Publication

Published

1. Chan, N.H., Ng, W. L., Yau, C. Y., &Yu. H. (2021). Optimal change-point estimation in time series. The Annals of Statistics, 49(4), 2336–2355. DOI: 10.1214/20-AOS2039  (alphabetical order)

2. Yu, H., Kaiser, M. S., & Nordman, D. J. (2023). A subsampling perspective for extending the validity of state-of-the-art bootstraps in the frequency domain. Biometrika, 110(4), 1099–1115. https://doi.org/10.1093/biomet/asad006

3. Yu, H., Kaiser, M. S., & Nordman, D. J. (2023). A blockwise empirical likelihood method for time series in frequency domain inference. To appear in The Annals of Statistics.

Under Review

1. Yu, H., Kaiser, M. S., & Nordman, D. J. (2023+). A practical interval estimation for spectral density distribution. Under review.

In  Preparation

1. Yu, H. and Nordman, D. J. (2023+). Spectral empirical likelihood bootstrap inference with applications to weak ARMA models.