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Convex and nonconvex risk-based linear regression at scale
Wu, Can; Cui, Ying; Li, Donghui; Sun, Defeng - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 4, pp. 797-816
Persistent link: https://www.econbiz.de/10014328088
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A projected semismooth Newton method for problems of calibrating least squares covariance matrix
Li, Qingna; Li, Donghui - In: Operations research letters 39 (2011) 2, pp. 103-108
Persistent link: https://www.econbiz.de/10009010688
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Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen; Hou, Yanxi; Li, Deyuan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
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Determine OWA operator weights using kernel density estimation
Lin, Mingwei; Xu, Wenshu; Lin, Zhanpeng; Chen, Riqing - In: Economic research 33 (2020) 1,2, pp. 1441-1464
Persistent link: https://www.econbiz.de/10013179651
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Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel - In: Journal of econometrics 189 (2015) 2, pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
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Uniform test for predictive regression with AR errors
Li, Chenxue; Li, Deyuan; Peng, Liang - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 29-39
Persistent link: https://www.econbiz.de/10011704097
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Extreme quantile estimation for autoregressive models
Li, Deyuan; Wang, Huixia - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 661-670
Persistent link: https://www.econbiz.de/10012179004
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Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong; Shaojun, Guo; Zhu, Ke - In: Econometric reviews 38 (2019) 3, pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
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On a threshold double autoregressive model
Li, Dong; Ling, Shiqing; Zhang, Rongmao - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
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The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong; Zhang, Xingfa; Zhu, Ke; Ling, Shiqing - In: Journal of econometrics 202 (2018) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011974547