The following pages link to Rong Mao Zhang (Q244345):
Displaying 50 items.
- (Q385783) (redirect page) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- (Q630937) (redirect page) (← links)
- Quantile inference for heteroscedastic regression models (Q630938) (← links)
- Jackknife-blockwise empirical likelihood methods under dependence (Q643294) (← links)
- M-estimation in nonparametric regression under strong dependence and infinite variance (Q730760) (← links)
- Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
- Krigings over space and time based on latent low-dimensional structures (Q829391) (← links)
- Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674) (← links)
- Some path properties of generalized Lévy sheet (Q870728) (← links)
- Chung LIL for integrated \(\alpha\) stable process (Q871014) (← links)
- LASSO estimation of threshold autoregressive models (Q888321) (← links)
- (Q1042961) (redirect page) (← links)
- Asymptotic distributions of non-central Studentized statistics (Q1042962) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Some properties for two-parameter fractional Lévy-Wiener process (Q1812226) (← links)
- Interval estimation of the tail index of a GARCH(1,1) model (Q1936534) (← links)
- Inference for spatial autoregressive models with infinite variance noises (Q1995608) (← links)
- Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Nearly nonstationary processes under infinite variance GARCH noises (Q2160010) (← links)
- The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion (Q2372571) (← links)
- A functional LIL for \(m\)-fold integrated Brownian motion (Q2432010) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- The self-intersections of a Gaussian random field (Q2507597) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Exact Hausdorff measure of the lever sets of a multi-parameter stable process (Q2583347) (← links)
- Limit theory for a general class of GARCH models with just barely infinite variance (Q2930910) (← links)
- (Q3057785) (← links)
- The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet (Q3158189) (← links)
- (Q3306252) (← links)
- (Q3446353) (← links)
- ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES (Q3450350) (← links)
- Nearly Unstable Processes: A Prediction Perspective (Q4626682) (← links)
- Group LASSO for Structural Break Time Series (Q4975401) (← links)
- TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS (Q4979320) (← links)
- Empirical likelihood test for the application of swqmele in fitting an arma‐garch model (Q4997696) (← links)
- NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628) (← links)
- (Q5033659) (← links)
- Inference for Structural Breaks in Spatial Models (Q5041341) (← links)
- TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL (Q5081790) (← links)
- Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
- (Q5325806) (← links)
- Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932) (← links)
- Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)
- Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
- A functional LIL for integrated \(\alpha \) stable process (Q5962276) (← links)
