99 citations · 145 across the 8 of their papers we have counts for
8 papers
A Generative High Quantile Homogeneity Test Using Bahadur Representation for Heteroskedastic High Quantile Regression of Tail Dependent Time Series
Ting Zhang, Fangwei Wu, Jingying Gao
We consider a high quantile homogeneity test to determine whether a certain set of explanatory variables has homogeneous effects on different high quantiles of the response variabl…
Tail Adversarial Stability for Regularly Varying Linear Processes and their Extensions
Shuyang Bai, Ting Zhang
The notion of tail adversarial stability has been proven useful in obtaining limit theorems for tail dependent time series. Its implication and advantage over the classical strong…
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…
A unified approach to self-normalized block sampling
Shuyang Bai, Murad S. Taqqu, Ting Zhang
The inference procedure for the mean of a stationary time series is usually quite different under various model assumptions because the partial sum process behaves differently depe…
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…
Block Sampling under Strong Dependence
Ting Zhang, Hwai-Chung Ho, Martin Wendler +1
The paper considers the block sampling method for long-range dependent processes. Our theory generalizes earlier ones by Hall, Jing and Lahiri (1998) on functionals of Gaussian pro…
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…
Testing for Parallelism Between Trends in Multiple Time Series
David Degras, Zhiwei Xu, Ting Zhang +1
This paper considers the inference of trends in multiple, nonstationary time series. To test whether trends are parallel to each other, we use a parallelism index based on the L2-d…