| Publication | Date of Publication | Type |
|---|
Quasi-maximum exponential likelihood estimation for non-stationary GARCH(1,1) models with high-frequency data
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
M-estimation for periodic GARCH model with high-frequency data
Acta Mathematicae Applicatae Sinica. English Series | 2017-09-05 | Paper |
Statistical inference on seemingly unrelated single-index regression models
Acta Mathematicae Applicatae Sinica. English Series | 2017-04-04 | Paper |
Robust functional sliced inverse regression
Statistical Papers | 2017-03-07 | Paper |
Composite quantile regression estimation for P-GARCH processes
Science China. Mathematics | 2016-06-17 | Paper |
Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Functional partial linear single-index model
Scandinavian Journal of Statistics | 2016-03-16 | Paper |
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations
Journal of Econometrics | 2015-10-30 | Paper |
| A method of outlier detection based on nonparametric density estimation | 2015-10-28 | Paper |
Weighted least absolute deviations estimation for periodic ARMA models
Acta Mathematica Sinica, English Series | 2015-08-10 | Paper |
Empirical likelihood for generalized partially linear single-index models
Communications in Statistics: Theory and Methods | 2015-02-05 | Paper |
Non-stationarity and quasi-maximum likelihood estimation on a double autoregressive model
Journal of Time Series Analysis | 2014-12-17 | Paper |
Nonlinear features and mean reversion mechanism research based on the basis of stock index futures
Journal of University of Science and Technology of China | 2014-11-03 | Paper |
Empirical likelihood-based subset selection for partially linear autoregressive models
Acta Mathematicae Applicatae Sinica. English Series | 2014-03-14 | Paper |
| An evaluating method of volatility models: goodness-of-fit and smoothness | 2014-02-28 | Paper |
Functional coefficient autoregressive conditional root model
Journal of Systems Science and Complexity | 2013-08-05 | Paper |
A trend-switching financial time series model with level-duration dependence
Mathematical Problems in Engineering | 2013-06-11 | Paper |
A note on the likelihood ratio test for equality of \(k\) normal populations
Communications in Statistics. Simulation and Computation | 2013-02-11 | Paper |
Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models
Journal of Statistical Planning and Inference | 2013-01-25 | Paper |
Spline estimators for semi-functional linear model
Statistics & Probability Letters | 2012-05-18 | Paper |
Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data
Science in China. Series A | 2011-07-21 | Paper |
Least absolute deviation estimation of autoregressive conditional duration model
Acta Mathematicae Applicatae Sinica. English Series | 2011-04-08 | Paper |
Mixture normal models in which the proportions of susceptibility are related to dose levels
Acta Mathematicae Applicatae Sinica. English Series | 2010-09-20 | Paper |
Model selection in loglinear models using \(\phi\)-divergence measures and M\(\phi \)Es
Sankhyā. Series A | 2010-08-13 | Paper |
| A note on some probabilistic properties of AACD models | 2010-07-08 | Paper |
Empirical likelihood based diagnostics for heteroscedasticity in partial linear models
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
| Research on the system solution of tracking-differentiator | 2010-02-12 | Paper |
Gaining efficiency via weighted estimators for multivariate failure time data
Science in China. Series A | 2009-12-07 | Paper |
Rejoinder for ``Gaining efficiency via weighted estimators for multivariate failure time data
Science in China. Series A | 2009-12-07 | Paper |
On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
Journal of Statistical Planning and Inference | 2009-07-22 | Paper |
Marginal Regression Model with Time-Varying Coefficients for Panel Data
Communications in Statistics: Theory and Methods | 2009-07-16 | Paper |
Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
Journal of Statistical Planning and Inference | 2009-03-20 | Paper |
Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood
Communications in Statistics: Theory and Methods | 2008-08-08 | Paper |
Precise asymptotics of error variance estimator in partially linear models
Acta Mathematicae Applicatae Sinica. English Series | 2008-05-26 | Paper |
| Solving radar netting problem with mathematical programming | 2007-12-18 | Paper |
| Tracking target state with TD | 2007-12-07 | Paper |
Exponential inequalities for associated random variables and strong laws of large numbers
Science in China. Series A | 2007-09-10 | Paper |
Study of decision implications based on formal concept analysis
International Journal of General Systems | 2007-03-08 | Paper |
Asymptotic normality of some estimators in a fixed-design semiparametric regression model with linear time series errors
Journal of Systems Science and Complexity | 2005-11-21 | Paper |
Testing Normality for Linear AR(p) Models
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
Acta Mathematicae Applicatae Sinica. English Series | 2004-06-22 | Paper |
A new test for normality in linear autoregressive models
Journal of Systems Science and Complexity | 2004-01-13 | Paper |
A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models
The Canadian Journal of Statistics | 2002-10-08 | Paper |
A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Theory & Methods: On a Class of Nonlinear AR(P) Models with Nonlinear ARCH Errors
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2002-07-28 | Paper |
| scientific article; zbMATH DE number 1894913 (Why is no real title available?) | 2002-01-01 | Paper |
Geometric ergodicity of nonlinear autoregressive models with changing conditional variances
The Canadian Journal of Statistics | 2001-04-08 | Paper |
| scientific article; zbMATH DE number 1559062 (Why is no real title available?) | 2001-01-31 | Paper |
| scientific article; zbMATH DE number 1527944 (Why is no real title available?) | 2000-11-09 | Paper |
A test of conditional heteroscedasticity in time series
Science in China. Series A | 2000-08-29 | Paper |
The existence of moments of nonlinear autoregressive model
Acta Mathematicae Applicatae Sinica. English Series | 2000-02-13 | Paper |
| scientific article; zbMATH DE number 1322889 (Why is no real title available?) | 1999-10-31 | Paper |
| scientific article; zbMATH DE number 1348846 (Why is no real title available?) | 1999-10-07 | Paper |
The probabilistic properties of the nonlinear autoregressive model with conditional heteroskedasticity
Acta Mathematicae Applicatae Sinica. English Series | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 1159482 (Why is no real title available?) | 1998-11-12 | Paper |
| scientific article; zbMATH DE number 1159498 (Why is no real title available?) | 1998-11-12 | Paper |
| scientific article; zbMATH DE number 1159310 (Why is no real title available?) | 1998-11-12 | Paper |
| scientific article; zbMATH DE number 1157181 (Why is no real title available?) | 1998-10-06 | Paper |
A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series
Statistics & Probability Letters | 1998-09-10 | Paper |
The geometric ergodicity and existence of moments for a class of nonlinear time series model
Statistics & Probability Letters | 1998-06-11 | Paper |
| scientific article; zbMATH DE number 938971 (Why is no real title available?) | 1997-04-09 | Paper |
| scientific article; zbMATH DE number 987385 (Why is no real title available?) | 1997-03-06 | Paper |
A K-S type test of linearity for a class of time series models
Chinese Science Bulletin | 1996-12-03 | Paper |
