| Publication | Date of Publication | Type |
|---|
Nonparametric modal regression with mixed variables and application to analyze the GDP data
Journal of Computational and Applied Mathematics | 2024-06-17 | Paper |
Distributed debiased estimation of high-dimensional partially linear models with jumps
Computational Statistics and Data Analysis | 2024-06-12 | Paper |
Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data
Journal of Systems Science and Complexity | 2023-09-22 | Paper |
Evaluating the adequacy of variance function using pairwise distances
Journal of the Korean Statistical Society | 2022-10-06 | Paper |
Iterative weighted estimation based on variance modelling in linear regression models
Communications in Statistics. Simulation and Computation | 2022-07-01 | Paper |
Bootstrap bandwidth selection in time-varying coefficient models with jumps
Communications in Statistics. Simulation and Computation | 2022-06-13 | Paper |
Jump-robust volatility estimation using dynamic dual-domain integration method
Communications in Statistics: Theory and Methods | 2022-05-27 | Paper |
Semiparametric jump-detection-based estimation for single-index models with jumps
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
Computational Statistics and Data Analysis | 2022-02-18 | Paper |
Efficient estimation in heteroscedastic single-index models
Journal of Nonparametric Statistics | 2021-09-01 | Paper |
Adaptive semiparametric estimation for single index models with jumps
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
Nonparametric estimation of volatility function in the jump-diffusion model with noisy data
Journal of Nonparametric Statistics | 2021-05-03 | Paper |
Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach
Journal of Computational and Applied Mathematics | 2021-02-03 | Paper |
Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data
Journal of Applied Statistics | 2020-11-04 | Paper |
A new test for heteroscedasticity in single-index models
Journal of Computational and Applied Mathematics | 2020-08-28 | Paper |
Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate
Computational Statistics | 2020-07-28 | Paper |
Estimation and inference for generalized semi-varying coefficient models
Journal of Statistical Computation and Simulation | 2020-04-23 | Paper |
Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
Random Matrices: Theory and Applications | 2020-04-22 | Paper |
Analysis of panel data partially linear single-index models with serially correlated errors
Journal of Computational and Applied Mathematics | 2020-01-31 | Paper |
Networked load frequency control of multi-area uncertain power systems via adaptive event-triggered communication scheme
Journal of the Franklin Institute | 2019-11-07 | Paper |
Test for heteroscedasticity in partially linear regression models
Journal of Systems Science and Complexity | 2019-08-23 | Paper |
Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
Journal of Computational and Applied Mathematics | 2019-07-26 | Paper |
Estimation and test of jump discontinuities in varying coefficient models with empirical applications
Computational Statistics and Data Analysis | 2019-07-12 | Paper |
Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models
Applied Stochastic Models in Business and Industry | 2019-03-07 | Paper |
Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns
Discrete Dynamics in Nature and Society | 2019-02-20 | Paper |
Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
Computational Statistics and Data Analysis | 2018-08-21 | Paper |
A two-step estimation of diffusion processes using noisy observations
Journal of Nonparametric Statistics | 2018-04-10 | Paper |
Two-stage orthogonality based estimation for semiparametric varying-coefficient models and its applications in analyzing AIDS data
Biometrical Journal | 2018-02-09 | Paper |
| The influence of generalized linear model based on the Pena distance | 2018-01-29 | Paper |
Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data
Communications in Statistics. Simulation and Computation | 2017-09-20 | Paper |
Jump-detection-based estimation in time-varying coefficient models and empirical applications
Test | 2017-09-18 | Paper |
Nonparametric estimation of multivariate multiparameter conditional copulas
Journal of the Korean Statistical Society | 2017-02-09 | Paper |
Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method
Computational Statistics | 2016-08-04 | Paper |
Adaptive jump-preserving estimates in varying-coefficient models
Journal of Multivariate Analysis | 2016-06-03 | Paper |
Local polynomial regression solution for differential equations with initial and boundary values
Mathematical Problems in Engineering | 2014-10-13 | Paper |
Local polynomial regression solution for partial differential equations with initial and boundary values
Discrete Dynamics in Nature and Society | 2012-10-19 | Paper |
Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics
Discrete Dynamics in Nature and Society | 2012-08-14 | Paper |
