| Publication | Date of Publication | Type |
|---|
On a Threshold Double Autoregressive Model
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Self-normalized inference for stationarity of irregular spatial data
Journal of Statistical Planning and Inference | 2024-10-08 | 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 |
Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference
STATISTICA SINICA | 2024-01-29 | Paper |
Cointegration Rank Estimation for High-Dimensional Time Series With Breaks
STATISTICA SINICA | 2023-11-17 | Paper |
Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models
Journal of Econometrics | 2023-08-18 | Paper |
Estimation of generalized threshold autoregressive models
Communications in Statistics: Theory and Methods | 2023-07-28 | Paper |
Nonparametric testing for the specification of spatial trend functions
Journal of Multivariate Analysis | 2023-06-05 | Paper |
Inference for Structural Breaks in Spatial Models
STATISTICA SINICA | 2022-10-13 | Paper |
Nearly nonstationary processes under infinite variance GARCH noises
Applied Mathematics. Series B (English Edition) | 2022-08-02 | Paper |
Test for zero median of errors in an ARMA-GARCH model
Econometric Theory | 2022-06-17 | Paper |
LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
Journal of Econometrics | 2022-03-16 | Paper |
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Econometric Reviews | 2022-03-04 | Paper |
| scientific article; zbMATH DE number 7480380 (Why is no real title available?) | 2022-02-23 | Paper |
Empirical likelihood test for the equality of several high-dimensional covariance matrices
Science China. Mathematics | 2021-12-14 | Paper |
Portmanteau-type test for unit root with heavy-tailed noise
Journal of Statistical Planning and Inference | 2021-12-14 | Paper |
Quantile inference for nonstationary processes with infinite variance innovations
Applied Mathematics. Series B (English Edition) | 2021-12-06 | Paper |
Nonstationary linear processes with infinite variance GARCH errors
Econometric Theory | 2021-11-25 | Paper |
Empirical likelihood test for the application of SWQMELE in fitting an ARMA-GARCH model
Journal of Time Series Analysis | 2021-06-30 | Paper |
Group orthogonal greedy algorithm for change-point estimation of multivariate time series
Journal of Statistical Planning and Inference | 2021-05-07 | Paper |
Krigings over space and time based on latent low-dimensional structures
Science China. Mathematics | 2021-05-06 | Paper |
Inference for spatial autoregressive models with infinite variance noises
Acta Mathematica Sinica, English Series | 2021-02-24 | Paper |
Error-correction factor models for high-dimensional cointegrated time series
STATISTICA SINICA | 2020-11-16 | Paper |
| scientific article; zbMATH DE number 7233623 (Why is no real title available?) | 2020-08-12 | Paper |
Portmanteau-type tests for unit-root and cointegration
Journal of Econometrics | 2019-04-26 | Paper |
Nearly unstable processes: a prediction perspective
STATISTICA SINICA | 2019-02-28 | Paper |
Group Lasso for structural break time series
Journal of the American Statistical Association | 2017-08-04 | Paper |
Asymptotic inference for AR models with heavy-tailed G-GARCH noises
Econometric Theory | 2015-11-03 | Paper |
LASSO estimation of threshold autoregressive models
Journal of Econometrics | 2015-10-30 | Paper |
On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
Stochastic Processes and their Applications | 2015-01-30 | Paper |
Limit theory for a general class of GARCH models with just barely infinite variance
Journal of Time Series Analysis | 2014-11-20 | Paper |
Tail index of an AR(1) model with ARCH(1) errors
Econometric Theory | 2014-06-20 | Paper |
Non-stationary autoregressive processes with infinite variance
Journal of Time Series Analysis | 2014-02-25 | Paper |
Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes
Journal of Time Series Analysis | 2014-02-25 | Paper |
Marked empirical processes for non-stationary time series
Bernoulli | 2014-02-04 | Paper |
Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Tests for covariance matrix with fixed or divergent dimension
The Annals of Statistics | 2013-12-11 | Paper |
Tests for covariance matrix with fixed or divergent dimension
The Annals of Statistics | 2013-12-11 | Paper |
Interval estimation of the tail index of a GARCH(1,1) model
Test | 2013-02-05 | Paper |
Jackknife-blockwise empirical likelihood methods under dependence
Journal of Multivariate Analysis | 2011-10-28 | Paper |
Quantile inference for heteroscedastic regression models
Journal of Statistical Planning and Inference | 2011-03-22 | Paper |
Comments on: A review on empirical likelihood methods for regression
Test | 2011-01-22 | Paper |
| scientific article; zbMATH DE number 5816769 (Why is no real title available?) | 2010-11-17 | Paper |
A functional LIL for integrated \(\alpha \) stable process
Acta Mathematica Sinica, English Series | 2010-09-21 | Paper |
Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence
Stochastic Processes and their Applications | 2009-12-16 | Paper |
Asymptotic distributions of non-central Studentized statistics
Science in China. Series A | 2009-12-07 | Paper |
M-estimation in nonparametric regression under strong dependence and infinite variance
Annals of the Institute of Statistical Mathematics | 2009-09-30 | Paper |
| scientific article; zbMATH DE number 5586340 (Why is no real title available?) | 2009-07-24 | Paper |
The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
Science in China. Series A | 2007-07-30 | Paper |
| Some limit results for the multi-parameter Gaussian processes with stationary increments | 2007-06-14 | Paper |
Chung LIL for integrated \(\alpha\) stable process
Statistics & Probability Letters | 2007-03-15 | Paper |
Some path properties of generalized Lévy sheet
Science in China. Series A | 2007-03-14 | Paper |
A functional LIL for \(m\)-fold integrated Brownian motion
Chinese Annals of Mathematics. Series B | 2006-10-24 | Paper |
The self-intersections of a Gaussian random field
Stochastic Processes and their Applications | 2006-10-05 | Paper |
Exact Hausdorff measure of the lever sets of a multi-parameter stable process
Progress in Natural Science | 2006-01-16 | Paper |
The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet
Stochastic Analysis and Applications | 2005-01-20 | Paper |
Some properties for two-parameter fractional Lévy-Wiener process
Applied Mathematics. Series B (English Edition) | 2003-11-04 | Paper |
