Ke Zhu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6148939	2024-02-08	Paper
Partial collapsing degeneration of Floer trajectories and adiabatic gluing	2024-01-18	Paper
A new generalized exponentially weighted moving average quantile model and its statistical inference	2023-11-17	Paper
Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form	2023-11-09	Paper
Pair-Switching Rerandomization	2023-10-30	Paper
Modeling normalcy‐dominant ordinal time series: An application to air quality level	2022-08-08	Paper
Time series models for realized covariance matrices based on the matrix-F distribution	2022-03-30	Paper
Hybrid quantile estimation for asymmetric power GARCH models	2022-03-16	Paper
Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity	2022-03-04	Paper
Confidence intervals for parameters in high-dimensional sparse vector autoregression	2022-02-18	Paper
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model	2021-10-26	Paper
https://portal.mardi4nfdi.de/entity/Q4986371	2021-04-27	Paper
Inference for asymmetric exponentially weighted moving average models	2020-05-27	Paper
On a measure of lack of fit in nonlinear cointegrating regression with endogeneity	2020-03-16	Paper
Non-standard inference for augmented double autoregressive models with null volatility coefficients	2020-02-17	Paper
Statistical inference for autoregressive models under heteroscedasticity of unknown form	2020-01-15	Paper
Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models	2019-06-12	Paper
Model checks for nonlinear cointegrating regression	2019-04-26	Paper
The ZD-GARCH model: a new way to study heteroscedasticity	2017-11-23	Paper
Solvability of Dirac type equations	2017-10-20	Paper
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises	2017-10-13	Paper
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations	2015-10-30	Paper
A bootstrapped spectral test for adequacy in weak ARMA models	2015-09-01	Paper
Model-based pricing for financial derivatives	2015-06-08	Paper
Isometric embeddings via heat kernel	2015-05-11	Paper
Instantons in G2 manifolds from J-holomorphic curves in coassociative submanifolds	2015-01-22	Paper
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model	2014-11-20	Paper
Testing for the buffered autoregressive processes	2014-04-29	Paper
Factor double autoregressive models with application to simultaneous causality testing	2014-03-13	Paper
Thin instantons in $G_2$-manifolds and Seiberg-Witten invariants	2013-11-20	Paper
High-jet relations of the heat kernel embedding map and applications	2013-08-02	Paper
Quasi-maximum exponential likelihood estimators for a double AR(p) model	2013-03-07	Paper
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS	2012-10-31	Paper
Floer trajectories with immersed nodes and scale-dependent gluing	2012-06-25	Paper
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models	2011-12-08	Paper
Embedding property of $J$-holomorphic curves in Calabi-Yau manifolds for generic $J$	2010-02-02	Paper
Moduli Spaces of $J$-holomorphic Curves with General Jet Constraints	2009-11-09	Paper

Research outcomes over time

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instance of	human

This page was built for person: Ke Zhu