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Works (6)

A Zero Serial Cross‐Correlation Test Before Fitting Heteroscedasticity

Journal of Time Series Analysis
2024-12-16 | Journal article
DOI: 10.1111/jtsa.12807
Contributors: Yaolan Ma; Xiaohong Chen; Liang Peng; Rongmao Zhang
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On Semiparametrically Dynamic Functional-Coefficient Autoregressive Spatio-Temporal Models with Irregular Location Wide Nonstationarity

Journal of the American Statistical Association
2024-04-02 | Journal article
DOI: 10.1080/01621459.2022.2161386
Contributors: Zudi Lu; Xiaohang Ren; Rongmao Zhang
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Estimation of generalized threshold autoregressive models

Communications in Statistics - Theory and Methods
2023-09-17 | Journal article
DOI: 10.1080/03610926.2022.2029896
Contributors: Rongmao Zhang; Qimeng Liu; Jianhua Shi
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Nonparametric testing for the specification of spatial trend functions

Journal of Multivariate Analysis
2023-07 | Journal article
DOI: 10.1016/j.jmva.2023.105180
Contributors: Rongmao Zhang; Ngai Hang Chan; Changxiong Chi
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Rank test of unit‐root hypothesis with AR‐GARCH errors

Journal of Time Series Analysis
2022-09 | Journal article
DOI: 10.1111/jtsa.12635
Contributors: Guili Liao; Qimeng Liu; Rongmao Zhang; Shifang Zhang
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Empirical likelihood test for the application of swqmele in fitting an arma‐garch model

Journal of Time Series Analysis
2021-03 | Journal article
DOI: 10.1111/jtsa.12563
Contributors: Mo Zhou; Liang Peng; Rongmao Zhang
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