99 citations · 145 across the 8 of their papers we have counts for
Showing 2015Show all
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math.ST2015★ 2 cited
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…
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…