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Zifeng Zhao
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Cited by
Year
Inference for multiple change points in time series via likelihood ratio scan statistics
CY Yau, Z Zhao
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2016
832016
Time series analysis of COVID-19 infection curve: A change-point perspective
F Jiang, Z Zhao, X Shao
Journal of Econometrics, 2023
702023
Statistically and computationally efficient change point localization in regression settings
D Wang, Z Zhao, KZ Lin, R Willett
Journal of Machine Learning Research 22 (248), 1-46, 2021
392021
Change-point detection in dynamic networks via graphon estimation
Z Zhao, L Chen, L Lin
arXiv preprint arXiv:1908.01823, 2019
362019
Modeling maxima with autoregressive conditional Fréchet model
Z Zhao, Z Zhang, R Chen
Journal of Econometrics 207 (2), 325-351, 2018
272018
Modelling the COVID-19 infection trajectory: A piecewise linear quantile trend model
F Jiang, Z Zhao, X Shao
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2022
232022
Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims
P Shi, Z Zhao
Annals of Applied Statistics 14 (1), 357-380, 2020
212020
Change point inference in high-dimensional regression models under temporal dependence
H Xu, D Wang, Z Zhao, Y Yu
Annals of Statistics, 2024
182024
Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets
Z Zhao
Journal of Business & Economic Statistics 39 (4), 892-906, 2021
172021
Modeling multivariate time series with copula-linked univariate d-vines
Z Zhao, P Shi, Z Zhang
Journal of Business & Economic Statistics 40 (2), 690-704, 2022
162022
Semiparametric dynamic max-copula model for multivariate time series
Z Zhao, Z Zhang
Journal of the Royal Statistical Society Series B 80 (2), 409-432, 2018
162018
Copula-based joint modeling of crash count and conflict risk measures with accommodation of mixed count-continuous margins
D Yang, K Xie, K Ozbay, Z Zhao, H Yang
Analytic Methods in Accident Research 31, 100162, 2021
142021
Segmenting time series via self-normalisation
Z Zhao, F Jiang, X Shao
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2022
132022
Optimal change-point testing for high-dimensional linear models with temporal dependence
D Wang, Z Zhao
arXiv preprint arXiv:2205.03880, 2022
112022
Risk analysis via generalized Pareto distributions
Y He, L Peng, D Zhang, Z Zhao
Journal of Business & Economic Statistics 40 (2), 852-867, 2022
102022
Functional linear regression with mixed predictors
D Wang, Z Zhao, Y Yu, R Willett
Journal of Machine Learning Research 23 (266), 1-94, 2022
92022
Knowledge learning of insurance risks using dependence models
Z Zhao, P Shi, X Feng
INFORMS Journal on Computing 33 (3), 1177-1196, 2021
92021
A Composite Likelihood-based Approach for Change-point Detection in Spatio-temporal Processes
Z Zhao, TF Ma, WL Ng, CY Yau
Journal of the American Statistical Association, 2024
82024
Enhanced Pricing and Management of Bundled Insurance Risks with Dependence-aware Prediction using Pair Copula Construction
P Shi, Z Zhao
Journal of Econometrics, 2024
6*2024
Alternating pruned dynamic programming for multiple epidemic change-point estimation
Z Zhao, CY Yau
Journal of Computational and Graphical Statistics 30 (3), 808-821, 2021
52021
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Articles 1–20