| Publication | Date of Publication | Type |
|---|
A two-way heterogeneity model for dynamic networks
The Annals of Statistics | 2026-01-26 | Paper |
On the Modeling and Prediction of High-Dimensional Functional Time Series
Journal of the American Statistical Association | 2026-01-07 | Paper |
Modeling Multivariate Volatilities via Latent Common Factors
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Comment
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Comment
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Testing for the Markov property in time series via deep conditional generative learning
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-16 | Paper |
Modelling matrix time series via a tensor CP-decomposition
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-10 | Paper |
Simultaneous Decorrelation of Matrix Time Series
Journal of the American Statistical Association | 2024-07-05 | Paper |
Factor Modeling for Clustering High-Dimensional Time Series
Journal of the American Statistical Association | 2024-07-05 | Paper |
Edge differentially private estimation in the \(\beta\)-model via jittering and method of moments
The Annals of Statistics | 2024-06-05 | Paper |
An autocovariance-based learning framework for high-dimensional functional time series
Journal of Econometrics | 2024-03-06 | Paper |
Estimation of Subgraph Densities in Noisy Networks
Journal of the American Statistical Association | 2023-03-09 | Paper |
Testing for unit roots based on sample autocovariances
Biometrika | 2022-06-17 | Paper |
Krigings over space and time based on latent low-dimensional structures
Science China. Mathematics | 2021-05-06 | Paper |
Error-correction factor models for high-dimensional cointegrated time series
STATISTICA SINICA | 2020-11-16 | Paper |
Estimating factor models for multivariate volatilities: an innovation expansion method
Proceedings of COMPSTAT'2010 | 2020-07-14 | Paper |
OUP accepted manuscript
Biometrika | 2020-06-09 | Paper |
Estimation for double-nonlinear cointegration
Journal of Econometrics | 2020-03-20 | Paper |
On testing for high-dimensional white noise
The Annals of Statistics | 2020-01-15 | Paper |
On testing for high-dimensional white noise
The Annals of Statistics | 2020-01-15 | Paper |
Erratum: Testing for high-dimensional white noise using maximum cross-correlations
Biometrika | 2019-06-24 | Paper |
Testing for high-dimensional white noise using maximum cross-correlations
Biometrika | 2019-06-24 | Paper |
Testing for high-dimensional white noise using maximum cross-correlations
Biometrika | 2019-06-24 | Paper |
Estimation of Extreme Quantiles for Functions of Dependent Random Variables
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Estimation of Extreme Quantiles for Functions of Dependent Random Variables
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Banded spatio-temporal autoregressions
Journal of Econometrics | 2019-04-26 | Paper |
Banded spatio-temporal autoregressions
Journal of Econometrics | 2019-04-26 | Paper |
Nonlinear Regression Estimation Using Subset-Based Kernel Principal Components
STATISTICA SINICA | 2018-11-22 | Paper |
Principal component analysis for second-order stationary vector time series
The Annals of Statistics | 2018-10-24 | Paper |
Principal component analysis for second-order stationary vector time series
The Annals of Statistics | 2018-10-24 | Paper |
Principal component analysis for second-order stationary vector time series
The Annals of Statistics | 2018-10-01 | Paper |
Principal component analysis for second-order stationary vector time series
The Annals of Statistics | 2018-10-01 | Paper |
Confidence regions for entries of a large precision matrix
Journal of Econometrics | 2018-08-29 | Paper |
On testing for high-dimensional white noise
(available as arXiv preprint) | 2018-08-10 | Paper |
Matching a distribution by matching quantiles estimation
Journal of the American Statistical Association | 2017-10-13 | Paper |
Estimating conditional means with heavy tails
Statistics & Probability Letters | 2017-10-06 | Paper |
| The elements of financial econometrics | 2017-03-06 | Paper |
Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
Journal of Econometrics | 2016-09-06 | Paper |
Least absolute deviations estimation for ARCH and GARCH models
Biometrika | 2016-06-27 | Paper |
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Journal of Econometrics | 2016-06-22 | Paper |
Approximating volatilities by asymmetric power GARCH functions
Australian & New Zealand Journal of Statistics | 2016-06-01 | Paper |
A conversation with Howell Tong
Statistical Science | 2016-03-04 | Paper |
A conversation with Howell Tong
Statistical Science | 2016-03-04 | Paper |
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Journal of Econometrics | 2015-12-01 | Paper |
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Journal of Econometrics | 2015-12-01 | Paper |
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Journal of Econometrics | 2015-10-30 | Paper |
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Journal of Econometrics | 2015-10-30 | Paper |
Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Modelling Multivariate Volatilities: An Ad Hoc Method
Contemporary Multivariate Analysis and Design of Experiments | 2013-06-21 | Paper |
Modeling and forecasting daily electricity load curves: a hybrid approach
Journal of the American Statistical Association | 2013-04-26 | Paper |
Modeling and forecasting daily electricity load curves: a hybrid approach
Journal of the American Statistical Association | 2013-04-26 | Paper |
Adaptively varying-coefficient spatiotemporal models
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2012-10-16 | Paper |
Factor modeling for high-dimensional time series: inference for the number of factors
The Annals of Statistics | 2012-08-29 | Paper |
Factor modeling for high-dimensional time series: inference for the number of factors
The Annals of Statistics | 2012-08-29 | Paper |
On determination of cointegration ranks
Statistics and Its Interface | 2012-08-18 | Paper |
Weighted least absolute deviations estimation for ARMA models with infinite variance
Econometric Theory | 2012-05-14 | Paper |
Bootstrap tests for simple structures in nonparametric time series regression
Statistics and Its Interface | 2012-01-25 | Paper |
Large volatility matrix inference via combining low-frequency and high-frequency approaches
Journal of the American Statistical Association | 2012-01-18 | Paper |
Estimation of latent factors for high-dimensional time series
Biometrika | 2011-12-28 | Paper |
Estimation of latent factors for high-dimensional time series
Biometrika | 2011-12-28 | Paper |
Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong
Statistical Science | 2011-08-19 | Paper |
Identifying the finite dimensionality of curve time series
The Annals of Statistics | 2011-01-19 | Paper |
Approximating conditional density functions using dimension reduction
Acta Mathematicae Applicatae Sinica. English Series | 2009-11-13 | Paper |
To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied?
