29 citations · 43 across the 6 of their papers we have counts for
6 papers
Matrix-variate integer-valued autoregressive processes
Nuo Xu, Kai Yang, Fukang Zhu
In the fields of sociology and economics, the modeling of matrix-variate integervalued time series is urgent. However, no prior studies have addressed the modeling of such data. To…
Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables
Bing Su, Fukang Zhu, Ke Zhu
The spatial dependence in mean has been well studied by plenty of models in a large strand of literature, however, the investigation of spatial dependence in variance is lagging si…
Conditional-mean Multiplicative Operator Models for Count Time Series
Christian H. Weiß, Fukang Zhu
Multiplicative error models (MEMs) are commonly used for real-valued time series, but they cannot be applied to discrete-valued count time series as the involved multiplication wou…
Multi-frequency-band tests for white noise under heteroskedasticity
Mengya Liu, Fukan Zhu, Ke Zhu
This paper proposes a new family of multi-frequency-band (MFB) tests for the white noise hypothesis by using the maximum overlap discrete wavelet packet transform (MODWPT). The MOD…
Inference for a Special Bilinear Time Series Model
Shiqing Ling, Liang Peng, Fukang Zhu
It is well known that estimating bilinear models is quite challenging. Many different ideas have been proposed to solve this problem. However, there is not a simple way to do infer…
Predictive regressions for macroeconomic data
Fukang Zhu, Zongwu Cai, Liang Peng
Researchers have constantly asked whether stock returns can be predicted by some macroeconomic data. However, it is known that macroeconomic data may exhibit nonstationarity and/or…