| Publication | Date of Publication | Type |
|---|
| An autocovariance-based learning framework for high-dimensional functional time series | 2024-03-06 | Paper |
| Estimation of Subgraph Densities in Noisy Networks | 2023-03-09 | Paper |
| Testing for unit roots based on sample autocovariances | 2022-06-17 | Paper |
| Krigings over space and time based on latent low-dimensional structures | 2021-05-06 | Paper |
| Error-Correction Factor Models for High-dimensional Cointegrated Time Series | 2020-11-16 | Paper |
| Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method | 2020-07-14 | Paper |
| OUP accepted manuscript | 2020-06-09 | Paper |
| Estimation for double-nonlinear cointegration | 2020-03-20 | Paper |
| On testing for high-dimensional white noise | 2020-01-15 | Paper |
| Erratum: Testing for high-dimensional white noise using maximum cross-correlations | 2019-06-24 | Paper |
| Testing for high-dimensional white noise using maximum cross-correlations | 2019-06-24 | Paper |
| Estimation of Extreme Quantiles for Functions of Dependent Random Variables | 2019-06-12 | Paper |
| Banded spatio-temporal autoregressions | 2019-04-26 | Paper |
| Nonlinear Regression Estimation Using Subset-Based Kernel Principal Components | 2018-11-22 | Paper |
| Principal component analysis for second-order stationary vector time series | 2018-10-24 | Paper |
| Principal component analysis for second-order stationary vector time series | 2018-10-01 | Paper |
| Confidence regions for entries of a large precision matrix | 2018-08-29 | Paper |
| On testing for high-dimensional white noise | 2018-08-10 | Paper |
| Matching a Distribution by Matching Quantiles Estimation | 2017-10-13 | Paper |
| Estimating conditional means with heavy tails | 2017-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2965995 | 2017-03-06 | Paper |
| Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients | 2016-09-06 | Paper |
| Least absolute deviations estimation for ARCH and GARCH models | 2016-06-27 | Paper |
| Testing for multivariate volatility functions using minimum volume sets and inverse regression | 2016-06-22 | Paper |
| APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS | 2016-06-01 | Paper |
| A conversation with Howell Tong | 2016-03-04 | Paper |
| High dimensional stochastic regression with latent factors, endogeneity and nonlinearity | 2015-12-01 | Paper |
| High dimensional stochastic regression with latent factors, endogeneity and nonlinearity | 2015-10-30 | Paper |
| Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood | 2014-04-28 | Paper |
| Modelling Multivariate Volatilities: An Ad Hoc Method | 2013-06-21 | Paper |
| Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach | 2013-04-26 | Paper |
| Adaptively Varying-Coefficient Spatiotemporal Models | 2012-10-16 | Paper |
| Factor modeling for high-dimensional time series: inference for the number of factors | 2012-08-29 | Paper |
| On determination of cointegration ranks | 2012-08-18 | Paper |
| WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE | 2012-05-14 | Paper |
| Bootstrap tests for simple structures in nonparametric time series regression | 2012-01-25 | Paper |
| Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches | 2012-01-18 | Paper |
| Estimation of latent factors for high-dimensional time series | 2011-12-28 | Paper |
| Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong | 2011-08-19 | Paper |
| Identifying the finite dimensionality of curve time series | 2011-01-19 | Paper |
| Approximating conditional density functions using dimension reduction | 2009-11-13 | Paper |
| To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied? | 2009-06-12 | Paper |
| Modelling Multivariate Volatilities via Conditionally Uncorrelated Components | 2009-06-10 | Paper |
| Modelling multiple time series via common factors | 2009-06-10 | Paper |
| Spatial smoothing, nugget effect and infill asymptotics | 2008-12-10 | Paper |
| Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series | 2008-06-18 | Paper |
| Estimating GARCH models: when to use what? | 2008-05-29 | Paper |
| Exploring spatial nonlinearity using additive approximation | 2008-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434017 | 2008-01-09 | Paper |
| Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat‐Mink Interaction | 2007-04-27 | Paper |
| Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes | 2006-11-06 | Paper |
| Inference in Arch and Garch Models with Heavy-Tailed Errors | 2006-06-19 | Paper |
| AN INTERVIEW WITH PROFESSOR YAOTING ZHANG | 2006-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3369438 | 2006-02-13 | Paper |
| Statistical Tests for Lyapunov Exponents of Deterministic Systems | 2006-01-27 | Paper |
| Approximating conditional distribution functions using dimension reduction | 2005-10-18 | Paper |
| Modelling multivariate volatilies via conditionally uncorrelated components | 2005-06-01 | Paper |
| Adaptive Varying-Coefficient Linear Models | 2005-05-09 | Paper |
| Data Tilting for Time Series | 2005-04-11 | Paper |
| Nonparametric regression under dependent errors with infinite variance | 2004-09-27 | Paper |
| Inference in components of variance models with low replication | 2004-05-18 | Paper |
| Prediction and nonparametric estimation for time series with heavy tails | 2003-10-22 | Paper |
| Nonparametric Estimation and Symmetry Tests for Conditional Density Functions | 2003-07-03 | Paper |
| Nonlinear time series. Nonparametric and parametric methods | 2003-04-22 | Paper |
| Set-indexed conditional empirical and quantile processes based on dependent data | 2002-09-20 | Paper |
| Methods for Estimating a Conditional Distribution Function | 2002-07-30 | Paper |
| Conditional Minimum Volume Predictive Regions for Stochastic Processes | 2002-07-30 | Paper |
| Functional-Coefficient Regression Models for Nonlinear Time Series | 2002-07-30 | Paper |
| Moving-maximum models for extrema of time series | 2002-06-16 | Paper |
| Smoothing for Discrete-Valued Time Series | 2001-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4507915 | 2001-01-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516372 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4510712 | 2000-10-30 | Paper |
| Linearity testing using local polynomial approximation | 2000-08-24 | Paper |
| Cross-validatory bandwidth selections for regression estimation based on dependent data | 2000-08-24 | Paper |
| A bootstrap detection for operational determinism | 2000-02-07 | Paper |
| Empirical Transform Estimation for Indexed Stochastic Models | 1999-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838100 | 1999-02-23 | Paper |
| Efficient estimation of conditional variance functions in stochastic regression | 1998-11-03 | Paper |
| Asymmetric least squares regression estimation: A nonparametric approach∗ | 1998-01-22 | Paper |
| On prediction and chaos in stochastic systems | 1996-12-16 | Paper |
| Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems | 1996-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4849886 | 1995-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839357 | 1995-07-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4307753 | 1994-10-04 | Paper |
| Asymptotically optimal ditiction of a change in a linear model | 1994-07-07 | Paper |
| Tests for change-points with epidemic alternatives | 1993-07-21 | Paper |
| Boundary-crossing probabilities of some random fields related to likelihood ratio tests for epidemic alternatives | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4025206 | 1993-02-18 | Paper |
| Conditional boundary crossing probabilities for some random fields, with applications to change-point problems | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3476153 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3833427 | 1989-01-01 | Paper |
| Repeated likelihood ratio test for the variance of normal distribution with unknown mean | 1988-01-01 | Paper |
