| Publication | Date of Publication | Type |
|---|
Negative moment bounds for sample autocovariance matrices of stationary processes driven by conditional heteroscedastic errors and their applications
Electronic Journal of Statistics | 2026-03-20 | Paper |
Variable Selection for High-Dimensional Heteroscedastic Regression and Its Applications
Journal of Computational and Graphical Statistics | 2026-02-25 | Paper |
High-Dimensional Knockoffs Inference for Time Series Data
Journal of the American Statistical Association | 2025-10-28 | Paper |
Threshold Estimation via Group Orthogonal Greedy Algorithm
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Adaptive Algorithm for Multi-Armed Bandit Problem with High-Dimensional Covariates
Journal of the American Statistical Association | 2024-07-05 | Paper |
Greedy Variable Selection for High-Dimensional Cox Models
STATISTICA SINICA | 2023-11-17 | Paper |
Selection of linear mixed‐effects models for clustered data
Scandinavian Journal of Statistics | 2023-10-11 | Paper |
| Negative Moment Bounds for Sample Autocovariance Matrices of Stationary Processes Driven by Conditional Heteroscedastic Errors and Their Applications | 2023-01-18 | Paper |
Inference of random effects for linear mixed-effects models with a fixed number of clusters
Annals of the Institute of Statistical Mathematics | 2022-10-20 | Paper |
A generalized information criterion for high-dimensional PCA rank selection
Statistical Papers | 2022-08-23 | Paper |
Consistent order selection for ARFIMA processes
The Annals of Statistics | 2022-06-24 | Paper |
Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems
STATISTICA SINICA | 2022-04-25 | Paper |
Inference of Random Effects for Linear Mixed-Effects Models with a Fixed Number of Clusters
(available as arXiv preprint) | 2021-03-28 | Paper |
Model selection for high-dimensional linear regression with dependent observations
The Annals of Statistics | 2020-12-14 | Paper |
Model selection for high-dimensional linear regression with dependent observations
The Annals of Statistics | 2020-12-14 | Paper |
Variable selection for high-dimensional regression models with time series and heteroscedastic errors
Journal of Econometrics | 2020-03-20 | Paper |
Adaptively weighted group Lasso for semiparametric quantile regression models
Bernoulli | 2019-09-25 | Paper |
On model selection from a finite family of possibly misspecified time series models
The Annals of Statistics | 2019-03-06 | Paper |
Nearly unstable processes: a prediction perspective
STATISTICA SINICA | 2019-02-28 | Paper |
Multistep prediction in autoregressive processes
Econometric Theory | 2018-12-14 | Paper |
Interval estimation for a first-order positive autoregressive process
Journal of Time Series Analysis | 2018-05-16 | Paper |
Predictor selection for positive autoregressive processes
Journal of the American Statistical Association | 2017-08-04 | Paper |
Mixed domain asymptotics for a stochastic process model with time trend and measurement error
Bernoulli | 2017-01-11 | Paper |
Mixed domain asymptotics for a stochastic process model with time trend and measurement error
Bernoulli | 2017-01-11 | Paper |
Estimation of inverse autocovariance matrices for long memory processes
Bernoulli | 2016-05-12 | Paper |
Estimation of inverse autocovariance matrices for long memory processes
Bernoulli | 2016-05-12 | Paper |
Toward optimal model averaging in regression models with time series errors
Journal of Econometrics | 2015-10-30 | Paper |
Fixed-size confidence regions in high-dimensional sparse linear regression models
Sequential Analysis | 2015-10-20 | Paper |
Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications
Linear Algebra and its Applications | 2015-05-06 | Paper |
Asymptotic theory of generalized information criterion for geostatistical regression model selection
The Annals of Statistics | 2015-01-06 | Paper |
Asymptotic theory of generalized information criterion for geostatistical regression model selection
The Annals of Statistics | 2015-01-06 | Paper |
Moment bounds and mean squared prediction errors of long-memory time series
The Annals of Statistics | 2013-09-25 | Paper |
Moment bounds and mean squared prediction errors of long-memory time series
The Annals of Statistics | 2013-09-25 | Paper |
scientific article; zbMATH DE number 6193729 (Why is no real title available?)
(available as arXiv preprint) | 2013-08-01 | Paper |
Metric entropy and sparse linear approximation of \(\ell_q\)-hulls for \(0<q\leq 1\)
Journal of Approximation Theory | 2013-02-19 | Paper |
Model selection for integrated autoregressive processes of infinite order
Journal of Multivariate Analysis | 2012-03-22 | Paper |
Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata
Sequential Analysis | 2011-12-28 | Paper |
A stepwise regression method and consistent model selection for highdimensional sparse linear models
STATISTICA SINICA | 2011-11-10 | Paper |
A stepwise regression method and consistent model selection for highdimensional sparse linear models
STATISTICA SINICA | 2011-10-01 | Paper |
Uniform moment bounds of Fisher's information with applications to time series
The Annals of Statistics | 2011-09-14 | Paper |
Toward optimal multistep forecasts in non-stationary autoregressions
Bernoulli | 2010-11-15 | Paper |
Prediction errors in nonstationary autoregressions of infinite order
Econometric Theory | 2010-07-23 | Paper |
Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series
The Annals of Statistics | 2007-09-04 | Paper |
| A maximal moment inequality for long range dependent time series with applications to estimation and model selection | 2007-03-20 | Paper |
Order selection for same-realization predictions in autoregressive processes
The Annals of Statistics | 2006-04-28 | Paper |
Selecting optimal multistep predictors for autoregressive processes of unknown order.
The Annals of Statistics | 2004-09-15 | Paper |
On Estimating Conditional Mean-Squared Prediction Error in Autoregressive Models
Journal of Time Series Analysis | 2004-03-16 | Paper |
On same-realization prediction in an infinite-order autoregressive process.
Journal of Multivariate Analysis | 2003-06-09 | Paper |
A note on mean-squared prediction errors of the least squares predictors in random walk models
Journal of Time Series Analysis | 2002-04-24 | Paper |
