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Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data

Journal of the American Statistical Association, 2023-04, Vol.118 (542), p.1333-1344

2023

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A New Iterative Algorithm for the Multiple-Sets Split Feasibility Problem and the Split Equality Fixed Point Problem

Mediterranean journal of mathematics, 2021-02, Vol.18 (1), Article 19

Guan, Jin-Lin

2021

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On split null point and common fixed point problems for multivalued demicontractive mappings

Optimization, 2021-06, Vol.70 (5-6), p.1121-1140

2021

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Strong convergence theorem for split monotone variational inclusion with constraints of variational inequalities and fixed point problems

Journal of inequalities and applications, 2018, Vol.2018 (1), p.1-29, Article 311

2018

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Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors

Journal of multivariate analysis, 2013-11, Vol.122, p.251-270

2013

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General iterative methods for systems of variational inequalities with the constraints of generalized mixed equilibria and fixed point problem of pseudocontractions

Journal of inequalities and applications, 2018, Vol.2018 (1), p.1-35, Article 315

2018

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Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data

Random matrices, theory and applications, 2020-07, Vol.9 (3), p.2050007

2020

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Estimation and testing for panel data partially linear single-index models with errors correlated in space and time

Random matrices, theory and applications, 2020-04, Vol.9 (2), p.2150005

2020

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Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models

Applied stochastic models in business and industry, 2018-05, Vol.34 (3), p.355-375

2018

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Bayesian inference for generalized linear mixed model based on the multivariate t distribution in population pharmacokinetic study

PloS one, 2013-03, Vol.8 (3), p.e58369

2013

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Matrix Image Method for Ranking Nonregular Fractional Factorial Designs

Acta Mathematicae Applicatae Sinica, 2018-10, Vol.34 (4), p.742-751

English series, 2018

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Two‐stage orthogonality based estimation for semiparametric varying‐coefficient models and its applications in analyzing AIDS data

Biometrical journal, 2018-01, Vol.60 (1), p.79-99

2018

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Score tests for zero-inflated double poisson regression models

Acta Mathematicae Applicatae Sinica, 2017-10, Vol.33 (4), p.851-864

English series, 2017

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Statistical inference for GQARCH‐Itô‐jumps model based on the realized range volatility

Journal of time series analysis, 2024-07, Vol.45 (4), p.613-638

2024

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Nonparametric estimation of multivariate multiparameter conditional copulas

Journal of the Korean Statistical Society, 2017, 46(1), , pp.126-136

2017

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Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data

International journal of forecasting, 2023-10, Vol.39 (4), p.1698-1712

2023

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Assessing influence for pharmaceutical data in zero-inflated generalized Poisson mixed models

Statistics in medicine, 2008-08, Vol.27 (18), p.3656-3673

2008

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Variable selection in a class of single-index models

Annals of the Institute of Statistical Mathematics, 2011-12, Vol.63 (6), p.1277-1293

2011

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Tail Dependence for Regularly Varying Time Series

Mathematical Problems in Engineering, 2012-01, Vol.2012, p.1-14

2012

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Estimation and test of jump discontinuities in varying coefficient models with empirical applications

Computational statistics & data analysis, 2019-11, Vol.139, p.145-163

2019

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The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks

Applied Mathematics-A Journal of Chinese Universities, 2014-06, Vol.29 (2), p.194-204

2014

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Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout

Journal of the Korean Statistical Society, 2013, 42(2), , pp.215-225

2013

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Estimation of semi-varying coefficient models for longitudinal data with irregular error structure

Computational statistics & data analysis, 2022-05, Vol.169, p.107389, Article 107389

2022

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Parameter Estimation of Population Pharmacokinetic Models with Stochastic Differential Equations: Implementation of an Estimation Algorithm

Journal of Probability and Statistics, 2014-01, Vol.2014 (2014), p.1-8

2014

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Adaptive semiparametric estimation for single index models with jumps

Computational statistics & data analysis, 2020-11, Vol.151, p.107013, Article 107013

2020

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Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data

A New Iterative Algorithm for the Multiple-Sets Split Feasibility Problem and the Split Equality Fixed Point Problem

On split null point and common fixed point problems for multivalued demicontractive mappings

Strong convergence theorem for split monotone variational inclusion with constraints of variational inequalities and fixed point problems

Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors

General iterative methods for systems of variational inequalities with the constraints of generalized mixed equilibria and fixed point problem of pseudocontractions

Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data

Estimation and testing for panel data partially linear single-index models with errors correlated in space and time

Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models

Bayesian inference for generalized linear mixed model based on the multivariate t distribution in population pharmacokinetic study

Matrix Image Method for Ranking Nonregular Fractional Factorial Designs

Two‐stage orthogonality based estimation for semiparametric varying‐coefficient models and its applications in analyzing AIDS data

Score tests for zero-inflated double poisson regression models

Statistical inference for GQARCH‐Itô‐jumps model based on the realized range volatility

Nonparametric estimation of multivariate multiparameter conditional copulas

Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data

Assessing influence for pharmaceutical data in zero-inflated generalized Poisson mixed models

Variable selection in a class of single-index models

Tail Dependence for Regularly Varying Time Series

Estimation and test of jump discontinuities in varying coefficient models with empirical applications

The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks

Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout

Estimation of semi-varying coefficient models for longitudinal data with irregular error structure

Parameter Estimation of Population Pharmacokinetic Models with Stochastic Differential Equations: Implementation of an Estimation Algorithm

Adaptive semiparametric estimation for single index models with jumps

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