3 papers
stat.ME2025
Goodness-of-fit Tests for Heavy-tailed Random Fields
Ying Niu, Zhao Chen, Christina Dan Wang +1
We develop goodness-of-fit tests for max-stable random fields, which are used to model heavy-tailed spatial data. The test statistics are constructed based on the Fourier transform…
stat.ME2025
Asymptotic Theory for Regularized Estimation in Functional Time Series Models
Ying Niu, Yuwei Zhao, Zhao Chen +1
Functional autoregressive (FAR) models provide a fundamental framework for analyzing temporally dependent functional data. However, the infinite-dimensional nature of the underlyin…
stat.ME2025
Robust Estimation of Double Autoregressive Models via Normal Mixture QMLE
Zhao Chen, Chen Shi, Christina Dan Wang
This paper investigates the estimation of the double autoregressive (DAR) model in the presence of skewed and heavy-tailed innovations. We propose a novel Normal Mixture Quasi-Maxi…