| Publication | Date of Publication | Type |
|---|
| Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data | 2023-09-22 | Paper |
| Evaluating the adequacy of variance function using pairwise distances | 2022-10-06 | Paper |
| Iterative weighted estimation based on variance modelling in linear regression models | 2022-07-01 | Paper |
| Bootstrap bandwidth selection in time-varying coefficient models with jumps | 2022-06-13 | Paper |
| Jump-robust volatility estimation using dynamic dual-domain integration method | 2022-05-27 | Paper |
| Semiparametric jump-detection-based estimation for single-index models with jumps | 2022-03-21 | Paper |
| Estimation of semi-varying coefficient models for longitudinal data with irregular error structure | 2022-02-18 | Paper |
| Efficient estimation in heteroscedastic single-index models | 2021-09-01 | Paper |
| Adaptive semiparametric estimation for single index models with jumps | 2021-05-07 | Paper |
| Nonparametric estimation of volatility function in the jump-diffusion model with noisy data | 2021-05-03 | Paper |
| Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach | 2021-02-03 | Paper |
| Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data | 2020-11-04 | Paper |
| A new test for heteroscedasticity in single-index models | 2020-08-28 | Paper |
| Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate | 2020-07-28 | Paper |
| Estimation and inference for generalized semi-varying coefficient models | 2020-04-23 | Paper |
| Estimation and testing for panel data partially linear single-index models with errors correlated in space and time | 2020-04-22 | Paper |
| Analysis of panel data partially linear single-index models with serially correlated errors | 2020-01-31 | Paper |
| Networked load frequency control of multi-area uncertain power systems via adaptive event-triggered communication scheme | 2019-11-07 | Paper |
| Test for heteroscedasticity in partially linear regression models | 2019-08-23 | Paper |
| Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models | 2019-07-26 | Paper |
| Estimation and test of jump discontinuities in varying coefficient models with empirical applications | 2019-07-12 | Paper |
| Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models | 2019-03-07 | Paper |
| Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns | 2019-02-20 | Paper |
| Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors | 2018-08-21 | Paper |
| A two-step estimation of diffusion processes using noisy observations | 2018-04-10 | Paper |
| Two-stage orthogonality based estimation for semiparametric varying-coefficient models and its applications in analyzing AIDS data | 2018-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3132432 | 2018-01-29 | Paper |
| Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data | 2017-09-20 | Paper |
| Jump-detection-based estimation in time-varying coefficient models and empirical applications | 2017-09-18 | Paper |
| Nonparametric estimation of multivariate multiparameter conditional copulas | 2017-02-09 | Paper |
| Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method | 2016-08-04 | Paper |
| Adaptive jump-preserving estimates in varying-coefficient models | 2016-06-03 | Paper |
| Local polynomial regression solution for differential equations with initial and boundary values | 2014-10-13 | Paper |
| Local polynomial regression solution for partial differential equations with initial and boundary values | 2012-10-19 | Paper |
| Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics | 2012-08-14 | Paper |
