109 citations · 450 across the 21 of their papers we have counts for
9 papers · 1 filter
Estimation in nonlinear regression with Harris recurrent Markov chains
Degui Li, Dag Tjøstheim, Jiti Gao
In this paper, we study parametric nonlinear regression under the Harris recurrent Markov chain framework. We first consider the nonlinear least squares estimators of the parameter…
Estimation for single-index and partially linear single-index integrated models
Chaohua Dong, Jiti Gao, Dag Tjøstheim
Estimation mainly for two classes of popular models, single-index and partially linear single-index models, is studied in this paper. Such models feature nonstationarity. Orthogona…
Bayesian Indirect Inference and the ABC of GMM
Michael Creel, Jiti Gao, Han Hong +1
In this paper we propose and study local linear and polynomial based estimators for implementing Approximate Bayesian Computation (ABC) style indirect inference and GMM estimators.…
High Dimensional Correlation Matrices: CLT and Its Applications
Jiti Gao, Xiao Han, Guangming Pan +1
Statistical inferences for sample correlation matrices are important in high dimensional data analysis. Motivated by this, this paper establishes a new central limit theorem (CLT)…
Long-range dependent time series specification
Jiti Gao, Qiying Wang, Jiying Yin
In this paper we propose using a nonparametric model specification test for parametric time series with long-range dependence (LRD). To establish asymptotic distributions of the pr…
Estimation in semi-parametric regression with non-stationary regressors
Jia Chen, Jiti Gao, Degui Li
In this paper, we consider a partially linear model of the form , , where is a null recurrent Markov chain, is a sequenc…