70 citations · 125 across the 5 of their papers we have counts for
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math.ST2014★ 4 cited
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…
math.ST2013★ 17 cited
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…
math.ST2008★ 70 cited
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…