Yan Liu

Available identifiers

Publication	Date of Publication	Type
Second-order robustness for time series inference	2024-02-16	Paper
Sparse principal component analysis for high‐dimensional stationary time series	2024-01-02	Paper
Higher‐order asymptotics of minimax estimators for time series	2023-08-24	Paper
Homogeneity tests for one-way models with dependent errors under correlated groups	2023-07-12	Paper
Minimax estimation for time series models	2022-01-24	Paper
Shrinkage estimation for multivariate time series	2021-11-11	Paper
Robust Linear Interpolation and Extrapolation of Stationary Time Series in L^p	2020-05-27	Paper
Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction	2019-02-18	Paper
Change‐Point Detection in Autoregressive Models with no Moment Assumptions	2018-09-28	Paper
Asymptotic Theory of Test Statistic for Sphericity of High‐Dimensional Time Series	2018-05-16	Paper
Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities	2018-02-12	Paper
Robust parameter estimation for stationary processes by an exotic disparity from prediction problem	2017-12-22	Paper
Statistical inference for quantiles in the frequency domain	2017-12-22	Paper
Asymptotic theory of parameter estimation by a contrast function based on interpolation error	2016-04-04	Paper
Asymptotic moments of symmetric self-normalized sums	2016-03-17	Paper
An empirical likelihood approach for symmetric \(\alpha\)-stable processes	2015-10-30	Paper

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