Time-Varying Correlation for Noncentered Nonstationary Time Series: Simultaneous Inference and Visualization T Zhang, Y Shao Statistica Sinica, 2025 | 1 | 2025 |
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection Y Shao, J Bai, Y Hou, X Zhou, Z Pan arXiv preprint arXiv:2412.09769, 2024 | | 2024 |
Tail index estimation for tail adversarial stable time series with an application to high‐dimensional tail clustering H Cao, J Gao, Y Shao, TN Sriram, W Wang, F Wen, T Zhang Journal of Time Series Analysis, 2024 | | 2024 |
A STRATIFIED PENALIZATION METHOD FOR SEMIPARAMETRIC VARIABLE LABELING OF MULTI-OUTPUT TIME-VARYING COEFFICIENT MODELS. T Zhang, W Wang, Y Shao Statistica Sinica 33 (2), 2023 | | 2023 |
A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series T Zhang, W Wang, Y Shao Statistica Sinica, 2023 | | 2023 |
Asymptotic Transient Solutions of Stochastic Fluid Queues Fed By A Single ON-OFF Source Y Shao Johns Hopkins University, 2019 | | 2019 |
Asymptotic Transient Solutions of Fluid Queues Fed By A Single ON-OFF Source Y Shao, J Bai, N Liu, K Wang, AD Clark 2018 9th IEEE Annual Ubiquitous Computing, Electronics & Mobile …, 2018 | | 2018 |
Statistica Sinica Preprint No: SS-2021-0078 W Wang, Y Shao | | |