105 citations · 163 across the 5 of their papers we have counts for
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math.ST2014★ 38 cited
Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
Jiangyan Wang, Rong Liu, Fuxia Cheng +1
We propose kernel estimator for the distribution function of unobserved errors in autoregressive time series, based on residuals computed by estimating the autoregressive coefficie…
math.ST2007★ 3 cited
Spline Single-Index Prediction Model
Li Wang, Lijian Yang
For the past two decades, single-index model, a special case of projection pursuit regression, has proven to be an efficient way of coping with the high dimensional problem in nonp…
math.ST2006★ 105 cited
Spline-backfitted kernel smoothing of nonlinear additive autoregression model
Li Wang, Lijian Yang
Application of nonparametric and semiparametric regression techniques to high-dimensional time series data has been hampered due to the lack of effective tools to address the ``cur…