| Zhao, Z. (2012) Inference for local
autocorrelation process in locally stationary models. Manuscript.
*Kim, S. and Zhao, Z. (2012) Specification test for Markov models with measurement errors. Submitted.
*Kim, S., Zhao, Z. and Xiao, Z. (2012) Efficient estimation for time-varying coefficient longitudinal models. Submitted.
Zhao, Z., Shao, X. and *Kim, S. (2012) Nonparametric functional central limit theorem for time series
with application to self-normalized confidence interval. Submitted.
Zhao, Z. and Xiao, Z. (2012) Efficient regressions via optimally combining quantile information. Submitted.
Zhao, Z., Wei, Y. and Lin, D. (2012)
Asymptotics of nonparametric L-1 regression models with dependent data.
Revised and resubmitted.
*Kim, S. and Zhao, Z. (2012) Unified inference for sparse and dense longitudinal models.
Biometrika. Accepted.
Zhao, Z. and *Li, X. (2012) Inference for modulated stationary processes.
Bernoulli. Accepted.
*Li, X. and Zhao, Z. (2012) Testing for changes in autocovariances of nonparametric time series models.
Journal of Statistical Planning and Inference. Accepted.
Yao, W. and Zhao, Z. (2012)
Kernel density based linear regression estimates.
Communications in Statistics: Theory and Methods. Accepted.
Zhao, Z. and Yao, W. (2012) Sequential design for nonparametric inference.
Canadian Journal of Statistics 40, 362-377.
Wei, Y., Zhao, Z. and Lin, D. (2012) Profile control charts based on nonparametric L-1 regression methods.
Annals of Applied Statistics 6, 409-427.
Zhao, Z. (2011) A self-normalized confidence interval for the mean
of a class of non-stationary processes.
Biometrika 98, 81-90. Supplementary materials.
Zhao, Z. (2011) Nonparametric model validations for hidden Markov models with applications in financial econometrics.
Journal of Econometrics 162, 225-239.
Zhao, Z. (2010) Density estimation for nonlinear parametric models
with conditional heteroscedasticity.
Journal of Econometrics 155, 71-82.
Zhao, Z. and Wu, W.B. (2009) Nonparametric inference of discretely sampled stable Levy
processes.
Journal of Econometrics 153, 83-92.
Zhao, Z. (2008) Parametric and nonparametric models and
methods in financial econometrics.
Statistics Surveys 2, 1-42.
Zhao, Z. and Wu, W.B. (2008) Confidence bands in nonparametric time series regression.
Annals of Statistics 36, 1854-1878.
Wu, W.B. and Zhao, Z. (2008) Moderate deviations for stationary processes.
Statistica Sinica 18, 769-782.
Wu, W.B. and Zhao, Z. (2007) Inference of trends in time series.
Journal of the Royal Statistical Society: Series B 69, 391-410.
Zhao, Z. and Wu, W.B. (2007) Asymptotic theory for curve-crossing analysis.
Stochastic Processes and their Applications 117, 862-877.
PhD Thesis
Zhao, Z. (2007) Nonparametric inference for stochastic diffusion models.
University of Chicago.
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