| Publication | Date of Publication | Type |
|---|
On a buffered threshold autoregressive stochastic volatility model
Applied Stochastic Models in Business and Industry | 2024-07-29 | Paper |
Analysis of air quality time series of Hong Kong with graphical modeling
Environmetrics | 2023-12-18 | Paper |
On constrained estimation of graphical time series models
Computational Statistics and Data Analysis | 2018-08-20 | Paper |
Identification of threshold autoregressive moving average models
Advances in Time Series Methods and Applications | 2017-07-31 | Paper |
Testing the significance of index parameters in varying-coefficient single-index models
Computational Statistics and Data Analysis | 2017-06-29 | Paper |
On two novel types of three-way decisions in three-way decision spaces
International Journal of Approximate Reasoning | 2017-02-22 | Paper |
Model checking for a general linear model with nonignorable missing covariates
Acta Mathematicae Applicatae Sinica. English Series | 2017-02-14 | Paper |
A functional coefficient GARCH-M model
Communications in Statistics. Theory and Methods | 2016-08-26 | Paper |
Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models
Biometrika | 2016-06-27 | Paper |
Bayesian inference for multivariate regression model with generalized matrix variate distributions
| 2014-02-28 | Paper |
Bayesian time series analysis of structural changes in level and trend
Communications in Statistics. Theory and Methods | 2013-11-26 | Paper |
An alternative GARCH-in-mean model: structure and estimation
Communications in Statistics. Theory and Methods | 2013-07-04 | Paper |
Fuzzy integral on credibility measure
Fuzzy Information and Engineering | 2013-01-24 | Paper |
A class of threshold autoregressive conditional heteroscedastic models
Statistics and Its Interface | 2011-12-01 | Paper |
On comparison of jump point detection for an exchange rate series
Science in China. Series A | 2011-07-21 | Paper |
Smoothing spline estimation for partially linear single-index models
Communications in Statistics. Simulation and Computation | 2011-02-03 | Paper |
Fuzzy integral on credibility measure
Advances in Soft Computing | 2010-05-31 | Paper |
Empirical likelihood based diagnostics for heteroscedasticity in partial linear models
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
Testing coefficients of AR and bilinear time series models by a graphical approach
Science in China. Series A | 2009-12-07 | Paper |
On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
Journal of Statistical Planning and Inference | 2009-07-22 | Paper |
Varying-coefficient single-index model
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Predictive inference for singular multivariate elliptically contoured distributions
Journal of Multivariate Analysis | 2009-06-09 | Paper |
Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
Journal of Statistical Planning and Inference | 2009-03-20 | Paper |
Determination of embedded distributions
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Functional-coefficient partially linear regression model
Journal of Multivariate Analysis | 2008-04-23 | Paper |
Testing heteroscedasticity by wavelets in a nonparametric regression model
Science in China. Series A | 2007-02-16 | Paper |
Estimation for parameters of interest in random effects growth curve models
Journal of Multivariate Analysis | 2007-02-13 | Paper |
Inverse Wishart distributions based on singular elliptically contoured distributions
Linear Algebra and its Applications | 2007-01-09 | Paper |
Mixed Portmanteau Tests for Time‐Series Models
Journal of Time Series Analysis | 2006-05-24 | Paper |
Sequential variable sampling plan for normal distribution
European Journal of Operational Research | 2006-03-24 | Paper |
Joint modeling of cointegration and conditional heteroscedasticity with applications
Annals of the Institute of Statistical Mathematics | 2006-03-09 | Paper |
Sufficient and admissible estimators in general multivariate linear model
Journal of Statistical Planning and Inference | 2005-11-22 | Paper |
Wavelets in probability and statistics -- a review on recent advances
Chinese Science Bulletin | 2005-11-21 | Paper |
A GIC rule for assessing data transformation in regression
Statistics & Probability Letters | 2005-04-07 | Paper |
scientific article; zbMATH DE number 2075219 (Why is no real title available?)
| 2004-06-15 | Paper |
Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity
Biometrika | 2003-03-10 | Paper |
scientific article; zbMATH DE number 1843490 (Why is no real title available?)
| 2002-12-10 | Paper |
Wavelet estimation of thresholds and time delay for a double-threshold autoregressive heteroscedastic time series model
Acta Mathematicae Applicatae Sinica | 2002-12-04 | Paper |
Detection of jumps by wavelets in a heteroscedastic autoregressive model
Statistics & Probability Letters | 2002-03-06 | Paper |
Threshold variable selection by wavelets in open-loop threshold autoregressive models
Statistics & Probability Letters | 2001-01-03 | Paper |
On a multivariate conditional heteroscedastic model
Biometrika | 1998-03-09 | Paper |
