← All authors Qiying Wang The University of Sydney (from arXiv:2006.12595, 2020) · ORCID · OpenAlex
54 papers in scope · 53 published · 1 on the econ.EM arXiv · 776 citations · h-index 17 (over the papers listed here)
Papers (1 of 54)
NEW ASYMPTOTICS APPLIED TO FUNCTIONAL COEFFICIENT REGRESSION AND CLIMATE SENSITIVITY ANALYSIS
published 2026 · Econometric Theory
with Peter C. B. Phillips, Ying Wang
Limit theorems for stochastic integrals with long memory processes
published 2026 · Stochastic Processes and their Applications
TOWARD A UNIFORM ASYMPTOTIC THEORY FOR MILDLY EXPLOSIVE AUTOREGRESSION
published 2025 · Econometric Theory · 1 citations
CHRONOLOGICALLY TRIMMED LS FOR NONLINEAR PREDICTIVE REGRESSIONS WITH PERSISTENCE OF UNKNOWN FORM
published 2025 · Econometric Theory
A GENERAL LIMIT THEORY FOR NONLINEAR FUNCTIONALS OF NONSTATIONARY TIME SERIES
published 2024 · Econometric Theory · 3 citations
TIME-VARYING PARAMETER REGRESSIONS WITH STATIONARY PERSISTENT DATA
published 2024 · Econometric Theory · 2 citations
Weighted Nonlinear Regression With Nonstationary Time Series
published 2023 · Statistica Sinica · 1 citations
with Chunlei Jin
Consistency of global LSE for MA(1) models
published 2021 · Statistics & Probability Letters · 1 citations
with Yaxing Yang, Shiqing Ling
Nonparametric inference for quantile cointegrations with stationary covariates
published 2021 · Journal of Econometrics · 7 citations
LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY
published 2021 · Econometric Theory · 10 citations
OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION
published 2020 · Econometric Theory · 5 citations
working paper 2020 · arXiv
Testing for a unit root with nonstationary nonlinear heteroskedasticity
published 2020 · Econometric Reviews · 2 citations
Asymptotic theory for near integrated processes driven by tempered linear processes
published 2020 · Journal of Econometrics · 2 citations · first circulated 2018
NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY
published 2019 · Econometric Theory · 2 citations
Model checks for nonlinear cointegrating regression
published 2018 · Journal of Econometrics · 17 citations
On a measure of lack of fit in nonlinear cointegrating regression with endogeneity
published 2018 · Statistica Sinica · 2 citations
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS
published 2017 · Econometric Theory · 7 citations
with Jiangyan Peng
Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity
published 2017 · Statistica Sinica · 2 citations · first circulated 2015
LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
published 2017 · Econometric Theory
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
published 2015 · Econometric Theory · 5 citations · first circulated 2014
NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY
published 2014 · Econometric Theory · 41 citations
Nonlinear regressions with nonstationary time series
published 2014 · Journal of Econometrics · 43 citations
with Nigel Chan
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA
published 2014 · Econometric Theory · 21 citations
Change in the mean in the domain of attraction of the normal law via Darling–Erdős theorems
published 2014 · Brazilian Journal of Probability and Statistics · 2 citations · first circulated 2013
UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA
published 2014 · Econometric Theory · 30 citations
with Nigel Chan
Cramér-Type Moderate Deviation for Studentized Compound Poisson Sum
published 2014 · Journal of Theoretical Probability · 3 citations
Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression
published 2014 · Bernoulli · 30 citations
with Nigel Chan
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION
published 2013 · Econometric Theory · 42 citations
NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS
published 2012 · Econometric Theory · 32 citations
with Y. X. Rachel Wang
Refined Self-normalized Large Deviations for Independent Random Variables
published 2011 · Journal of Theoretical Probability · 8 citations
Tail approximations for samples from a finite population with applications to permutation tests
published 2010 · ESAIM Probability and Statistics · 2 citations
ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
published 2010 · Econometric Theory · 61 citations · first circulated 2009
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
published 2010 · Econometric Theory · 10 citations · first circulated 2009
Cramér type moderate deviations for Studentized U-statistics
published 2009 · ESAIM Probability and Statistics · 11 citations
with Tze Leng Lai, Qi-Man Shao
ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
published 2009 · Econometric Theory · 40 citations · first circulated 2006
A unified approach to Edgeworth expansions for studentized statistics
published 2009 · Statistica Sinica · 1 citations
with Bing-Yi Jing
no link
Asymptotics of Studentized U-type processes for changepoint problems
published 2008 · Acta Mathematica Academiae Scientiarum Hungaricae · 12 citations · first circulated 2007
with Miklós Csörgő, Barbara Szyszkowicz
Semiparametric model-based inference in the presence of missing responses
published 2008 · Biometrika · 15 citations
with Ping Dai
Confidence regions for the intensity function of a cyclic Poisson process
published 2007 · Statistical Inference for Stochastic Processes · 2 citations
Cramér-type large deviations for samples from a finite population
published 2007 · The Annals of Statistics · 8 citations
On the Self-Normalized Cramér-type Large Deviation
published 2005 · Journal of Theoretical Probability · 18 citations
with John Robinson
Berry–Esseen Bound for a Sample Sum from a Finite Set of Independent Random Variables
published 2004 · Journal of Theoretical Probability · 7 citations
with L.C. Zhao, Chengqing Wu
Exact convergence rate and leading term in central limit theorem for student’s t statistic
published 2004 · The Annals of Probability · 27 citations
with Peter Hall
Weighted bootstrap for U-statistics
published 2004 · Journal of Multivariate Analysis · 15 citations
with Bing-Yi Jing
Edgeworth expansion for U-statistics under minimal conditions
published 2003 · The Annals of Statistics · 15 citations
with Bing-Yi Jing
Strong Approximation for Long Memory Processes with Applications
published 2003 · Journal of Theoretical Probability · 48 citations
with Yan-Xia Lin
Darling--Erdős theorem for self-normalized sums
published 2003 · The Annals of Probability · 29 citations
with Miklós Csörgő, Barbara Szyszkowicz
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
published 2003 · Econometric Theory · 67 citations
with Yan-Xia Lin, Chandra Gulati
Asymptotics for General Nonstationary Fractionally Integrated Processes Without Prehistoric Influence
published 2002 · Journal of Applied Mathematics and Decision Sciences · 1 citations
with Yan-Xia Lin, Chandra Gulati
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
published 2002 · Econometric Theory · 25 citations
with Yan-Xia Lin, Chandra Gulati
Asymptotics for moving average processes with dependent innovations
published 2001 · Statistics & Probability Letters · 35 citations
with Yan-Xia Lin, Chandra Gulati
Kolmogrov and Erdös test for self-normalized sums
published 1999 · Statistics & Probability Letters · 4 citations
On Berry-Esseen rates for m-dependent U-statistics
published 1999 · Statistics & Probability Letters · 2 citations
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.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).