Zhanshou Chen

Available identifiers

zbMath Open chen.zhanshouMaRDI QIDQ395914

List of research outcomes

Publication	Date of Publication	Type
A fluctuation test for structural change detection in heterogeneous panel data models	2024-08-29	Paper
Optimal model averaging based on leave-\(h\)-out forward-validation for threshold autoregressive models	2024-06-03	Paper
https://portal.mardi4nfdi.de/entity/Q5874901	2023-02-09	Paper
Monitoring mean and variance change-points in long-memory time series	2022-08-19	Paper
Estimation and inference for varying coefficient partially nonlinear errors-in-variables models	2022-06-29	Paper
Ratio detections for change point in heavy tailed observations	2022-06-21	Paper
Sequential change-point detection in a multinomial logistic regression model	2021-11-29	Paper
Causality test of time-varying information spillover in HS300 stock index futures-spot market -- based on DCC-GARCH-Hong method and LRSM breakpoint test	2021-07-01	Paper
Estimation of structural change in multinomial logistic regression model	2021-01-14	Paper
Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part	2020-12-04	Paper
Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics	2019-06-04	Paper
Sieve bootstrap monitoring for change from short to long memory	2018-09-03	Paper
Sieve bootstrap monitoring persistence change in long memory process	2018-05-08	Paper
Monitoring distributional changes of squared residuals in GARCH models	2017-04-27	Paper
Monitoring distributional changes in autoregressive models based on a weighted empirical process of residuals	2016-01-15	Paper
Variance change-point detection in panel data models	2015-09-29	Paper
Monitoring change in persistence against the null of difference-stationarity in infinite variance observations	2015-06-03	Paper
Monitoring parameter changes in RCA(\(p\)) models	2015-01-29	Paper
Monitoring persistence change in infinite variance observations	2014-09-26	Paper
Monitoring persistent change in a heavy-tailed sequence with polynomial trends	2014-08-07	Paper
Ratio tests for variance change in nonparametric regression	2014-07-11	Paper
A nonparametric test for multiple changes in the mean of independent random series	2014-06-30	Paper
Moving ratio test for multiple changes in persistence	2013-02-06	Paper
Bootstrap testing multiple changes in persistence for a heavy-tailed sequence	2012-12-07	Paper
Identification and application of Granger causality graphs of vector autoregressive models using conditional mutual information	2012-06-01	Paper
Sequential monitoring variance change in linear regression model	2011-07-19	Paper
Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes	2011-06-10	Paper
Modified procedures for change point monitoring in linear models	2010-11-30	Paper
Monitoring change in persistence in linear time series	2010-09-01	Paper
Estimation of structural reliability for exponential strength and SGBVE distributed stress	2007-06-11	Paper

Research outcomes over time

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