Daimin Shi

Available identifiers

Publication	Date of Publication	Type
Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error	2024-12-20	Paper
Non-parametric estimation of copula parameters: testing for time-varying correlation	2023-03-07	Paper
A new method of testing for a unit root in the INAR(1) model based on variances	2022-10-18	Paper
A new compounding life distribution: the Weibull–Poisson distribution	2020-10-21	Paper
Integer-valued moving average models with structural changes	2019-02-08	Paper
Limit properties of exceedance point processes of strongly dependent normal sequences	2015-03-16	Paper
The combined Poisson INMA(2) models for integer-valued time series	2014-01-29	Paper
The study on limit distributions of the estimator of non-stationary INAR(1) process	2013-11-19	Paper
The nonstatioary INAR(1) process with moving average components	2013-09-24	Paper
Sharp learning rates of coefficient-based \(l^q\)-regularized regression with indefinite kernels	2013-09-20	Paper
Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation	2013-09-19	Paper
Some distributional limit theorems for the maxima of Gaussian vector sequences	2013-07-25	Paper
Information ratio test for model misspecification on parametric structures in stochastic diffusion models	2012-12-30	Paper
https://portal.mardi4nfdi.de/entity/Q3017040	2011-07-19	Paper

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