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~person:"Gao, Jiti"
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Estimation theory
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locally stationary process
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Gao, Jiti
Chang, Tsangyao
22
Launov, Andrey
18
Talman, Dolf
14
Daly, Herman E.
13
Kallis, Giorgos
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1
Multiple-index nonstationary time series models : robust estimation theory and practice
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2021
Persistent link: https://www.econbiz.de/10012697853
Saved in:
2
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
3
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
4
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2018
multi-step additive predictive regression model, in which the predictive variables are locally
stationary
time series; and …
Persistent link: https://www.econbiz.de/10011941422
Saved in:
5
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2018
multi-step additive predictive regression model, in which the predictive variables are locally
stationary
time series; and …
Persistent link: https://www.econbiz.de/10011775136
Saved in:
6
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
7
Nonparametric regression approach to Bayesian estimation
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011781031
Saved in:
8
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
9
Testing Independence for a Large Number of High Dimensional Random Vectors
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
-
Department of Econometrics and Business Statistics, …
-
2013
applied to n random vectors, each of whose elements can be written as either a linear
stationary
process or a linear …
Persistent link: https://www.econbiz.de/10010860404
Saved in:
10
Inference on Nonstationary Time Series with Moving Mean
Gao, Jiti
;
Robinson, Peter M.
-
Department of Econometrics and Business Statistics, …
-
2013
A semiparametric model is proposed in which a parametric filtering of a non-
stationary
time series, incorporating …
Persistent link: https://www.econbiz.de/10010702336
Saved in:
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