| Publication | Date of Publication | Type |
|---|
Robust tests of stock return predictability under heavy-tailed innovations
Applied Mathematics. Series B (English Edition) | 2025-05-14 | Paper |
A common break in means for long-range dependent panel data under cross-sectional independence
Applied Mathematics. Series A (Chinese Edition) | 2025-04-09 | Paper |
Change-point analysis for the slope in long-range dependent panel data
Applied Mathematics. Series A (Chinese Edition) | 2025-04-07 | Paper |
Weighted composite quantile inference for nearly nonstationary autoregressive models
Statistical Methods and Applications | 2025-02-12 | Paper |
Estimating a common break point in means for long-range dependent panel data
Journal of Time Series Analysis | 2024-12-27 | Paper |
Asymptotic behavior of the maximum likelihood estimator for general Markov switching models
STATISTICA SINICA | 2024-08-26 | Paper |
Change point in variance of fractionally integrated noise
Statistical Papers | 2024-07-25 | Paper |
Kullback-Leibler divergence and Akaike information criterion in general hidden Markov models
IEEE Transactions on Information Theory | 2024-07-23 | Paper |
| Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models | 2023-03-14 | Paper |
Asymptotic theory for a stochastic unit root model
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Common breaks in means for panel data under short-range dependence
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Non identification of structural change in non stationary AR(1) models
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Limit theory for moderate deviations from a unit root with a break in variance
Communications in Statistics: Theory and Methods | 2022-05-16 | Paper |
Inference on a structural break in trend with mildly integrated errors
Journal of the Korean Statistical Society | 2022-04-14 | Paper |
Estimating multiple breaks in mean sequentially with fractionally integrated errors
Statistical Papers | 2022-01-14 | Paper |
| scientific article; zbMATH DE number 7448214 (Why is no real title available?) | 2021-12-17 | Paper |
Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept
Methodology and Computing in Applied Probability | 2021-11-09 | Paper |
Estimating multiple breaks in nonstationary autoregressive models
Journal of Econometrics | 2021-02-04 | Paper |
Asymptotic inference for \(\mathrm{AR}(1)\) panel data
Applied Mathematics. Series B (English Edition) | 2021-02-02 | Paper |
Structural change in nonstationary \(\mathrm{AR}(1)\) models
Econometric Theory | 2018-09-06 | Paper |
Asymptotically efficient parameter estimation for ordinary differential equations
Science China. Mathematics | 2018-07-25 | Paper |
An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables
Communications in Statistics: Theory and Methods | 2016-07-15 | Paper |
Asymptotic inferences for an AR(1) model with a change point and possibly infinite variance
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Precise asymptotics in the law of the iterated logarithm for statistic
Journal of Inequalities and Applications | 2015-02-26 | Paper |
Asymptotic inferences for an AR(1) model with a change point: stationary and nearly non-stationary cases
Journal of Time Series Analysis | 2014-12-10 | Paper |
Precise asymptotics in the law of the logarithm for the rescaled range statistic
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance
Methodology and Computing in Applied Probability | 2014-04-14 | Paper |
A self-normalized central limit theorem for Markov random walks
Advances in Applied Probability | 2012-07-12 | Paper |
A result on the almost sure convergence for the R/S statistic
Mathematical and Computer Modelling | 2012-04-15 | Paper |
On the rates of the almost sure convergence for self-normalized law of the iterated logarithm
Bulletin of the Korean Mathematical Society | 2011-12-19 | Paper |
On the Rates of the Chung-Type Law of Logarithm
Theory of Probability & Its Applications | 2011-08-16 | Paper |
An almost sure central limit theorem for self-normalized partial sums
Computers & Mathematics with Applications | 2011-02-13 | Paper |
Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance
Statistics & Probability Letters | 2009-11-13 | Paper |
| scientific article; zbMATH DE number 5524368 (Why is no real title available?) | 2009-03-06 | Paper |
Functional limit theorems for the infinite series of OU processes in Hölder norm
Computers & Mathematics with Applications | 2009-01-27 | Paper |
| scientific article; zbMATH DE number 5261004 (Why is no real title available?) | 2008-04-04 | Paper |
Precise asymptotics in the self-normalized law of the iterated logarithm
Journal of Mathematical Analysis and Applications | 2008-02-14 | Paper |
A Nonclassical Chung-Type Law of the Iterated Logarithm for Independent Identically Distributed Random Variables
Theory of Probability & Its Applications | 2008-01-30 | Paper |
Asymptotics for self-normalized random products of sums of i.i.d. random variables
Journal of Mathematical Analysis and Applications | 2007-07-19 | Paper |
A SELF-NORMALIZED LIL FOR CONDITIONALLY TRIMMED SUMS AND CONDITIONALLY CENSORED SUMS
Journal of the Korean Mathematical Society | 2007-04-10 | Paper |
Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables
Journal of Mathematical Analysis and Applications | 2007-01-09 | Paper |
Precise rates in the law of logarithm for i.i.d. random variables
Computers & Mathematics with Applications | 2005-09-02 | Paper |
A note on weak laws of large numbers for arrays of rowwise negatively quadrant dependent random variables.
Progress in Natural Science | 2003-01-01 | Paper |
