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20092023
most citedLocal linear quantile estimation for nonstationary time series

108 citations · 345 across the 44 of their papers we have counts for

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Showing 2014 · math.STShow all

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math.ST2014★ 11 cited

Nonparametric specification for non-stationary time series regression

Zhou Zhou

We investigate the behavior of the Generalized Likelihood Ratio Test (GLRT) (Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193]) for time varying coefficient models where the r…

math.ST2014★ 31 cited

Inference of weighted -statistics for nonstationary time series and its applications

Zhou Zhou

We investigate the behavior of Fourier transforms for a wide class of nonstationary nonlinear processes. Asymptotic central and noncentral limit theorems are established for a clas…