Rongmao Zhang

发表

Group LASSO for Structural Break Time Series

N. Chan, C. Yau, Rongmao Zhang, 2014 .

Identifying Cointegration by Eigenanalysis

P. Robinson, Rongmao Zhang, Q. Yao, 2015, Journal of the American Statistical Association.

Krigings over space and time based on latent low-dimensional structures

Rongmao Zhang, Q. Yao, Da Huang, 2016, Science China Mathematics.

LASSO estimation of threshold autoregressive models

N. Chan, C. Yau, Rongmao Zhang, 2015 .

Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors

Rongmao Zhang, L. Peng, Chenxue Li, 2019 .

M-estimation in nonparametric regression under strong dependence and infinite variance

N. Chan, Rongmao Zhang, 2009 .

Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference

Rongmao Zhang, L. Peng, Yaolan Ma, 2022, Statistica Sinica.

Nearly nonstationary processes under infinite variance GARCH noises

Rongmao Zhang, Qimeng Liu, Jiangpan Shi, 2022, Applied Mathematics-A Journal of Chinese Universities.

LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise

Rongmao Zhang, S. Ling, Xingfa Zhang, 2020 .

Rank test of unit‐root hypothesis with AR‐GARCH errors

Rongmao Zhang, Qimeng Liu, G. Liao, 2021, Journal of Time Series Analysis.

Error-Correction Factor Models for High-dimensional Cointegrated Time Series

Rongmao Zhang, Q. Yao, Yundong Tu, 2020, Statistica Sinica.

Supplementary material on “Identifying Cointegration by Eigenanalysis”

Rongmao Zhang, Q. Yao, Peter Robinson, 2018 .

Quantile inference for heteroscedastic regression models

N. Chan, Rongmao Zhang, 2011 .

Quantile inference for nonstationary processes with infinite variance innovations

Rongmao Zhang, Qimeng Liu, G. Liao, 2021, Applied Mathematics-A Journal of Chinese Universities.

Krigings over space and time based on latent low-dimensional structures

Rongmao Zhang, Q. Yao, Da Huang, 2020, Science China Mathematics.

Portmanteau-type tests for unit-root and cointegration

N. Chan, Rongmao Zhang, 2018, Journal of Econometrics.

Inference for Spatial Autoregressive Models with Infinite Variance Noises

Rongmao Zhang, G. Liao, Qi Liu, 2020, Acta Mathematica Sinica, English Series.

Estimation for nearly unit root processes with GARCH errors

Rongmao Zhang, Yu-ze Yuan, 2010 .

Empirical likelihood test for the application of swqmele in fitting an arma‐garch model

Rongmao Zhang, L. Peng, Mo Zhou, 2020, Journal of Time Series Analysis.

Interval estimation of the tail index of a GARCH(1,1) model

N. Chan, Rongmao Zhang, L. Peng, 2012 .

Limit theory for a general class of GARCH models with just barely infinite variance

Zhengyan Lin, Rongmao Zhang, 2012 .

TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL

Rongmao Zhang, L. Peng, Yaolan Ma, 2021, Econometric Theory.

Interval estimation of the tail index of a GARCH(1,1) model

N. Chan, Rongmao Zhang, L. Peng, 2011, TEST.

Portmanteau-type test for unit root with heavy-tailed noise

Rongmao Zhang, Yaolan Ma, Mo Zhou, 2022, Journal of Statistical Planning and Inference.

Marked empirical processes for non-stationary time series

N. Chan, Rongmao Zhang, 2013, 1312.3120.

Nearly Unstable Processes: A Prediction Perspective

C. Ing, N. Chan, Rongmao Zhang, 2018 .

Statistica Sinica Preprint No : SS-2016-0069 . R 2 Title Nearly Unstable Processes : A Prediction Perspective

C. Ing, N. Chan, Rongmao Zhang, 2017 .

Nonparametric testing for the specification of spatial trend functions

N. Chan, Rongmao Zhang, Changxiong Chi, 2023, Journal of Multivariate Analysis.

On Semiparametrically Dynamic Functional-coefficient Autoregressive Spatio-Temporal Models with Irregular Location Wide Nonstationarity

Rongmao Zhang, Zudi Lu, Xiaohang Ren, 2023, Journal of the American Statistical Association.

On functional limits of short- and long-memory linear processes with GARCH(1,1) noises

Rongmao Zhang, S. Ling, Chor-yiu Sin, 2015 .

INFERENCE FOR NEARLY NONSTATIONARY PROCESSES UNDER STRONG DEPENDENCE WITH INFINITE VARIANCE

N. Chan, Rongmao Zhang, 2009 .

INFERENCE FOR UNIT-ROOT MODELS WITH INFINITE VARIANCE GARCH ERRORS

N. Chan, Rongmao Zhang, 2010 .

A functional LIL for integrated α stable process

Rongmao Zhang, Zheng-yan Lin, 2010 .

Chung LIL for integrated [alpha] stable process

Zhengyan Lin, Rongmao Zhang, 2007 .

A Functional LIL for m-Fold Integrated Brownian Motion*

Zhengyan Lin, Rongmao Zhang, 2006 .

Tests for covariance matrix with fixed or divergent dimension

Rongmao Zhang, Ruodu Wang, L. Peng, 2013, 1310.8123.

TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS

N. Chan, Rongmao Zhang, L. Peng, 2013, Econometric Theory.

Jackknife-blockwise empirical likelihood methods under dependence

Liang Peng, Yongcheng Qi, Rongmao Zhang, 2012, J. Multivar. Anal..

Inference for Structural Breaks in Spatial Models

N. Chan, Rongmao Zhang, amd Chun Yip Yau, 2021 .

The self-intersections of a Gaussian random field

Zhengyan Lin, Rongmao Zhang, 2006 .

The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet

Zhengyan Lin, Rongmao Zhang, 2004 .

Group orthogonal greedy algorithm for change-point estimation of multivariate time series

Chun Yip Yau, Ngai Hang Chan, Rongmao Zhang, 2021 .