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Forecasting and change point test for nonlinear heteroscedastic time series based on support vector regression

PloS one, 2022-12, Vol.17 (12), p.e0278816-e0278816

2022

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Monitoring photochemical pollutants based on symbolic interval-valued data analysis

Advances in data analysis and classification, 2023-12, Vol.17 (4), p.897-926

2023

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Using the Kriging Correlation for unsupervised feature selection problems

Scientific reports, 2022-07, Vol.12 (1), p.11522-11522, Article 11522

2022

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A Deterministic Equivalent for the Analysis of Non-Gaussian Correlated MIMO Multiple Access Channels

IEEE transactions on information theory, 2013-01, Vol.59 (1), p.329-352

2013

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Estimation of inverse autocovariance matrices for long memory processes

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2016-08, Vol.22 (3), p.1301-1330

2016

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Optimal restricted quadratic estimator of integrated volatility

Annals of the Institute of Statistical Mathematics, 2016-06, Vol.68 (3), p.673-703

2016

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Asymptotic Performance of Reduced-Rank Linear Receivers With Principal Component Filter

IEEE transactions on information theory, 2007-03, Vol.53 (3), p.1148-1151

2007

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Two-Branch Selection in Wireless Space-Diversity Reception: An Upper Bound for its Output Power

IEEE transactions on communications, 2012-02, Vol.60 (2), p.537-546

2012

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Fourth-Order Spatial Correlation-Coefficient Across the Uplink Receiver's Spatial Aperture - Analytically Derived in Closed Form

IEEE transactions on communications, 2012-03, Vol.60 (3), p.724-734

2012

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A two-step process for energy-efficient conversion of food waste via supercritical water gasification: Process design, products analysis, and electricity evaluation

The Science of the total environment, 2021-01, Vol.752, p.142331-142331, Article 142331

2021

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Estimation of ma(1) model based on rounded data

Tatra Mountains mathematical publications, 2012-11, Vol.51 (1), p.45-53

2012

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An optimal multi-step quadratic risk-adjusted hedging strategy

Journal of the Korean Statistical Society, 2013, 42(1), , pp.37-49

2013

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A novel perspective on the role of long non-coding RNAs in regulating polyphenols biosynthesis in methyl jasmonate-treated Siraitia grosvenorii suspension cells

Industrial crops and products, 2024-07, Vol.213, p.118419, Article 118419

2024

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Variable selection for high-dimensional regression models with time series and heteroscedastic errors

Journal of econometrics, 2020-05, Vol.216 (1), p.118-136

2020

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Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models

Applied stochastic models in business and industry, 2015-09, Vol.31 (5), p.609-625

2015

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Stock market trend prediction using a functional time series approach

Quantitative finance, 2020-01, Vol.20 (1), p.69-79

2020

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Goodness-of-fit test for stochastic volatility models Based on noisy observations

Statistica Sinica, 2016

2016

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Huber-type principal expectile component analysis

Computational statistics & data analysis, 2020-11, Vol.151, p.106992, Article 106992

2020

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GOODNESS-OF-FIT TEST FOR THE SVM BASED ON NOISY OBSERVATIONS

Statistica Sinica, 2016-07, Vol.26 (3), p.1305-1329

2016

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Test for dispersion constancy in stochastic differential equation models

Applied stochastic models in business and industry, 2012-07, Vol.28 (4), p.342-353

2012

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Model risk of the implied GARCH-normal model

Quantitative finance, 2014-12, Vol.14 (12), p.2215-2224

2014

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Goodness-of-fit test for stochastic volatility models

Journal of multivariate analysis, 2013-04, Vol.116, p.473-498

2013

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An optimal multi-step quadratic risk-adjusted hedging strategy

Journal of the Korean Statistical Society, 2013, Vol.42 (1), p.37-49

2013

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Defect Detection for 3D Through Silicon via Based on Machine Learning Approach

Nanoscience and nanotechnology letters, 2017-08, Vol.9 (8), p.1175-1179

2017

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The Bickel–Rosenblatt test for continuous time stochastic volatility models

Test (Madrid, Spain), 2014-03, Vol.23 (1), p.195-218

2014

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Forecasting and change point test for nonlinear heteroscedastic time series based on support vector regression

Monitoring photochemical pollutants based on symbolic interval-valued data analysis

Using the Kriging Correlation for unsupervised feature selection problems

A Deterministic Equivalent for the Analysis of Non-Gaussian Correlated MIMO Multiple Access Channels

Estimation of inverse autocovariance matrices for long memory processes

Optimal restricted quadratic estimator of integrated volatility

Asymptotic Performance of Reduced-Rank Linear Receivers With Principal Component Filter

Two-Branch Selection in Wireless Space-Diversity Reception: An Upper Bound for its Output Power

Fourth-Order Spatial Correlation-Coefficient Across the Uplink Receiver's Spatial Aperture - Analytically Derived in Closed Form

A two-step process for energy-efficient conversion of food waste via supercritical water gasification: Process design, products analysis, and electricity evaluation

Estimation of ma(1) model based on rounded data

An optimal multi-step quadratic risk-adjusted hedging strategy

A novel perspective on the role of long non-coding RNAs in regulating polyphenols biosynthesis in methyl jasmonate-treated Siraitia grosvenorii suspension cells

Variable selection for high-dimensional regression models with time series and heteroscedastic errors

Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models

Stock market trend prediction using a functional time series approach

Goodness-of-fit test for stochastic volatility models Based on noisy observations

Huber-type principal expectile component analysis

GOODNESS-OF-FIT TEST FOR THE SVM BASED ON NOISY OBSERVATIONS

Test for dispersion constancy in stochastic differential equation models

Model risk of the implied GARCH-normal model

Goodness-of-fit test for stochastic volatility models

An optimal multi-step quadratic risk-adjusted hedging strategy

Defect Detection for 3D Through Silicon via Based on Machine Learning Approach

The Bickel–Rosenblatt test for continuous time stochastic volatility models

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