99 citations · 141 across the 3 of their papers we have counts for
3 papers
stat.ME2019
Factor Analysis for High-Dimensional Time Series with Change Point
Xialu Liu, Ting Zhang
We consider change-point latent factor models for high-dimensional time series, where a structural break may exist in the underlying factor structure. In particular, we propose con…
math.ST2015★ 42 cited
Time-varying nonlinear regression models: Nonparametric estimation and model selection
Ting Zhang, Wei Biao Wu
This paper considers a general class of nonparametric time series regression models where the regression function can be time-dependent. We establish an asymptotic theory for estim…
math.ST2012★ 99 cited
Inference of time-varying regression models
Ting Zhang, Wei Biao Wu
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can…