| Center-outward R-estimation for semiparametric VARMA models M Hallin, D La Vecchia, H Liu Journal of the American Statistical Association 117 (538), 925-938, 2022 | 41 | 2022 |
| Rank-based testing for semiparametric VAR models: a measure transportation approach M Hallin, D La Vecchia, H Liu Bernoulli 29 (1), 229-273, 2023 | 25 | 2023 |
| Nonparametric measure-transportation-based methods for directional data M Hallin, H Liu, T Verdebout Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2024 | 7 | 2024 |
| Center-outward rank-and sign-based VARMA portmanteau tests: Chitturi, Hosking, and Li–McLeod revisited M Hallin, H Liu Econometrics and Statistics, 2023 | 5 | 2023 |
| General Spatio-Temporal Factor Models for High-Dimensional Random Fields on a Lattice M Barigozzi, D La Vecchia, H Liu arXiv preprint arXiv:2312.02591, 2023 | 3 | 2023 |
| Quantiles, ranks and signs in metric spaces H Liu, X Wang, J Zhu, H Zhang arXiv preprint arXiv:2209.04090, 2022 | 3 | 2022 |
| Nonparametric approaches for analyzing carbon emission: from statistical and machine learning perspectives Y Ma, H Liu, S Wang arXiv preprint arXiv:2303.14900, 2023 | 2 | 2023 |
| Robust Estimation for GARCH Models and VARMA Models H Liu PQDT-Global, 2021 | 2 | 2021 |
| M-estimation in GARCH models in the absence of higher-order moments M Hallin, H Liu, K Mukherjee Research Papers in Statistical Inference for Time Series and Related Models …, 2023 | 1 | 2023 |
| Some novel aspects of quantile regression: local stationarity, random forests and optimal transportation M Felix, D La Vecchia, H Liu, Y Ma arXiv preprint arXiv:2303.11054, 2023 | 1 | 2023 |
| R-estimators in GARCH models: asymptotics and applications H Liu, K Mukherjee The Econometrics Journal 25 (1), 98-113, 2022 | 1 | 2022 |
| Inference via robust optimal transportation: theory and methods Y Ma, H Liu, D La Vecchia, M Lerasle arXiv preprint arXiv:2301.06297, 2023 | | 2023 |
| Center-outward Rank-and Sign-based VARMA Portmanteau Tests M Hallin, H Liu ECARES, 2022 | | 2022 |
Marc HallinUniversité libre de Bruxelles在 ulb.ac.be 的电子邮件经过验证
