Zifeng Zhao

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes	2024-12-10	Paper
Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines	2024-10-17	Paper
Risk Analysis via Generalized Pareto Distributions	2024-10-17	Paper
Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets	2024-10-11	Paper
Change-point inference in high-dimensional regression models under temporal dependence	2024-09-20	Paper
Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction	2024-03-21	Paper
Segmenting Time Series via Self-Normalisation	2023-05-17	Paper
Modelling the COVID-19 Infection Trajectory: A Piecewise Linear Quantile Trend Model	2023-05-17	Paper
Time series analysis of COVID-19 infection curve: a change-point perspective	2022-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q5053270	2022-12-06	Paper
Knowledge Learning of Insurance Risks Using Dependence Models	2022-06-27	Paper
Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence	2022-05-08	Paper
Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation	2022-03-29	Paper
Adjusting for bias in long horizon regressions using R	2020-08-18	Paper
Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims	2020-05-13	Paper
Statistically and Computationally Efficient Change Point Localization in Regression Settings	2019-06-26	Paper
Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics	2019-06-12	Paper
Modeling maxima with autoregressive conditional Fréchet model	2019-04-26	Paper
Semiparametric Dynamic Max-Copula Model for Multivariate Time Series	2018-03-13	Paper
Regressor and disturbance have moments of all orders, least squares estimator has none	2016-05-20	Paper

Research outcomes over time

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