-
Yu Bai, “Local GMM Estimation for Nonparametric Time‐Varying Coefficient Moment Condition Models”, Journal Time Series Analysis, 2025
-
Vygantas Paulauskas, “Limit theorems for linear processes with tapered innovations and filters”, Lith Math J, 64:1 (2024), 80
-
Zhao-Ang Zhang, “Strong law of large numbers for linear processes under sublinear expectation”, Communications in Statistics - Theory and Methods, 53:6 (2024), 2205
-
Michel Carbon, Thierry Duchesne, “Multivariate frequency polygon for stationary random fields”, Ann Inst Stat Math, 76:2 (2024), 263
-
Jan Beran, Jeremy Näscher, Fabian Pietsch, Stephan Walterspacher, “Testing for periodicity at an unknown frequency under cyclic long memory, with applications to respiratory muscle training”, AStA Adv Stat Anal, 2024
-
Yuncai Yu, “Strong Consistency of Wavelet Estimator for Biased Nonparametric Regression Function Under Strong Mixing”, Results Math, 79:6 (2024)
-
Khalid Chokri, Salim Bouzebda, “Asymptotic normality for the wavelet partially linear additive model components estimation”, Communications in Statistics - Theory and Methods, 53:23 (2024), 8376
-
Soufiane Moussaten, “On the cross-variation of a class of stochastic processes”, Results in Applied Mathematics, 24 (2024), 100509
-
Junke Kou, Kaili Cui, “Multivariate wavelet density estimation for strong mixing stratified size-biased sample”, Communications in Statistics - Theory and Methods, 52:6 (2023), 1888
-
Jaya P.N. Bishwal, “Interest rate derivatives for the fractional Cox-Ingersoll-Ross model”, AF, 10:1-2 (2023), 53
-
Xiaohu Wang, Weilin Xiao, Jun Yu, Advances in Econometrics, Essays in Honor of Joon Y. Park: Econometric Theory, 2023, 73
-
N. S. Arkashov, V. A. Seleznev, “On heterogeneous diffusion processes and the formation of spatial–temporal nonlocality”, Chaos: An Interdisciplinary Journal of Nonlinear Science, 33:7 (2023)
-
Xiaohu Wang, Jun Yu, “Latent local-to-unity models”, Econometric Reviews, 42:7 (2023), 586
-
Shuping Shi, Jun Yu, “Volatility Puzzle: Long Memory or Antipersistency”, Management Science, 69:7 (2023), 3861
-
Xiaohu Wang, Weilin Xiao, Jun Yu, “Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process”, Journal of Econometrics, 232:2 (2023), 389
-
Shuping Shi, Jun Yu, “Volatility Puzzle”, SSRN Journal, 2022
-
N.S. Arkashov, “On the model of random walk with multiple memory structure”, Physica A: Statistical Mechanics and its Applications, 603 (2022), 127795
-
Søren Johansen, Morten Ørregaard Nielsen, “WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION”, Econom. Theory, 2022, 1
-
Nengxiang Ling, Lilei Cheng, Philippe Vieu, Hui Ding, “Missing responses at random in functional single index model for time series data”, Stat Papers, 63:2 (2022), 665
-
Paulauskas V., “Limit Theorems For Linear Random Fields With Tapered Innovations. i: the Gaussian Case”, Lith. Math. J., 61:2 (2021), 261–273