| Publication | Date of Publication | Type |
|---|
Specification testing in nonstationary time series models
Econometrics Journal | 2022-07-27 | Paper |
Double smoothed volatility estimation of potentially non-stationary jump-diffusion model of Shibor
Journal of Time Series Analysis | 2022-02-18 | Paper |
Designing of Gini-chart for exponential, t, logistic and Laplace distributions
Communications in Statistics. Simulation and Computation | 2021-11-19 | Paper |
Control chart for monitoring multivariate COM-Poisson attributes
Journal of Applied Statistics | 2020-10-28 | Paper |
| Enhancing the mean ratio estimators for estimating population mean using non-conventional location parameters | 2020-06-21 | Paper |
Optimized estimation for population mean using conventional and non-conventional measures under the joint influence of measurement error and non-response
Journal of Statistical Computation and Simulation | 2020-04-23 | Paper |
| Probability Theory | 2020-04-02 | Paper |
Convergence to a self-normalized G-Brownian motion
Probability, Uncertainty and Quantitative Risk | 2020-02-17 | Paper |
Nonparametric M-estimation for functional stationary ergodic data
Acta Mathematicae Applicatae Sinica. English Series | 2019-09-19 | Paper |
The Maxwell length-biased distribution: properties and estimation
Journal of Statistical Theory and Practice | 2019-08-30 | Paper |
On Bernstein type inequalities for stochastic integrals of multivariate point processes
Stochastic Processes and their Applications | 2019-06-27 | Paper |
Improved ratio type estimators of population mean based on median of a study variable and an auxiliary variable
Hacettepe Journal of Mathematics and Statistics | 2019-03-06 | Paper |
| Weak convergence of stable integrals | 2019-02-22 | Paper |
New methods of simulating Lévy processes
Physica A | 2018-11-13 | Paper |
An adaptive test for the mean vector in large-p-small-n problems
Computational Statistics and Data Analysis | 2018-08-21 | Paper |
Varying coefficient partially nonlinear models with nonstationary regressors
Journal of Statistical Planning and Inference | 2018-01-23 | Paper |
Variable selection for generalized varying coefficient partially linear models with diverging number of parameters
Acta Mathematicae Applicatae Sinica. English Series | 2017-02-14 | Paper |
On convergence to stochastic integrals
Journal of Theoretical Probability | 2016-10-11 | 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 |
Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence
Communications in Statistics: Theory and Methods | 2016-07-15 | Paper |
Nonparametric estimation of quantiles for a class of stationary processes
Science China. Mathematics | 2016-07-07 | Paper |
Tests for a multiple-sample problem in high dimensions
Communications in Statistics. Theory and Methods | 2016-06-28 | Paper |
The properties of the geometric-Poisson exponentially weighted moving control chart with estimated parameters
Cogent Mathematics | 2016-06-24 | Paper |
Asymptotic normality of locally modelled regression estimator for functional data
Journal of Nonparametric Statistics | 2016-06-10 | Paper |
Robust estimation in parametric time series models under long- and short-range-dependent structures
Australian & New Zealand Journal of Statistics | 2016-06-01 | Paper |
Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
Metrika | 2015-10-14 | Paper |
Empirical likelihood for single-index regression models under negatively associated errors
Communications in Statistics: Theory and Methods | 2015-07-29 | Paper |
Quantile inference for moderate deviations from a unit root model with infinite variance
Journal of the Korean Statistical Society | 2015-07-21 | Paper |
m-dependence approximation for dependent random variables
Probability Approximations and Beyond | 2015-06-24 | Paper |
A least squares estimator for Lévy-driven moving averages based on discrete time observations
Communications in Statistics: Theory and Methods | 2015-06-24 | Paper |
Precise asymptotics in the law of the iterated logarithm for statistic
Journal of Inequalities and Applications | 2015-02-26 | Paper |
