| Publication | Date of Publication | Type |
|---|
Inference for Local Autocorrelations in Locally Stationary Models
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
A time varying approach to the stock return-inflation puzzle
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-21 | Paper |
Locally Stationary Quantile Regression for Inflation and Interest Rates
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Efficient Estimation for Models With Nonlinear Heteroscedasticity
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Inference of Trends in Time Series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Extreme learning machine with multi-structure and auto encoding receptive fields for image classification
Multidimensional Systems and Signal Processing | 2020-11-12 | Paper |
Efficient estimation for time-varying coefficient longitudinal models
Journal of Nonparametric Statistics | 2018-09-17 | Paper |
Conditional value-at-risk: semiparametric estimation and inference
Journal of Econometrics | 2016-09-13 | Paper |
Nonparametric model validations for hidden Markov models with applications in financial econometrics
Journal of Econometrics | 2016-08-12 | Paper |
Nonparametric inference of discretely sampled stable Lévy processes
Journal of Econometrics | 2016-07-25 | Paper |
Density estimation for nonlinear parametric models with conditional heteroscedasticity
Journal of Econometrics | 2016-07-25 | Paper |
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
Econometric Theory | 2015-01-07 | Paper |
Non-parametric estimation under strong dependence
Journal of Time Series Analysis | 2014-12-10 | Paper |
Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
Journal of Multivariate Analysis | 2014-11-28 | Paper |
Asymptotics of nonparametric L-1 regression models with dependent data
Bernoulli | 2014-08-08 | Paper |
Asymptotics of nonparametric L-1 regression models with dependent data
Bernoulli | 2014-08-08 | Paper |
Specification test for Markov models with measurement errors
Journal of Multivariate Analysis | 2014-07-24 | Paper |
Unified inference for sparse and dense longitudinal models
Biometrika | 2014-04-22 | Paper |
Kernel Density-Based Linear Regression Estimate
Communications in Statistics. Theory and Methods | 2014-01-28 | Paper |
Sequential design for nonparametric inference
The Canadian Journal of Statistics | 2013-10-29 | Paper |
Inference for modulated stationary processes
Bernoulli | 2013-03-07 | Paper |
Inference for modulated stationary processes
Bernoulli | 2013-03-07 | Paper |
Testing for changes in autocovariances of nonparametric time series models
Journal of Statistical Planning and Inference | 2012-12-28 | Paper |
Profile control charts based on nonparametric \(L-1\) regression methods
The Annals of Applied Statistics | 2012-04-20 | Paper |
Profile control charts based on nonparametric \(L-1\) regression methods
The Annals of Applied Statistics | 2012-04-20 | Paper |
A self-normalized confidence interval for the mean of a class of nonstationary processes
Biometrika | 2011-04-19 | Paper |
Parametric and nonparametric models and methods in financial econometrics
Statistics Surveys | 2010-06-09 | Paper |
Confidence bands in nonparametric time series regression
The Annals of Statistics | 2008-08-28 | Paper |
| Moderate deviations for stationary processes | 2008-05-23 | Paper |
Asymptotic theory for curve-crossing analysis
Stochastic Processes and their Applications | 2007-06-26 | Paper |
