Search Results - "Ma, Yaolan"

A Zero Serial Cross‐Correlation Test Before Fitting Heteroscedasticity.

Authors: Ma, Yaolan Chen, Xiaohong Peng, Liang et al.

Source: Journal of Time Series Analysis. Mar2026, Vol. 47 Issue 2, p364-377. 14p.

Unified Estimation of Conditional Distortion Risk Measures and Expectiles in APARCH‐X Models.

Authors: Ma, Yaolan He, Jinjin Wei, Bo

Source: Australian & New Zealand Journal of Statistics; Jun2026, Vol. 68 Issue 2, p1-35, 35p

TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL.

Authors: Ma, Yaolan Zhou, Mo Peng, Liang et al.

Source: Econometric Theory. Jun2022, Vol. 38 Issue 3, p536-561. 26p.

Efficient estimation of partially linear tail index models using B‐splines.

Authors: Ma, Yaolan Wei, Bo

Source: Australian & New Zealand Journal of Statistics. Mar2022, Vol. 64 Issue 1, p27-44. 18p.

Portmanteau-type test for unit root with heavy-tailed noise.

Authors: Zhou, Mo Ma, Yaolan Zhang, Rongmao

Source: Journal of Statistical Planning & Inference; May2022, Vol. 218, p25-42, 18p

A nonparametric estimator for the conditional tail index of Pareto-type distributions.

Authors: Ma, Yaolan Wei, Bo Huang, Wei

Source: Metrika. Jan2020, Vol. 83 Issue 1, p17-44. 28p.

Tail index varying coefficient model.

Authors: Ma, Yaolan Jiang, Yuexiang Huang, Wei

Source: Communications in Statistics: Theory & Methods. 2019, Vol. 48 Issue 2, p235-256. 22p.