| A new bivariate integer-valued GARCH model allowing for negative cross-correlation Y Cui, F Zhu Test 27 (2), 428-452, 2018 | 53 | 2018 |
| Flexible bivariate Poisson integer-valued GARCH model Y Cui, Q Li, F Zhu Annals of the Institute of Statistical Mathematics 72 (6), 1449-1477, 2020 | 34 | 2020 |
| Modeling Z-valued time series based on new versions of the Skellam INGARCH model Y Cui, Q Li, F Zhu Brazilian Journal of Probability and Statistics 35, 292-314, 2021 | 28 | 2021 |
| A generalized mixture integer-valued GARCH model H Mao, F Zhu, Y Cui Statistical Methods & Applications 29 (3), 527-552, 2020 | 13 | 2020 |
| Estimation and inference of time-varying auto-covariance under complex trend: A difference-based approach Y Cui, M Levine, Z Zhou Electronic Journal of Statistics 15, 4264-4294, 2021 | 12 | 2021 |
| State-domain change point detection for nonlinear time series regression Y Cui, J Yang, Z Zhou Journal of Econometrics 234, 3-27, 2023 | 8 | 2023 |
| Simultaneous inference for time series functional linear regression Y Cui, Z Zhou https://arxiv.org/abs/2207.11392, 2023 | 5 | 2023 |
| Optimal Short-Term Forecast for Locally Stationary Functional Time Series Y Cui, Z Zhou IEEE Transactions on Information Theory, 2025 | 1 | 2025 |
| Inference for non-stationary time series quantile regression with inequality constraints Y Cui, Y Sun, Z Zhou Statistica Sinica, 2025 | | 2025 |
| Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model WKL Y Cui, F Zhu Statistics and Its Interface 13, 77-89, 2020 | | 2020 |
Fukang ZhuProfessor, School of Mathematics, Jilin UniversityVerified email at jlu.edu.cn
