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Simultaneous Inference of a Partially Linear Model in Time SeriesJournal of Time Series Analysis (JTSA), 2022 |
Inverse covariance operators of multivariate nonstationary time seriesBernoulli (Bernoulli), 2022 |
Long-term prediction intervals with many covariatesJournal of Time Series Analysis (JTSA), 2020 |
Time-varying auto-regressive models for count time-seriesElectronic Journal of Statistics (EJS), 2020 |
Bayesian modelling of time-varying conditional heteroscedasticityBayesian Analysis (BA), 2020 |