A new bivariate integer-valued GARCH model allowing for negative cross-correlation Y Cui, F Zhu Test 27, 428-452, 2018 | 46 | 2018 |
Flexible bivariate Poisson integer-valued GARCH model Y Cui, Q Li, F Zhu Annals of the Institute of Statistical Mathematics 72 (6), 1449-1477, 2020 | 32 | 2020 |
Modeling Z-valued time series based on new versions of the Skellam INGARCH model Y Cui, Q Li, F Zhu Brazilian Journal of Probability and Statistics 35, 292-314, 2021 | 24 | 2021 |
A generalized mixture integer-valued GARCH model H Mao, F Zhu, Y Cui Statistical Methods & Applications 29, 527-552, 2020 | 11 | 2020 |
Estimation and inference of time-varying auto-covariance under complex trend: A difference-based approach Y Cui, M Levine, Z Zhou Electronic Journal of Statistics 15, 4264-4294, 2021 | 8 | 2021 |
State-domain change point detection for nonlinear time series regression. Y Cui, J Yang, Z Zhou Journal of Econometrics 234, 3-27, 2023 | 4 | 2023 |
Simultaneous inference for time series functional linear regression C Yan, Z Zhou https://arxiv.org/abs/2207.11392, 2023 | | 2023 |
Optimal short-term forecast for locally stationary functional time series C Yan, Z Zhou https://arxiv.org/abs/2307.09148, 2023 | | 2023 |
Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model WKL Y Cui, F Zhu Statistics and Its Interface 13, 77-89, 2020 | | 2020 |