Yan Liu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Second-order robustness for time series inference Statistical Inference for Stochastic Processes	2024-02-16	Paper
Sparse principal component analysis for high‐dimensional stationary time series Scandinavian Journal of Statistics	2024-01-02	Paper
Higher‐order asymptotics of minimax estimators for time series Journal of Time Series Analysis	2023-08-24	Paper
Homogeneity tests for one-way models with dependent errors under correlated groups Test	2023-07-12	Paper
Minimax estimation for time series models Metron	2022-01-24	Paper
Shrinkage estimation for multivariate time series Statistical Inference for Stochastic Processes	2021-11-11	Paper
Robust linear interpolation and extrapolation of stationary time series in \(L^p\) Journal of Time Series Analysis	2020-05-27	Paper
Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction SpringerBriefs in Statistics	2019-02-18	Paper
Change-point detection in autoregressive models with no moment assumptions Journal of Time Series Analysis	2018-09-28	Paper
Asymptotic theory of test statistic for sphericity of high-dimensional time series Journal of Time Series Analysis	2018-05-16	Paper
Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities Communications in Statistics. Simulation and Computation	2018-02-12	Paper
Robust parameter estimation for stationary processes by an exotic disparity from prediction problem Statistics & Probability Letters	2017-12-22	Paper
Statistical inference for quantiles in the frequency domain Statistical Inference for Stochastic Processes	2017-12-22	Paper
Asymptotic theory of parameter estimation by a contrast function based on interpolation error Statistical Inference for Stochastic Processes	2016-04-04	Paper
Asymptotic moments of symmetric self-normalized sums Scientiae Mathematicae Japonicae	2016-03-17	Paper
An empirical likelihood approach for symmetric \(\alpha\)-stable processes Bernoulli	2015-10-30	Paper
An empirical likelihood approach for symmetric \(\alpha\)-stable processes Bernoulli	2015-10-30	Paper

Research outcomes over time

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