Garbuzov, Boris; Zhou, Zhou Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series. (English) Zbl 1498.62054 J. Stat. Plann. Inference 223, 53-62 (2023). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{B. Garbuzov} and \textit{Z. Zhou}, J. Stat. Plann. Inference 223, 53--62 (2023; Zbl 1498.62054) Full Text: DOI
Cui, Yan; Levine, Michael; Zhou, Zhou Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach. (English) Zbl 1476.62077 Electron. J. Stat. 15, No. 2, 4264-4294 (2021). MSC: 62G10 62G15 62G05 PDFBibTeX XMLCite \textit{Y. Cui} et al., Electron. J. Stat. 15, No. 2, 4264--4294 (2021; Zbl 1476.62077) Full Text: DOI arXiv Link
Wu, Weichi; Zhou, Zhou Gradient-based structural change detection for nonstationary time series M-estimation. (English) Zbl 1392.62280 Ann. Stat. 46, No. 3, 1197-1224 (2018). MSC: 62M10 62G09 62G10 PDFBibTeX XMLCite \textit{W. Wu} and \textit{Z. Zhou}, Ann. Stat. 46, No. 3, 1197--1224 (2018; Zbl 1392.62280) Full Text: DOI Euclid
Zhou, Zhou Nonparametric specification for non-stationary time series regression. (English) Zbl 1400.62205 Bernoulli 20, No. 1, 78-108 (2014). MSC: 62M10 62G10 62G08 62G09 PDFBibTeX XMLCite \textit{Z. Zhou}, Bernoulli 20, No. 1, 78--108 (2014; Zbl 1400.62205) Full Text: DOI arXiv Euclid
Wu, Wei Biao; Zhou, Zhou Gaussian approximations for non-stationary multiple time series. (English) Zbl 1251.60029 Stat. Sin. 21, No. 3, 1397-1413 (2011). Reviewer: Yan Dolinsky (Zürich) MSC: 60F17 60G15 60F05 62M10 PDFBibTeX XMLCite \textit{W. B. Wu} and \textit{Z. Zhou}, Stat. Sin. 21, No. 3, 1397--1413 (2011; Zbl 1251.60029) Full Text: DOI Link
Zhou, Zhou; Wu, Wei Biao Simultaneous inference of linear models with time varying coefficients. (English) Zbl 1411.62267 J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 4, 513-531 (2010). MSC: 62M10 62M05 62J05 62G10 62P12 PDFBibTeX XMLCite \textit{Z. Zhou} and \textit{W. B. Wu}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 4, 513--531 (2010; Zbl 1411.62267) Full Text: DOI
Kim, Kun Ho; Zhou, Zhou; Wu, Wei Biao Non-stationary structural model with time-varying demand elasticities. (English) Zbl 1233.62158 J. Stat. Plann. Inference 140, No. 12, 3809-3819 (2010). MSC: 62M10 62J05 62G09 62P20 91B42 PDFBibTeX XMLCite \textit{K. H. Kim} et al., J. Stat. Plann. Inference 140, No. 12, 3809--3819 (2010; Zbl 1233.62158) Full Text: DOI
Zhou, Zhou Nonparametric inference of quantile curves for nonstationary time series. (English) Zbl 1202.62062 Ann. Stat. 38, No. 4, 2187-2217 (2010). MSC: 62G10 62M07 62P12 60F17 62M10 62G09 62G15 62G20 PDFBibTeX XMLCite \textit{Z. Zhou}, Ann. Stat. 38, No. 4, 2187--2217 (2010; Zbl 1202.62062) Full Text: DOI arXiv
Zhou, Zhou; Wu, Wei Biao Local linear quantile estimation for nonstationary time series. (English) Zbl 1173.62066 Ann. Stat. 37, No. 5B, 2696-2729 (2009). MSC: 62M10 62M09 62P12 62G05 60F05 PDFBibTeX XMLCite \textit{Z. Zhou} and \textit{W. B. Wu}, Ann. Stat. 37, No. 5B, 2696--2729 (2009; Zbl 1173.62066) Full Text: DOI arXiv