150, Published by CRC Press, 2016. Total number of pages: 28+370. ISBN
Journal of Time Series Analysis | 2018-02-23 | Paper |
Nonparametric estimation of probability density functions for irregularly observed spatial data
Journal of the American Statistical Association | 2017-08-07 | Paper |
A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach
Journal of Time Series Analysis | 2017-03-16 | Paper |
Semiparametric dynamic portfolio choice with multiple conditioning variables
Journal of Econometrics | 2016-09-06 | Paper |
| Safety-first principle for constraints of borrowing/lending and risky investment | 2016-08-10 | Paper |
Book review of: K. T. Mynbaev, Short-memory linear processes and econometric applications
Australian & New Zealand Journal of Statistics | 2016-04-27 | Paper |
The retailer's optimal decision on order quantity and credit periods under two-level trade credit policy
Journal of Global Optimization | 2015-09-22 | Paper |
A flexible semiparametric forecasting model for time series
Journal of Econometrics | 2015-09-01 | Paper |
Local bilinear multiple-output quantile/depth regression
Bernoulli | 2015-08-05 | Paper |
Local bilinear multiple-output quantile/depth regression
Bernoulli | 2015-08-05 | Paper |
The optimal portfolios based on a modified safety-first rule with risk-free saving
Journal of Industrial and Management Optimization | 2015-07-31 | Paper |
A semiparametric spatial dynamic model
The Annals of Statistics | 2014-07-03 | Paper |
A semiparametric spatial dynamic model
The Annals of Statistics | 2014-07-03 | Paper |
Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
Bernoulli | 2014-04-10 | Paper |
Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
Bernoulli | 2014-04-10 | Paper |
Adaptively combined forecasting for discrete response time series
Journal of Econometrics | 2014-04-04 | Paper |
Discussion of ``Local quantile regression''
Journal of Statistical Planning and Inference | 2014-02-06 | Paper |
Estimating dynamic geometric fractional Brownian motion and its application to long-memory option pricing
Dynamic Systems and Applications | 2014-01-03 | Paper |
Coordination in a single-retailer two-supplier supply chain under random demand and random supply with disruption
Discrete Dynamics in Nature and Society | 2013-06-13 | Paper |
Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Local linear fitting under near epoch dependence: uniform consistency with convergence rates
Econometric Theory | 2012-10-31 | Paper |
Adaptively varying-coefficient spatiotemporal models
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2012-10-16 | Paper |
Semiparametric likelihood estimation in survival models with informative censoring
Journal of Multivariate Analysis | 2012-03-22 | Paper |
| Optimal filtering of linear system driven by fractional Brownian motion | 2011-03-30 | Paper |
Local linear spatial quantile regression
Bernoulli | 2010-11-12 | Paper |
| Nonlinear analysis of financial systems: exploring the nonlinear impact of the trading volume on the price volatility | 2010-11-05 | Paper |
Index-exciting CAViaR: a new empirical time-varying risk model
Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
Nonparametric specification testing for nonlinear time series with nonstationarity
Econometric Theory | 2009-12-15 | Paper |
Specification testing in nonlinear and nonstationary time series autoregression
The Annals of Statistics | 2009-12-09 | Paper |
Spatial smoothing, nugget effect and infill asymptotics
Statistics & Probability Letters | 2008-12-10 | Paper |
Moment inequalities for spatial processes
Statistics & Probability Letters | 2008-04-28 | Paper |
| Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory | 2008-01-09 | Paper |
Exploring spatial nonlinearity using additive approximation
Bernoulli | 2008-01-09 | Paper |
Minimum Hellinger Distance Estimation for Finite Mixtures of Poisson Regression Models and Its Applications
Biometrics | 2007-04-27 | Paper |
Estimation in semiparametric spatial regression
The Annals of Statistics | 2006-08-24 | Paper |
Local linear spatial regression
The Annals of Statistics | 2005-09-12 | Paper |
CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
Local Linear Additive Quantile Regression
Scandinavian Journal of Statistics | 2005-05-20 | Paper |
Spatial kernel regression estimation: weak consistency
Statistics & Probability Letters | 2005-04-07 | Paper |
L₁ linear interpolator for missing values in time series
Annals of the Institute of Statistical Mathematics | 2004-10-05 | Paper |
Kernel density estimation for spatial processes: The \(L_{1}\) theory
Journal of Multivariate Analysis | 2004-02-03 | Paper |
Spatial nonparametric regression estimation: Non-isotropic case
Acta Mathematicae Applicatae Sinica. English Series | 2003-09-29 | Paper |
Density estimation for spatial linear processes
Bernoulli | 2003-02-26 | Paper |
| scientific article; zbMATH DE number 1004240 (Why is no real title available?) | 2002-11-10 | Paper |
Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
Science in China. Series A | 2002-08-15 | Paper |
Asymptotic normality of kernel density estimators under dependence
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
| scientific article; zbMATH DE number 1932370 (Why is no real title available?) | 2002-01-01 | Paper |
\(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term.
Statistics & Probability Letters | 2001-11-01 | Paper |
Nonparametric estimation for a nonlinear stable sample process
Nonlinear Functional Analysis and Applications | 2001-07-03 | Paper |
| scientific article; zbMATH DE number 1536466 (Why is no real title available?) | 2000-11-28 | Paper |
Nonparametric identification for nonlinear autoregressive time series models: Convergence rates
Chinese Annals of Mathematics. Series B | 2000-05-18 | Paper |
Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples
Science in China. Series A | 1999-07-04 | Paper |
Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
Journal of Statistical Planning and Inference | 1999-03-08 | Paper |
| scientific article; zbMATH DE number 1159334 (Why is no real title available?) | 1998-12-15 | Paper |
| scientific article; zbMATH DE number 850972 (Why is no real title available?) | 1998-12-14 | Paper |
Geometric ergodicity of a general ARCH type model
Chinese Science Bulletin | 1998-05-10 | Paper |
| scientific article; zbMATH DE number 1239650 (Why is no real title available?) | 1998-01-01 | Paper |
A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model
Statistics & Probability Letters | 1997-08-26 | Paper |
| scientific article; zbMATH DE number 411264 (Why is no real title available?) | 1993-09-16 | Paper |
