| Publication | Date of Publication | Type |
|---|
A dynamic interaction varying index coefficient quantile regression model
Statistical Papers | 2026-03-03 | Paper |
Inference for dependent error functional data: covariance function
Electronic Journal of Statistics | 2026-02-06 | Paper |
Inference for ARMA time series with mildly varying trend
Journal of Nonparametric Statistics | 2025-12-11 | Paper |
Energy-induced chimera-like states in bilayer memristive FitzHugh-Nagumo neural networks
Chaos | 2025-12-10 | Paper |
Synchronization transition induced in a partial resetting oscillator system with adaptive coupling
Physica A | 2025-10-15 | Paper |
Smoothed partially linear varying coefficient quantile regression with nonignorable missing response
Metrika | 2025-10-13 | Paper |
Statistical inference for multivariate functional panel data
Statistica Sinica | 2025-10-08 | Paper |
Quantile regression of partially linear varying coefficient models with nonignorable nonresponse data
Journal of the Korean Statistical Society | 2025-07-24 | Paper |
Inference and prediction for ARCH time series via innovation distribution function
Test | 2025-04-22 | Paper |
Hypotheses testing of functional principal components
STATISTICA SINICA | 2025-01-27 | Paper |
Continuity of Gaussian extreme distributions
Statistics & Probability Letters | 2024-12-09 | Paper |
Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Enhancing orderly signal propagation between layers of neuronal networks through spike timing-dependent plasticity
Physics Letters. A | 2024-08-28 | Paper |
Exact quantiles of Gaussian process extremes
Statistics & Probability Letters | 2024-08-19 | Paper |
Statistical Inference for Functional Time Series: Autocovariance Function
STATISTICA SINICA | 2023-11-14 | Paper |
Statistical Inference for Functional Time Series
STATISTICA SINICA | 2023-05-23 | Paper |
Effect of topology on delay-induced multiple resonances in locally driven systems
Physica A | 2023-01-17 | Paper |
Inference for dependent error functional data with application to event-related potentials
Test | 2023-01-13 | Paper |
Spectral decimation for a graph-directed fractal pair
Science China. Mathematics | 2022-11-29 | Paper |
Spike-timing-dependent plasticity enhances chaotic resonance in small-world network
Physica A | 2022-10-21 | Paper |
Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function
Computational Statistics | 2022-07-15 | Paper |
Simultaneous confidence band for the difference of regression functions of two samples
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Statistical inference for ARMA time series with moving average trend
Journal of Nonparametric Statistics | 2022-05-25 | Paper |
Oracle-efficient estimation for functional data error distribution with simultaneous confidence band
Computational Statistics and Data Analysis | 2022-01-26 | Paper |
Multivariate spline estimation and inference for image-on-scalar regression
STATISTICA SINICA | 2021-10-06 | Paper |
Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs
Computational Statistics | 2021-06-16 | Paper |
Smooth simultaneous confidence band for the error distribution function in nonparametric regression
Computational Statistics and Data Analysis | 2021-05-06 | Paper |
Estimation and inference for generalized geoadditive models
Journal of the American Statistical Association | 2020-10-28 | Paper |
Two-step estimation for time varying ARCH models
Journal of Time Series Analysis | 2020-09-16 | Paper |
Estimation of additive frontier functions with shape constraints
Journal of Nonparametric Statistics | 2020-06-24 | Paper |
Oracally efficient estimation for dense functional data with holiday effects
Test | 2020-05-06 | Paper |
Simultaneous confidence band for stationary covariance function of dense functional data
Journal of Multivariate Analysis | 2020-02-05 | Paper |
Simultaneous confidence bands for the distribution function of a finite population in stratified sampling
Annals of the Institute of Statistical Mathematics | 2019-08-13 | Paper |
Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-07 | Paper |
Simultaneous confidence bands for mean and variance functions based on deterministic design
STATISTICA SINICA | 2019-02-28 | Paper |
A smooth simultaneous confidence band for correlation curve
Test | 2018-11-07 | Paper |
Prediction interval for autoregressive time series via oracally efficient estimation of multi-step-ahead innovation distribution function
Journal of Time Series Analysis | 2018-09-28 | Paper |
Mixed stimulus-induced mode selection in neural activity driven by high and low frequency current under electromagnetic radiation
Complexity | 2018-01-05 | Paper |
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
Test | 2017-08-14 | Paper |
Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation
Test | 2017-08-14 | Paper |
A smooth simultaneous confidence corridor for the mean of sparse functional data
Journal of the American Statistical Association | 2017-08-04 | Paper |
Variable selection for additive model via cumulative ratios of empirical strengths total
Journal of Nonparametric Statistics | 2016-11-04 | Paper |
Spline estimation of a semiparametric GARCH model
Econometric Theory | 2016-10-14 | Paper |
A semiparametric GARCH model for foreign exchange volatility
Journal of Econometrics | 2016-04-25 | Paper |
Oracle-efficient confidence envelopes for covariance functions in dense functional data
STATISTICA SINICA | 2016-01-28 | Paper |
