Statistics Theory and Methods

[226] Nonparametric transition-based tests for diffusions

Yacine At-Sahalia Jianqing Fan Heng Peng

Statistics Theory and Methods mathscidoc:1912.43375

Manuscript, Princeton University, 2009.11
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[227] Onestep local quasilikelihood estimation

Jianqing Fan Jianwei Chen

Statistics Theory and Methods mathscidoc:1912.43312

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 61, (4), 927-943, 1999
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[228] Error variance estimation in ultrahigh-dimensional additive models

Zhao Chen Jianqing Fan Runze Li

Statistics Theory and Methods mathscidoc:1912.43406

Journal of the American Statistical Association, 113, (521), 315-327, 2018.1
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[229] Quasi-maximum likelihood estimation of GARCH models with heavy-tailed likelihoods

Jianqing Fan Lei Qi Dacheng Xiu

Statistics Theory and Methods mathscidoc:1912.43306

Journal of Business & Economic Statistics, 32, (2), 178-191, 2014.4
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[230] Partially linear hazard regression with varying coefficients for multivariate survival data

Jianwen Cai Jianqing Fan Jiancheng Jiang Haibo Zhou

Statistics Theory and Methods mathscidoc:1912.43339

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 70, (1), 141-158, 2008.2
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