| Publication | Date of Publication | Type |
|---|
| A class of bootstrap tests on the tail index | 2023-07-18 | Paper |
| Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models | 2022-05-16 | Paper |
| Bootstrap inference for network vector autoregression in large-scale social network | 2022-04-27 | Paper |
| Weak convergence for stationary bootstrap empirical processes of associated sequences | 2021-07-23 | Paper |
| A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation | 2021-06-30 | Paper |
| Weighted least squares estimation in a binary random coefficient panel model with infinite variance | 2021-01-06 | Paper |
| A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process | 2019-09-05 | Paper |
| Infinite-order, long-memory heterogeneous autoregressive models | 2018-11-23 | Paper |
| Stationary bootstrapping for semiparametric panel unit root tests | 2018-11-23 | Paper |
| Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity | 2018-07-17 | Paper |
| A dynamic Markov regime-switching GARCH model and its cumulative impulse response function | 2018-06-20 | Paper |
| Stationary bootstrapping for realized covariations of high frequency financial data | 2018-01-12 | Paper |
| Estimation of structural mean breaks for long-memory data sets | 2018-01-12 | Paper |
| Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels | 2017-12-01 | Paper |
| A CUSUM test for panel mean change detection | 2017-02-09 | Paper |
| Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model | 2016-05-20 | Paper |
| Kernel estimators of mode under \(\psi\)-weak dependence | 2016-04-04 | Paper |
| MAXIMAL INEQUALITIES AND AN APPLICATION UNDER A WEAK DEPENDENCE | 2016-03-11 | Paper |
| A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities | 2015-10-05 | Paper |
| A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model | 2015-05-18 | Paper |
| A bootstrap test for jumps in financial economics | 2015-05-05 | Paper |
| A Note on Exponential Inequalities of ψ-Weakly Dependent Sequences | 2015-02-12 | Paper |
| Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence | 2014-11-26 | Paper |
| Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors | 2014-09-30 | Paper |
| Random central limit theorems for linear processes with weakly dependent innovations | 2014-09-26 | Paper |
| The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences | 2014-08-11 | Paper |
| A study on moment inequalities under a weak dependence | 2014-08-06 | Paper |
| Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model | 2014-06-16 | Paper |
| A CUSUM test for a long memory heterogeneous autoregressive model | 2014-06-06 | Paper |
| Stationary bootstrapping realized volatility | 2014-02-11 | Paper |
| Stationary bootstrapping realized volatility under market microstructure noise | 2013-09-06 | Paper |
| Stationary bootstrapping for cointegrating regressions | 2013-05-13 | Paper |
| Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence | 2012-07-16 | Paper |
| Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence | 2012-05-18 | Paper |
| Fuzzy model based adaptive synchronization of uncertain chaotic systems: robust tracking control approach | 2012-01-06 | Paper |
| Delay distribution and loss probability of bandwidth requests under truncated binary exponential backoff mechanism in IEEE 802.16e over Gilbert-Elliot error channel | 2010-03-22 | Paper |
| The power saving mechanism with binary exponential traffic indications in the IEEE 802.16e/m | 2009-11-23 | Paper |
