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Research project

Marie Curie CIG - ANLSDA - Z. Lu

  • Research groups:
  • Research funder:
    European Union
  • Status:
    Not active

Collaborating research institutes, centres and groups

Research outputs

Semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series
2018, Journal of the American Statistical Association, 113(522), 919-932
DOI: 10.1080/01621459.2017.1302339
Type: article
The optimal portfolios based on a modified safety-first rule with risk-free saving
2016, Journal of Industrial and Management Optimization, 12(1), 83-102
DOI: 10.3934/jimo.2016.12.83
Type: article
A flexible semiparametric forecasting model for time series
2015, Journal of Econometrics, 187(1), 345-357
DOI: 10.1016/j.jeconom.2015.02.025
Type: article
Nonparametric estimation of probability density functions for irregularly observed spatial data
2014, Journal of the American Statistical Association, 109(508), 1546-1564
DOI: 10.1080/01621459.2014.947376
Type: article