Empirical likelihood for partial linear models under negatively associated errors
Communications in Statistics: Theory and Methods | 2015-02-05 | Paper |
Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions
Science China. Mathematics | 2014-12-02 | Paper |
Consistency of kernel density estimators for causal processes
Science China. Mathematics | 2014-12-02 | Paper |
Limit theory for a general class of GARCH models with just barely infinite variance
Journal of Time Series Analysis | 2014-11-20 | Paper |
A study on the robustness of G-chart to non-normality
Communications in Statistics. Simulation and Computation | 2014-08-18 | Paper |
Precise asymptotics in the law of the logarithm for the rescaled range statistic
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
In memory of Professor Chen Jiangong (Chen Kien Kwong) on the 120th anniversary of his birth
Applied Mathematics. Series B (English Edition) | 2014-06-30 | Paper |
| scientific article; zbMATH DE number 6310763 (Why is no real title available?) | 2014-06-30 | Paper |
Asymptotic theory for LAD estimation of moderate deviations from a unit root
Statistics & Probability Letters | 2014-06-11 | Paper |
The fractal dimensions of the level sets of the generalized iterated Brownian motion
Acta Mathematicae Applicatae Sinica. English Series | 2013-12-02 | Paper |
Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data
Communications in Statistics. Theory and Methods | 2013-11-26 | Paper |
| Weak convergence and its application | 2013-07-09 | Paper |
| A statistical model of Chinese earthquake loss distribution | 2013-06-20 | Paper |
| Limit theorems for kernel density estimators under dependent samples | 2013-05-24 | Paper |
Approximation of the tail probability of dependent random sums under consistent variation and applications
Methodology and Computing in Applied Probability | 2013-04-08 | Paper |
Precise asymptotics of complete moment convergence on moving average
Acta Mathematica Sinica, English Series | 2013-03-12 | Paper |
Strong approximation for \(\rho \)-mixing sequences
Science China. Mathematics | 2013-01-28 | Paper |
Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model
Journal of Statistical Planning and Inference | 2013-01-25 | Paper |
Empirical likelihood inference for the second-order jump-diffusion model
Statistics & Probability Letters | 2013-01-25 | Paper |
| Precise asymptotics in the law of logarithm for U-statistics | 2013-01-24 | Paper |
Strong approximation of locally square-integrable martingales
Acta Mathematica Sinica, English Series | 2012-11-07 | Paper |
Regularization and variable selection for infinite variance autoregressive models
Journal of Statistical Planning and Inference | 2012-09-04 | Paper |
The local time of the Markov processes of Ornstein-Uhlenbeck type
Statistics & Probability Letters | 2012-08-30 | Paper |
Empirical likelihood inference for probability density functions under association
Journal of Statistical Planning and Inference | 2012-03-05 | Paper |
The packing indices for some Lévy processes
Statistics & Probability Letters | 2011-10-28 | Paper |
On the Rates of the Chung-Type Law of Logarithm
Theory of Probability & Its Applications | 2011-08-16 | Paper |
Penalized Independence Rule for Testing High-Dimensional Hypotheses
Communications in Statistics: Theory and Methods | 2011-07-20 | Paper |
The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations
Science China. Mathematics | 2011-07-01 | Paper |
| Nonparametric Estimation of Second-Order Jump-Diffusion Model | 2011-06-27 | Paper |
Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
Journal of Statistical Planning and Inference | 2011-06-24 | Paper |
On two types of breakdown points of weighted \(L^{2}\)-median
Communications in Statistics: Theory and Methods | 2011-06-10 | Paper |
| Weak Convergence to Stochastic Integrals Driven by $\alpha-$Stable L\'evy Processes | 2011-04-18 | Paper |
Local linear estimation of second-order diffusion models
Communications in Statistics: Theory and Methods | 2011-03-23 | Paper |
