Yuzhi Cai

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Modelling and predicting the dynamics of confirmed COVID-19 cases based on climate data	2024-09-24	Paper
A novel response model and target selection method with applications to marketing	2024-06-03	Paper
A General Quantile Function Model for Economic and Financial Time Series	2022-06-03	Paper
How is price explosivity triggered in the cryptocurrency markets?	2022-01-24	Paper
A quantile function approach to the distribution of financial returns following TGARCH models	2021-05-10	Paper
Quantile Double AR Time Series Models for Financial Returns	2018-10-11	Paper
A comparative study of monotone quantile regression methods for financial returns	2016-05-17	Paper
A quantile survival model for censored data	2016-04-27	Paper
Estimation of non-crossing quantile regression curves	2016-02-23	Paper
Multi-variate time-series simulation	2014-08-06	Paper
Combining Forecasts via Simulations	2014-05-30	Paper
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting	2014-02-25	Paper
Autoregression with Non-Gaussian Innovations	2013-06-14	Paper
A simple bootstrap method for time series	2013-02-11	Paper
Polynomial power-Pareto quantile function models	2011-11-27	Paper
Minimum sample size determination for generalized extreme value distribution	2011-03-31	Paper
Multivariate quantile function models	2010-05-25	Paper
Bayesian nonparametric quantile regression using splines	2010-04-06	Paper
Forecasting for quantile self-exciting threshold autoregressive time series models	2010-03-22	Paper
Quantile self-exciting threshold autoregressive time series models	2009-02-28	Paper
A simple diagnostic method of outlier detection for stationary Gaussian time series	2007-09-11	Paper
Monitoring the parameter changes in general ARIMA time series models	2007-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q3378800	2006-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q5463042	2005-08-01	Paper
Convergence Theory of a Numerical Method for Solving the Chapman--Kolmogorov Equation	2004-01-18	Paper

Research outcomes over time

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