Journal of the American Statistical Association | 2009-06-12 | Paper |
Modelling Multivariate Volatilities via Conditionally Uncorrelated Components
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2009-06-10 | Paper |
Modelling multiple time series via common factors
Biometrika | 2009-06-10 | Paper |
Spatial smoothing, nugget effect and infill asymptotics
Statistics & Probability Letters | 2008-12-10 | Paper |
Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series
Journal of Time Series Analysis | 2008-06-18 | Paper |
Estimating GARCH models: when to use what?
Econometrics Journal | 2008-05-29 | Paper |
| Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory | 2008-01-09 | Paper |
Exploring spatial nonlinearity using additive approximation
Bernoulli | 2008-01-09 | Paper |
Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat‐Mink Interaction
Biometrics | 2007-04-27 | Paper |
Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
Bernoulli | 2006-11-06 | Paper |
Inference in Arch and Garch Models with Heavy-Tailed Errors
Econometrica | 2006-06-19 | Paper |
| Exponential inequalities for spatial processes and uniform convergence rates for density estima\-tion | 2006-02-13 | Paper |
AN INTERVIEW WITH PROFESSOR YAOTING ZHANG
Development of Modern Statistics and Related Topics | 2006-02-13 | Paper |
Statistical Tests for Lyapunov Exponents of Deterministic Systems
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
Approximating conditional distribution functions using dimension reduction
The Annals of Statistics | 2005-10-18 | Paper |
Modelling multivariate volatilies via conditionally uncorrelated components
(available as arXiv preprint) | 2005-06-01 | Paper |
Adaptive Varying-Coefficient Linear Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-05-09 | Paper |
Data Tilting for Time Series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-11 | Paper |
Nonparametric regression under dependent errors with infinite variance
Annals of the Institute of Statistical Mathematics | 2004-09-27 | Paper |
Inference in components of variance models with low replication
The Annals of Statistics | 2004-05-18 | Paper |
Prediction and nonparametric estimation for time series with heavy tails
Journal of Time Series Analysis | 2003-10-22 | Paper |
Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
Journal of Nonparametric Statistics | 2003-07-03 | Paper |
Nonlinear time series. Nonparametric and parametric methods
Springer Series in Statistics | 2003-04-22 | Paper |
Set-indexed conditional empirical and quantile processes based on dependent data
Journal of Multivariate Analysis | 2002-09-20 | Paper |
| Functional-Coefficient Regression Models for Nonlinear Time Series | 2002-07-30 | Paper |
| Methods for Estimating a Conditional Distribution Function | 2002-07-30 | Paper |
| Conditional Minimum Volume Predictive Regions for Stochastic Processes | 2002-07-30 | Paper |
Moving-maximum models for extrema of time series
Journal of Statistical Planning and Inference | 2002-06-16 | Paper |
Smoothing for discrete-valued time series
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2001-09-23 | Paper |
| scientific article; zbMATH DE number 1515417 (Why is no real title available?) | 2001-01-11 | Paper |
| scientific article; zbMATH DE number 1536178 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1522472 (Why is no real title available?) | 2000-10-30 | Paper |
Linearity testing using local polynomial approximation
Journal of Statistical Planning and Inference | 2000-08-24 | Paper |
Cross-validatory bandwidth selections for regression estimation based on dependent data
Journal of Statistical Planning and Inference | 2000-08-24 | Paper |
A bootstrap detection for operational determinism
Physica D | 2000-02-07 | Paper |
Empirical Transform Estimation for Indexed Stochastic Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 1999-06-10 | Paper |
| scientific article; zbMATH DE number 1183929 (Why is no real title available?) | 1999-02-23 | Paper |
Efficient estimation of conditional variance functions in stochastic regression
Biometrika | 1998-11-03 | Paper |
Asymmetric least squares regression estimation: A nonparametric approach∗
Journal of Nonparametric Statistics | 1998-01-22 | Paper |
On prediction and chaos in stochastic systems
Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences | 1996-12-16 | Paper |
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
Biometrika | 1996-12-08 | Paper |
| scientific article; zbMATH DE number 802768 (Why is no real title available?) | 1995-10-04 | Paper |
| scientific article; zbMATH DE number 774843 (Why is no real title available?) | 1995-07-17 | Paper |
| scientific article; zbMATH DE number 646833 (Why is no real title available?) | 1994-10-04 | Paper |
Asymptotically optimal ditiction of a change in a linear model
Sequential Analysis | 1994-07-07 | Paper |
Tests for change-points with epidemic alternatives
Biometrika | 1993-07-21 | Paper |
Boundary-crossing probabilities of some random fields related to likelihood ratio tests for epidemic alternatives
Journal of Applied Probability | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 123428 (Why is no real title available?) | 1993-02-18 | Paper |
Conditional boundary crossing probabilities for some random fields, with applications to change-point problems
Chinese Science Bulletin | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4145180 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4109849 (Why is no real title available?) | 1989-01-01 | Paper |
Repeated likelihood ratio test for the variance of normal distribution with unknown mean
Acta Mathematicae Applicatae Sinica. English Series | 1988-01-01 | Paper |
