| High-dimensional vector autoregressive time series modeling via tensor decomposition D Wang, Y Zheng, H Lian, G Li Journal of the American Statistical Association 117 (539), 1338-1356, 2022 | 58 | 2022 |
| Hybrid quantile regression estimation for time series models with conditional heteroscedasticity Y Zheng, Q Zhu, G Li, Z Xiao Journal of the Royal Statistical Society: Series B 80, 975-993, 2018 | 38 | 2018 |
| Linear double autoregression Q Zhu, Y Zheng, G Li Journal of Econometrics 207 (1), 162-174, 2018 | 24 | 2018 |
| High-dimensional low-rank tensor autoregressive time series modeling D Wang, Y Zheng, G Li Journal of Econometrics 238 (1), 105544, 2024 | 21 | 2024 |
| Finite Time Analysis of Vector Autoregressive Models under Linear Restrictions Y Zheng, G Cheng Biometrika, 2020 | 15 | 2020 |
| On Fréchet autoregressive conditional duration models Y Zheng, Y Li, G Li Journal of Statistical Planning and Inference 175, 51-66, 2016 | 15 | 2016 |
| A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models Y Zheng, WK Li, G Li Biometrika 105 (1), 73-89, 2018 | 5 | 2018 |
| An Interpretable and Efficient Infinite-Order Vector Autoregressive Model for High-Dimensional Time Series Y Zheng arXiv preprint arXiv:2209.01172, 2022 | 4 | 2022 |
| Quantile autoregressive conditional heteroscedasticity Q Zhu, S Tan, Y Zheng, G Li Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2023 | 2 | 2023 |
| SARMA: Scalable Low-Rank High-Dimensional Autoregressive Moving Averages via Tensor Decomposition F Huang, K Li, Y Zheng arXiv preprint arXiv:2405.00626, 2024 | | 2024 |
| Least absolute deviations estimation for nonstationary vector autoregressive time series models with pure unit roots Y Zheng, J Wu, WK Li, G Li Statistics and Its Interface 16 (2), 199-216, 2023 | | 2023 |
| Supplementary material for “Linear double autoregression” Q Zhu, Y Zheng, G Li | | |
