70 citations · 125 across the 5 of their papers we have counts for
5 papers
Asymptotics of nonparametric L-1 regression models with dependent data
Zhibiao Zhao, Ying Wei, Dennis K. J. Lin
We investigate asymptotic properties of least-absolute-deviation or median quantile estimates of the location and scale functions in nonparametric regression models with dependent…
Inference for modulated stationary processes
Zhibiao Zhao, Xiaoye Li
We study statistical inferences for a class of modulated stationary processes with time-dependent variances. Due to non-stationarity and the large number of unknown parameters, exi…
Profile control charts based on nonparametric -1 regression methods
Ying Wei, Zhibiao Zhao, Dennis K. J. Lin
Classical statistical process control often relies on univariate characteristics. In many contemporary applications, however, the quality of products must be characterized by some…
Confidence bands in nonparametric time series regression
Zhibiao Zhao, Wei Biao Wu
We consider nonparametric estimation of mean regression and conditional variance (or volatility) functions in nonlinear stochastic regression models. Simultaneous confidence bands…
Parametric and nonparametric models and methods in financial econometrics
Zhibiao Zhao
Financial econometrics has become an increasingly popular research field. In this paper we review a few parametric and nonparametric models and methods used in this area. After int…