Yaolan Ma

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Unified estimation of conditional distortion risk measures and expectiles in APARCH-X models Australian & New Zealand Journal of Statistics	2026-08-26	Paper
A zero serial cross-correlation test before fitting heteroscedasticity Journal of Time Series Analysis	2026-02-23	Paper
Extreme conditional tail risk inference in ARMA-GARCH models Journal of Economic Dynamics & Control	2025-12-01	Paper
Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference STATISTICA SINICA	2024-01-29	Paper
Efficient estimation of partially linear tail index models using B‐splines Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics	2023-10-20	Paper
Test for zero median of errors in an ARMA-GARCH model Econometric Theory	2022-06-17	Paper
Tail index varying coefficient model Communications in Statistics: Theory and Methods	2022-01-19	Paper
Portmanteau-type test for unit root with heavy-tailed noise Journal of Statistical Planning and Inference	2021-12-14	Paper
A nonparametric estimator for the conditional tail index of Pareto-type distributions Metrika	2020-02-28	Paper
Empirical likelihood based inference for conditional Pareto-type tail index Statistics & Probability Letters	2018-02-15	Paper

Research outcomes over time

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