Empirical likelihood inference for diffusion processes with jumps
Science China. Mathematics | 2011-02-25 | Paper |
Local linear M-estimation in non-parametric spatial regression
Journal of Time Series Analysis | 2011-02-22 | Paper |
The functional central limit theorem for linear processes with strong near-epoch dependent innovations
Journal of Mathematical Analysis and Applications | 2011-02-09 | Paper |
Statistical inference in partially time-varying coefficient models
Journal of Statistical Planning and Inference | 2010-11-19 | Paper |
The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims
Acta Mathematica Sinica, English Series | 2010-11-17 | Paper |
The Hausdorff dimension of the range for the Markov processes of Ornstein-Uhlenbeck type
Chaos, Solitons and Fractals | 2010-11-08 | Paper |
A functional LIL for integrated \(\alpha \) stable process
Acta Mathematica Sinica, English Series | 2010-09-21 | Paper |
| scientific article; zbMATH DE number 5733727 (Why is no real title available?) | 2010-07-08 | Paper |
Strong laws of large numbers for \(\tilde \rho \)-mixing random variables
Journal of Mathematical Analysis and Applications | 2010-03-01 | Paper |
| The asymptotic distribution of a random product of trimmed sums | 2010-02-12 | Paper |
| Probability inequalities. | 2010-01-21 | Paper |
Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
Methodology and Computing in Applied Probability | 2009-12-02 | Paper |
On the weak laws of large numbers for arrays of random variables
Statistics & Probability Letters | 2009-11-18 | Paper |
| scientific article; zbMATH DE number 5629280 (Why is no real title available?) | 2009-11-11 | Paper |
Nonparametric tests for the general multivariate multi-sample problem
Journal of Nonparametric Statistics | 2009-10-16 | Paper |
Precise Large Deviations for the Actual Aggregate Loss Process
Stochastic Analysis and Applications | 2009-10-08 | Paper |
On maxima of periodograms of stationary processes
The Annals of Statistics | 2009-08-19 | Paper |
Adaptive Lasso in high-dimensional settings
Journal of Nonparametric Statistics | 2009-08-13 | Paper |
| The asymptotic distributions of the largest entries of sample correlation matrices under dependence assumptions | 2009-07-22 | Paper |
| scientific article; zbMATH DE number 5584910 (Why is no real title available?) | 2009-07-22 | Paper |
Variable selection in partially time-varying coefficient models
Journal of Nonparametric Statistics | 2009-07-16 | Paper |
Maximal inequalities and laws of large numbers for \(L_q\)-mixingale arrays
Statistics & Probability Letters | 2009-07-15 | Paper |
ANALYSIS AND COMPUTATIONS OF LEAST-SQUARES METHOD FOR OPTIMAL CONTROL PROBLEMS FOR THE STOKES EQUATIONS
Journal of the Korean Mathematical Society | 2009-06-23 | Paper |
| On strong near-epoch dependence | 2009-05-22 | Paper |
Existence and joint continuity of local time of multi-parameter fractional Lévy processes
Applied Mathematics and Mechanics. (English Edition) | 2009-05-04 | Paper |
| scientific article; zbMATH DE number 5548227 (Why is no real title available?) | 2009-04-28 | Paper |
| scientific article; zbMATH DE number 5524368 (Why is no real title available?) | 2009-03-06 | Paper |
| scientific article; zbMATH DE number 5524403 (Why is no real title available?) | 2009-03-06 | Paper |
| Statistical convergence of random variables | 2009-03-06 | Paper |
| Strong laws for weighted sums of identically distributed ND random variables | 2009-03-06 | Paper |
Strong approximation for a class of stationary processes
Stochastic Processes and their Applications | 2009-02-19 | Paper |
Functional limit theorems for the infinite series of OU processes in Hölder norm
Computers & Mathematics with Applications | 2009-01-27 | Paper |
The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
The Annals of Applied Probability | 2009-01-13 | Paper |
Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
Statistics & Probability Letters | 2008-12-10 | Paper |
Change point estimators by local polynomial fits under a dependence assumption
Journal of Multivariate Analysis | 2008-11-27 | Paper |
