| 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.
| Zhao, Z. and *Li, X. (2012) Inference for modulated stationary processes.
| *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
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.
| Zhao, Z. (2007) Nonparametric inference for stochastic diffusion models. |
University of Chicago.