Zheng Tian

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Single machine parallel-batch scheduling under time-of-use electricity prices: new formulations and optimisation approaches
European Journal of Operational Research
2023-11-14Paper
MOSUM monitoring for variance change in nonparametric regression models
Communications in Statistics. Simulation and Computation
2022-06-29Paper
Motion planning approach for payload swing reduction in tower cranes with double-pendulum effect
Journal of the Franklin Institute
2020-10-07Paper
Bifurcations of traveling wave solutions of a (3+1)-dimensional nonlinear model generated by the Jaulent-Miodek hierarchy2019-02-22Paper
Sieve bootstrap monitoring persistence change in long memory process
Statistics and Its Interface
2018-05-08Paper
Asymptotic property for a linear regression model of kernel estimation2017-10-20Paper
A strong convergence rate of estimator of variance change in linear processes and its applications
Statistics
2017-07-20Paper
Monitoring distributional changes of squared residuals in GARCH models
Communications in Statistics: Theory and Methods
2017-04-27Paper
Bifurcation of traveling wave solutions for \((2+1)\)-dimensional nonlinear models generated by the Jaulent-Miodek hierarchy
Abstract and Applied Analysis
2016-12-13Paper
Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data
Communications in Statistics. Theory and Methods
2016-11-23Paper
Statistical estimation in nonlinear semiparametric EV models with validation data2016-08-10Paper
Sequential Monitoring for Changes in Models with a Polynomial Trend
Communications in Statistics. Simulation and Computation
2016-05-30Paper
Sequential monitoring variance changes in location model
Communications in Statistics. Theory and Methods
2016-05-25Paper
Distribution function estimates by Wasserstein metric and Bernstein approximation for \(C^{-1}\) functions
Applied Mathematics. Series B (English Edition)
2016-01-15Paper
Monitoring distributional changes in autoregressive models based on a weighted empirical process of residuals2016-01-15Paper
Empirical Likelihood for Partially Non Linear Models with Missing Response Variables at Random
Communications in Statistics: Theory and Methods
2015-12-08Paper
Variance change-point detection in panel data models
Economics Letters
2015-09-29Paper
scientific article; zbMATH DE number 6453010 (Why is no real title available?)2015-06-29Paper
Structural change monitoring for random coefficient autoregressive time series
Communications in Statistics. Simulation and Computation
2015-06-24Paper
Learning causal graphs of nonlinear structural vector autoregressive model using information theory criteria
Journal of Systems Science and Complexity
2015-04-27Paper
Monitoring parameter changes in RCA(\(p\)) models
Journal of the Korean Statistical Society
2015-01-29Paper
Quantile regression with \(\ell_1\)-regularization and Gaussian kernels
Advances in Computational Mathematics
2014-09-29Paper
Monitoring persistence change in infinite variance observations
Journal of the Korean Statistical Society
2014-09-26Paper
Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models
Journal of the Korean Statistical Society
2014-08-11Paper
Monitoring persistent change in a heavy-tailed sequence with polynomial trends
Journal of the Korean Statistical Society
2014-08-07Paper
Ratio tests for variance change in nonparametric regression
Statistics
2014-07-11Paper
A nonparametric test for multiple changes in the mean of independent random series2014-06-30Paper
Ratio test to detect change in the variance of linear process
Statistics
2014-03-14Paper
Bootstrap testing for persistence changes with heavy-tailed dependent sequences
Mathematics in Practice and Theory
2013-11-19Paper
Object registration for remote sensing images using robust kernel pattern vectors
Science China Information Sciences
2013-08-20Paper
Moving ratio test for multiple changes in persistence
Journal of Systems Science and Complexity
2013-02-06Paper
Identification of structural vector autoregressive causal graphical models by information theory criteria2013-01-24Paper
Bootstrap testing multiple changes in persistence for a heavy-tailed sequence
Computational Statistics and Data Analysis
2012-12-07Paper
Ratio test for variance change point in linear process with long memory
Statistical Papers
2012-09-23Paper
Truncating estimation for the change in stochastic trend with heavy-tailed innovations
Statistical Papers
2012-09-23Paper
Learning of multivariate time series Granger causality based on graphical model methods
Journal of Systems Science and Mathematical Sciences
2012-06-01Paper
Identification and application of Granger causality graphs of vector autoregressive models using conditional mutual information
Control Theory & Applications
2012-06-01Paper
Modified testing for structural changes in autoregressive processes2012-01-27Paper
Wavelet estimation of change-points in a nonparametric regression function with heavy-tailed noise2011-09-29Paper
Bootstrap test for stationarity of heavy-tailed series with structural breaks2011-09-29Paper
Sequential monitoring variance change in linear regression model2011-07-19Paper
Detecting change-points in the mean of nonparametric regression models with unit-roots errors2011-07-19Paper
Region segmentation of SAR images based on the parametric minimum cut method2011-07-19Paper
Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes
Communications in Statistics: Theory and Methods
2011-06-10Paper
Detection of change point in nonparametric function with unit-root noise by wavelet
Communications in Statistics: Theory and Methods
2011-03-23Paper
Polynomial spline estimation for nonparametric (auto-)regressive models
Studia Scientiarum Mathematicarum Hungarica
