Rong Mao Zhang

Available identifiers

zbMath Open zhang.rongmaoMaRDI QIDQ244345

List of research outcomes

Publication	Date of Publication	Type
Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference	2024-01-29	Paper
Cointegration Rank Estimation for High-Dimensional Time Series With Breaks	2023-11-17	Paper
Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models	2023-08-18	Paper
Estimation of generalized threshold autoregressive models	2023-07-28	Paper
Nonparametric testing for the specification of spatial trend functions	2023-06-05	Paper
Inference for Structural Breaks in Spatial Models	2022-10-13	Paper
Nearly nonstationary processes under infinite variance GARCH noises	2022-08-02	Paper
TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL	2022-06-17	Paper
LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise	2022-03-16	Paper
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors	2022-03-04	Paper
https://portal.mardi4nfdi.de/entity/Q5033659	2022-02-23	Paper
Empirical likelihood test for the equality of several high-dimensional covariance matrices	2021-12-14	Paper
Portmanteau-type test for unit root with heavy-tailed noise	2021-12-14	Paper
Quantile inference for nonstationary processes with infinite variance innovations	2021-12-06	Paper
NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS	2021-11-25	Paper
Empirical likelihood test for the application of swqmele in fitting an arma‐garch model	2021-06-30	Paper
Group orthogonal greedy algorithm for change-point estimation of multivariate time series	2021-05-07	Paper
Krigings over space and time based on latent low-dimensional structures	2021-05-06	Paper
Inference for spatial autoregressive models with infinite variance noises	2021-02-24	Paper
Error-Correction Factor Models for High-dimensional Cointegrated Time Series	2020-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q3306252	2020-08-12	Paper
Portmanteau-type tests for unit-root and cointegration	2019-04-26	Paper
Nearly Unstable Processes: A Prediction Perspective	2019-02-28	Paper
Group LASSO for Structural Break Time Series	2017-08-04	Paper
ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES	2015-11-03	Paper
LASSO estimation of threshold autoregressive models	2015-10-30	Paper
On functional limits of short- and long-memory linear processes with GARCH(1,1) noises	2015-01-30	Paper
Limit theory for a general class of GARCH models with just barely infinite variance	2014-11-20	Paper
TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS	2014-06-20	Paper
Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes	2014-02-25	Paper
Non‐stationary autoregressive processes with infinite variance	2014-02-25	Paper
Marked empirical processes for non-stationary time series	2014-02-04	Paper
Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations	2014-01-13	Paper
Tests for covariance matrix with fixed or divergent dimension	2013-12-11	Paper
Interval estimation of the tail index of a GARCH(1,1) model	2013-02-05	Paper
Jackknife-blockwise empirical likelihood methods under dependence	2011-10-28	Paper
Quantile inference for heteroscedastic regression models	2011-03-22	Paper
Comments on: A review on empirical likelihood methods for regression	2011-01-22	Paper
https://portal.mardi4nfdi.de/entity/Q3057785	2010-11-17	Paper
A functional LIL for integrated \(\alpha \) stable process	2010-09-21	Paper
Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence	2009-12-16	Paper
Asymptotic distributions of non-central Studentized statistics	2009-12-07	Paper
M-estimation in nonparametric regression under strong dependence and infinite variance	2009-09-30	Paper
https://portal.mardi4nfdi.de/entity/Q5325806	2009-07-24	Paper
The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion	2007-07-30	Paper
https://portal.mardi4nfdi.de/entity/Q3446353	2007-06-14	Paper
Chung LIL for integrated \(\alpha\) stable process	2007-03-15	Paper
Some path properties of generalized Lévy sheet	2007-03-14	Paper
A functional LIL for \(m\)-fold integrated Brownian motion	2006-10-24	Paper
The self-intersections of a Gaussian random field	2006-10-05	Paper
Exact Hausdorff measure of the lever sets of a multi-parameter stable process	2006-01-16	Paper
The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet	2005-01-20	Paper
Some properties for two-parameter fractional Lévy-Wiener process	2003-11-04	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Rong Mao Zhang