A smooth simultaneous confidence band for conditional variance function
Test | 2015-09-25 | Paper |
Oracally efficient estimation for single-index link function with simultaneous confidence band
Electronic Journal of Statistics | 2015-08-25 | Paper |
A simultaneous confidence corridor for varying coefficient regression with sparse functional data
Test | 2015-04-29 | Paper |
A simultaneous confidence band for dense longitudinal regression
Communications in Statistics: Theory and Methods | 2015-03-13 | Paper |
Extended Glivenko-Cantelli theorem in nonparametric regression
Communications in Statistics: Theory and Methods | 2014-11-26 | Paper |
Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
The Annals of Statistics | 2014-07-03 | Paper |
Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
The Annals of Statistics | 2014-07-03 | Paper |
Autoregressive coefficient estimation in nonparametric analysis
Journal of Time Series Analysis | 2013-10-04 | Paper |
Oracally Efficient Two-Step Estimation of Generalized Additive Model
Journal of the American Statistical Association | 2013-08-07 | Paper |
Smooth simultaneous confidence bands for cumulative distribution functions
Journal of Nonparametric Statistics | 2013-06-24 | Paper |
Evaluating statistical hypotheses using weakly-identifiable estimating functions
Scandinavian Journal of Statistics | 2013-06-05 | Paper |
Efficient inference for autoregressive coefficients in the presence of trends
Journal of Multivariate Analysis | 2013-01-16 | Paper |
Simultaneous inference for the mean function based on dense functional data
Journal of Nonparametric Statistics | 2012-06-25 | Paper |
Polynomial spline confidence bands for time series trend
Journal of Statistical Planning and Inference | 2012-05-18 | Paper |
Efficient semiparametric garch modeling of financial volatility
STATISTICA SINICA | 2012-03-08 | Paper |
A simultaneous confidence band for sparse longitudinal regression
STATISTICA SINICA | 2012-03-08 | Paper |
A jump-detecting procedure based on spline estimation
Journal of Nonparametric Statistics | 2011-07-22 | Paper |
Simultaneous confidence bands for time-series prediction function
Journal of Nonparametric Statistics | 2011-01-13 | Paper |
Spline-backfitted kernel smoothing of partially linear additive model
Journal of Statistical Planning and Inference | 2010-10-22 | Paper |
Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band
Journal of Multivariate Analysis | 2010-09-01 | Paper |
Spline-backfitted kernel smoothing of additive coefficient model
Econometric Theory | 2010-02-26 | Paper |
Efficient and fast spline-backfitted kernel smoothing of additive models
Annals of the Institute of Statistical Mathematics | 2009-09-14 | Paper |
| Spline estimation of single-index models | 2009-07-23 | Paper |
Spline confidence bands for variance functions
Journal of Nonparametric Statistics | 2009-07-16 | Paper |
| Polynomial spline confidence bands for regression curves | 2009-02-05 | Paper |
Kernel estimation of multivariate cumulative distribution function
Journal of Nonparametric Statistics | 2008-12-12 | Paper |
Spline-backfitted kernel smoothing of nonlinear additive autoregression model
The Annals of Statistics | 2008-02-26 | Paper |
Spline-backfitted kernel smoothing of nonlinear additive autoregression model
The Annals of Statistics | 2008-02-26 | Paper |
Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
Journal of the American Statistical Association | 2007-08-20 | Paper |
| Additive coefficient modeling via polynomial spline | 2007-04-13 | Paper |
| Spline Single-Index Prediction Model | 2007-04-03 | Paper |
Estimation of semi-parametric additive coefficient model
Journal of Statistical Planning and Inference | 2006-06-30 | Paper |
Identification of Non-Linear Additive Autoregressive Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-11 | Paper |
Nonparametric Multistep-Ahead Prediction in Time Series Analysis
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2004-09-24 | Paper |
Derivative estimation and testing in generalized additive models
Journal of Statistical Planning and Inference | 2003-07-30 | Paper |
NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
Econometric Theory | 2003-05-18 | Paper |
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS
Econometric Theory | 2003-05-18 | Paper |
Doob, Ignatov and optional skipping.
The Annals of Probability | 2003-05-06 | Paper |
| scientific article; zbMATH DE number 1833047 (Why is no real title available?) | 2003-01-13 | Paper |
Iterated Transformation-Kernel Density Estimation
Journal of the American Statistical Association | 2002-07-30 | Paper |
Finite nonparametric grach model for foreign exchange volatility
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
| scientific article; zbMATH DE number 1717204 (Why is no real title available?) | 2002-03-07 | Paper |
Nonparametric lag selection for time series models
Journal of Time Series Analysis | 2001-10-09 | Paper |
Root-<i>n</i>convergent transformation-kernel density estimation
Journal of Nonparametric Statistics | 2000-08-14 | Paper |
Nonparametric vector autoregression
Journal of Statistical Planning and Inference | 2000-06-13 | Paper |
Nonparametric Autoregression with Multiplicative Volatility and Additive mean
Journal of Time Series Analysis | 2000-03-01 | Paper |
Multivariate Bandwidth Selection for Local Linear Regression
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2000-01-31 | Paper |
