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Yan Cui
Yan Cui
Reed College
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Title
Cited by
Cited by
Year
A new bivariate integer-valued GARCH model allowing for negative cross-correlation
Y Cui, F Zhu
Test 27, 428-452, 2018
462018
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
322020
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
242021
A generalized mixture integer-valued GARCH model
H Mao, F Zhu, Y Cui
Statistical Methods & Applications 29, 527-552, 2020
112020
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
82021
State-domain change point detection for nonlinear time series regression.
Y Cui, J Yang, Z Zhou
Journal of Econometrics 234, 3-27, 2023
42023
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
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Articles 1–9