| Publication | Date of Publication | Type |
|---|
| On Semiparametrically Dynamic Functional-Coefficient Autoregressive Spatio-Temporal Models with Irregular Location Wide Nonstationarity | 2024-07-05 | Paper |
| Analysis of air quality time series of Hong Kong with graphical modeling | 2023-12-18 | Paper |
| Uniform consistency for local fitting of time series non-parametric regression allowing for discrete-valued response | 2023-09-16 | Paper |
| On Bandwidth Choice for Spatial Data Density Estimation | 2022-07-08 | Paper |
| The behavioral implications of the bilateral gamma process | 2022-06-27 | Paper |
| How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons | 2021-11-12 | Paper |
| Modeling the variance of return intervals toward volatility prediction | 2020-09-16 | Paper |
| On a semiparametric data-driven nonlinear model with penalized spatio-temporal lag interactions | 2019-05-23 | Paper |
| The optimal cash holding models for stochastic cash management of continuous time | 2019-02-05 | Paper |
| Local linear fitting under near epoch dependence | 2018-12-21 | Paper |
| Semiparametric estimation in the optimal dividend barrier for the classical risk model | 2018-12-14 | Paper |
| Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series | 2018-11-02 | Paper |
| Exponentially smoothing the skewed Laplace distribution for value-at-risk forecasting | 2018-10-11 | Paper |
| Optimal production and procurement decisions in a supply chain with an option contract and partial backordering under uncertainties | 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: 978‐1‐4822‐5383‐2 (Hardback) | 2018-02-23 | Paper |
| Nonparametric estimation of probability density functions for irregularly observed spatial data | 2017-08-07 | Paper |
| A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach | 2017-03-16 | Paper |
| Semiparametric dynamic portfolio choice with multiple conditioning variables | 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 | 2016-04-27 | Paper |
| The retailer's optimal decision on order quantity and credit periods under two-level trade credit policy | 2015-09-22 | Paper |
| A flexible semiparametric forecasting model for time series | 2015-09-01 | Paper |
| Local bilinear multiple-output quantile/depth regression | 2015-08-05 | Paper |
| The optimal portfolios based on a modified safety-first rule with risk-free saving | 2015-07-31 | Paper |
| A semiparametric spatial dynamic model | 2014-07-03 | Paper |
| Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework | 2014-04-10 | Paper |
| Adaptively combined forecasting for discrete response time series | 2014-04-04 | Paper |
| Discussion of ``Local quantile regression | 2014-02-06 | Paper |
| Estimating dynamic geometric fractional Brownian motion and its application to long-memory option pricing | 2014-01-03 | Paper |
| Coordination in a single-retailer two-supplier supply chain under random demand and random supply with disruption | 2013-06-13 | Paper |
| Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution | 2012-12-30 | Paper |
| Local linear fitting under near epoch dependence: uniform consistency with convergence rates | 2012-10-31 | Paper |
| Adaptively varying-coefficient spatiotemporal models | 2012-10-16 | Paper |
| Semiparametric likelihood estimation in survival models with informative censoring | 2012-03-22 | Paper |
| Optimal filtering of linear system driven by fractional Brownian motion | 2011-03-30 | Paper |
| Local linear spatial quantile regression | 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 | 2010-07-02 | Paper |
| Nonparametric specification testing for nonlinear time series with nonstationarity | 2009-12-15 | Paper |
| Specification testing in nonlinear and nonstationary time series autoregression | 2009-12-09 | Paper |
| Spatial smoothing, nugget effect and infill asymptotics | 2008-12-10 | Paper |
| Moment inequalities for spatial processes | 2008-04-28 | Paper |
| Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory | 2008-01-09 | Paper |
| Exploring spatial nonlinearity using additive approximation | 2008-01-09 | Paper |
| Minimum Hellinger Distance Estimation for Finite Mixtures of Poisson Regression Models and Its Applications | 2007-04-27 | Paper |
| Estimation in semiparametric spatial regression | 2006-08-24 | Paper |
| Local linear spatial regression | 2005-09-12 | Paper |
| CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS | 2005-06-22 | Paper |
| Local Linear Additive Quantile Regression | 2005-05-20 | Paper |
| Spatial kernel regression estimation: weak consistency | 2005-04-07 | Paper |
| \(L_1\) linear interpolator for missing values in time series | 2004-10-05 | Paper |
| Kernel density estimation for spatial processes: The \(L_{1}\) theory | 2004-02-03 | Paper |
| Spatial nonparametric regression estimation: Non-isotropic case | 2003-09-29 | Paper |
| Density estimation for spatial linear processes | 2003-02-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3129187 | 2002-11-10 | Paper |
| Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates | 2002-08-15 | Paper |
| Asymptotic normality of kernel density estimators under dependence | 2002-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4709643 | 2002-01-01 | Paper |
| \(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term. | 2001-11-01 | Paper |
| Nonparametric estimation for a nonlinear stable sample process | 2001-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516698 | 2000-11-28 | Paper |
| Nonparametric identification for nonlinear autoregressive time series models: Convergence rates | 2000-05-18 | Paper |
| Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples | 1999-07-04 | Paper |
| Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series | 1999-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391749 | 1998-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4867577 | 1998-12-14 | Paper |
| Geometric ergodicity of a general ARCH type model | 1998-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225475 | 1998-01-01 | Paper |
| A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model | 1997-08-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3134607 | 1993-09-16 | Paper |