2011-02-08Paper
Subsampling procedures for a heavy-tailed unit root test with structural change2011-02-05Paper
Bootstrapping stochastic annealing EM algorithm for multiscale segmentation of SAR imagery
Intelligent Computing in Signal Processing and Pattern Recognition
2010-12-30Paper
Modified procedures for change point monitoring in linear models
Mathematics and Computers in Simulation
2010-11-30Paper
scientific article; zbMATH DE number 5811361 (Why is no real title available?)2010-11-05Paper
Wavelet detection of jumping points in a nonparametric function with the unit-root noise2010-11-05Paper
Bootstrap testing for nonlinear adjustments in error-correction models of non-smooth transition vectors2010-11-05Paper
Strong convergence rate of robust estimator of change point
Mathematics and Computers in Simulation
2010-09-02Paper
Monitoring change in persistence in linear time series
Statistics & Probability Letters
2010-09-01Paper
Adaptive kernel principal component analysis
Signal Processing
2010-08-06Paper
Change point estimation of the variance of linear processes2010-07-08Paper
Wavelet detection and estimation of change points in nonparametric regression models under random design2010-07-08Paper
scientific article; zbMATH DE number 5733270 (Why is no real title available?)2010-07-08Paper
Optimum cut-based clustering
Signal Processing
2010-05-19Paper
Estimation mean change-point in ARCH models with heavy-tailed innovations
Communications in Statistics. Simulation and Computation
2010-03-22Paper
Testing the linearity in threshold co-integrating regression2010-02-12Paper
Expected discounted penalty functions for a two correlated aggregate claims model2010-02-12Paper
Wald tests for the presence of threshold effects in cointegrating relationships2010-02-12Paper
Expected discounted penalty functions for a two correlated aggregate claims model2010-02-12Paper
scientific article; zbMATH DE number 5629717 (Why is no real title available?)2009-11-11Paper
Wavelet estimation of change points of heavy-tailed processes with infinite variance2009-11-11Paper
The expectation heteroscedastic mixture transition distribution model (EHMTD)2009-11-11Paper
Effective implementation of image region segmentation based on Gomory-Hu algorithm
Journal of Computer Applications
2009-11-09Paper
Bootstrap tests for structural change with infinite variance observations
Statistics & Probability Letters
2009-10-09Paper
A residual test for parameter change in GARCH models2009-07-22Paper
Change-point in the mean of heavy-tailed dependent observations2009-07-22Paper
GSA-based maximum likelihood estimation for threshold vector error correction model
Computational Statistics and Data Analysis
2009-06-02Paper
Subsampling tests for the mean change point with heavy-tailed innovations
Mathematics and Computers in Simulation
2009-04-17Paper
scientific article; zbMATH DE number 5504747 (Why is no real title available?)2009-02-09Paper
scientific article; zbMATH DE number 5504842 (Why is no real title available?)2009-02-09Paper
Empirical analysis of China's import and export2008-11-24Paper
The expected discounted penalty function of a Cox risk process perturbed by a diffusion in a Markovian environment2008-11-24Paper
Heteroscedastic mixture transition distribution (HMTD) model
Journal of Applied Mathematics and Computing
2008-10-21Paper
Spline estimates in functional-coefficients linear autoregressive models2008-08-06Paper
On the ruin of a dependent risk model with a constant interest2008-08-06Paper
scientific article; zbMATH DE number 5307550 (Why is no real title available?)2008-08-06Paper
Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap
Mathematics and Computers in Simulation
2008-07-29Paper
Estimation of two projection indices by wavelet kernel functions2008-06-03Paper
Testing and estimation for multiple change-point in ARCH models2008-01-14Paper
Spline estimation for partially linear autoregressive models with exogenous variables2008-01-14Paper
Estimating mean change-points in ARCH models2007-12-18Paper
A finite element estimate for nonparametric autoregressive functions and its convergence rate2007-12-18Paper
Truncating estimation and its convergence for a mean change-point in heavy-tailed dependent observations2007-11-08Paper
Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations
Communications in Statistics: Theory and Methods
2007-10-24Paper
Spectral clustering based on matrix perturbation theory
Science in China. Series F
2007-08-31Paper
Heteroscedastic mixture double-autoregressive model for modeling nonlinear time series2007-07-31Paper
Multiscale stochastic hierarchical image segmentation by spectral clustering
Science in China. Series F
2007-07-30Paper
Mixed autoregressive moving average model for modeling nonlinear time series2007-05-09Paper
Subsampling change-point detection in persistence with heavy-tailed innovations
Journal of Applied Mathematics and Computing
2007-04-05Paper
Special hybrid stress element for stress analyses around-circular cutouts in laminated composites
Science in China. Series E
2007-02-20Paper
Truncating Estimation for the Mean Change-Point in Heavy-Tailed Dependent Observations
Communications in Statistics: Theory and Methods
2006-04-19Paper
Advances in Neural Networks – ISNN 2005
Lecture Notes in Computer Science
2005-11-23Paper
The \(L_p\) convergence for projection pursuit regression
Chinese Journal of Applied Probability and Statistics
2002-06-10Paper
scientific article; zbMATH DE number 1526596 (Why is no real title available?)2000-11-15Paper
Improved hybrid solid element with a traction-free cylindrical surface
International Journal for Numerical Methods in Engineering
1990-01-01Paper


Research outcomes over time


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