← All authors Tianxiao Pang Zhejiang University (per OpenAlex) · OpenAlex
27 papers in scope · 26 published · 1 on the econ.EM arXiv · 86 citations · h-index 5 (over the papers listed here)
Papers (1 of 27)
working paper 2025 · arXiv
Weighted composite quantile inference for nearly nonstationary autoregressive models
published 2024 · Statistical Methods & Applications
with B. Liu
Estimating a common break point in means for long‐range dependent panel data
published 2024 · Journal of Time Series Analysis · 1 citations
with Daiqing Xi, Cheng-Der Fuh
Estimation for generalized linear cointegration regression models through composite quantile regression approach
published 2024 · Finance research letters · 3 citations
with B. Liu, Siang Cheng
Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models
published 2024 · IEEE Transactions on Information Theory · 8 citations · first circulated 2023
with Cheng-Der Fuh, Chu-Lan Michael Kao
Change point in variance of fractionally integrated noise
published 2023 · Statistical Papers
with Daiqing Xi
Asymptotic Behavior of the Maximum Likelihood Estimator for General Markov Switching Models
published 2022 · Statistica Sinica · 1 citations
with Cheng-Der Fuh
Inference on a structural break in trend with mildly integrated errors
published 2021 · Journal of the Korean Statistical Society · 4 citations
with Xu Zhu
Asymptotic inference for AR(1) panel data
published 2020 · Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao · 2 citations
with Jianfei Shen
Estimating multiple breaks in nonstationary autoregressive models
published 2020 · Journal of Econometrics · 13 citations
with Lingjie Du, Terence Tai-Leung Chong
Asymptotic Theory for a Stochastic Unit Root Model with Intercept and Under Mis-Specification of Intercept
published 2020 · Communication in Statistics-Theory and Methods · 1 citations
with Lingjie Du
Non identification of structural change in non stationary AR(1) models
published 2020 · Communication in Statistics-Theory and Methods · 1 citations · first circulated 2017
with Terence Tai-Leung Chong, Danna Zhang, Yanling Liang
Common breaks in means for panel data under short-range dependence
published 2019 · Communication in Statistics-Theory and Methods · 4 citations
with Daiqing Xi
Estimating multiple breaks in mean sequentially with fractionally integrated errors
published 2019 · Statistical Papers · 1 citations
with Daiqing Xi
Limit theory for moderate deviations from a unit root with a break in variance
published 2017 · Communication in Statistics-Theory and Methods
Asymptotically efficient parameter estimation for ordinary differential equations
published 2017 · Science China Mathematics · 1 citations
with Peisi Yan, Harrison H. Zhou
STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS
published 2017 · Econometric Theory · 14 citations
with Terence Tai-Leung Chong, Danna Zhang, Yanling Liang
Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance
published 2015 · Communication in Statistics-Theory and Methods · 3 citations
with Danna Zhang
ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON‐STATIONARY CASES
published 2013 · Journal of Time Series Analysis · 12 citations
with Danna Zhang, Terence Tai-Leung Chong, Chong Terence Tai-Leung
Limit Theory for Moderate Deviations from a Unit Root Under Innovations with a Possibly Infinite Variance
published 2012 · Methodology And Computing In Applied Probability · 8 citations
with Saihua Huang, Chengguo Weng
Precise asymptotics in the law of the logarithm for the rescaled range statistic
published 2012 · Journal of the Korean Statistical Society
with Zhengyan Lin, Kyo-Shin Hwang
A result on the almost sure convergence for the R / S statistic
published 2011 · Mathematical and Computer Modelling
with Saihua Huang, Zhilin Sun
On the Rates of the Chung-Type Law of Logarithm
published 2010 · Theory of Probability and Its Applications · 3 citations · first circulated 2009
with Zhenyan Lin, Zhengyan Lin
Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance
published 2009 · Statistics & Probability Letters · 4 citations
with Kyo-Shin Hwang
A Nonclassical Chung-Type Law of the Iterated Logarithm for Independent Identically Distributed Random Variables
published 2007 · Theory of Probability and Its Applications · 1 citations
with Zhiwei Lin
Functional Modulus of Continuity for d-Dimensional Fractional Brownian Motion in Hlder Norm
published 2007 · Chinese Annals of Mathematics
no link
A nonclassical Chung-type law of the iterated logarithm for i.i.d. random variables
published 2006 · Теория вероятностей и ее применения · 1 citations
with Zhengyan Lin
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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