Rongmao Zhang - Publications, H-index & Citations

Rongmao Zhang

Zhejiang Gongshang University

9H指数

62论文数

482被引数

收录论文 9

发表时间

Self-weighted estimation for nonstationary processes with infinite variance GARCH errors 对具有无限方差GARCH误差的非平稳过程的自我加权估计

JOURNAL OF STATISTICAL PLANNING AND INFERENCE

IF0.8

2025-11-01

PREAI

Yuan, Yuze; Liu, Shuyu; Zhang, Rongmao

Hypothesis test in high dimensional multi-response linear models 高维多响应线性模型中的假设检验

COMPUTATIONAL STATISTICS & DATA ANALYSIS

IF1.6

2025-11-01

PREAI

Ke, Yuan; Zhang, Rongmao; Zhang, Wenyang; Zou, Changliang

Maximum likelihood estimation for α-stable double autoregressive models

JOURNAL OF ECONOMETRICS

IF4

2023-09-01

PREAI

Li, Dong; Tao, Yuxin; Yang, Yaxing; Zhang, Rongmao

On Semiparametrically Dynamic Functional-Coefficient Autoregressive Spatio-Temporal Models with Irregular Location Wide Nonstationarity

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2023-02-28

OAAI

Lu, Zudi; Ren, Xiaohang; Zhang, Rongmao

LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1,1) noise

JOURNAL OF ECONOMETRICS

IF4

2022-03-01

PREAI

Zhang, Xingfa; Zhang, Rongmao; Li, Yuan; Ling, Shiqing

Portmanteau-type tests for unit-root and cointegration

JOURNAL OF ECONOMETRICS

IF4

2018-12-01

PREAI

Zhang, Rongmao; Chan, Ngai Hang

Identifying Cointegration by Eigenanalysis

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2018-07-11

OAAI

Zhang, Rongmao; Robinson, Peter; Yao, Qiwei

LASSO estimation of threshold autoregressive models

JOURNAL OF ECONOMETRICS

IF4

2015-12-01

PREAI

Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao

Group LASSO for Structural Break Time Series

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2014-06-13

PREAI

Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao

研究方向