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Error-in-variables jump regression using local clustering
Kang, Yicheng; Gong, Xiaodong; Gao, Jiti; Qiu, Peihua - 2016
Persistent link: https://www.econbiz.de/10011781755
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Error-in-Variables Jump Regression Using Local Clustering
Kang, Yicheng - 2016
novel jump-preserving curve estimation method. A major feature of our method is that it can remove the noise effectively …
Persistent link: https://www.econbiz.de/10012986600
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Eigen-analysis for high-dimensional time series clustering
Zhang, Bo; Gao, Jiti; Pan, Guangming; Yang, Yanrong - 2023
Persistent link: https://www.econbiz.de/10014452611
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Long-term forecasts of age-specific participation rates with functional data models
Url, Thomas; Gao, Jiti; Hyndman, Rob J. - 2016
Persistent link: https://www.econbiz.de/10011781536
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Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua; Gao, Jiti; Peng, Bin; Yan, Yayi - 2024
Persistent link: https://www.econbiz.de/10014534139
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Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494327
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Time-Varying Vector Error-Correction Models : Estimation and Inference
Gao, Jiti; Peng, Bin; Yan, Yayi - 2023
asymptotic properties for the model, and then propose estimation and inferential methods and theory for both short-run and long …
Persistent link: https://www.econbiz.de/10014354358
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Hermite series estimation in nonlinear cointegrating models
Cai, Biqing; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10009789500
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Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.; Gao, Jiti; Li, Degui; Silvapulle, … - 2013
Persistent link: https://www.econbiz.de/10010189526
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A semiparametric approach to a nonlinear ACD model
Wongsaart, Pipat; Gao, Jiti; Allen, David E. - 2009
Persistent link: https://www.econbiz.de/10003869607