Papers and Preprints
Papers and Preprints
Hau-Tieng Wu and Zhou, Z. (2025+). Uncertainty Quantification of Synchrosqueezing Transform under Complicated Nonstationary Noise. ArXiv
Miaoshiqi Liu, Jun Yang and Zhou, Z. (2025+). Wasserstein and Convex Gaussian Approximations for Non-stationary Time Series of Diverging Dimensionality. ArXiv
Weichi Wu, David Veitch and Zhou. Z. (2024+). Asynchronous Jump Testing and Estimation in High Dimensions Under Complex Temporal Dynamics. ArXiv
Yunyi Zhang and Zhou, Z. (2024+). Simultaneous Inference for Non-Stationary Random Fields, with Application to Gridded Data Analysis. ArXiv
Ardjen Pengel, Jun Yang and Zhou, Z. (2024+). Gaussian Approximation and Output Analysis for High-Dimensional MCMC. ArXiv
Yan Cui, Yuan Sun and Zhou, Z. (2024+). Inference for Non-Stationary Time Series Quantile Regression with Inequality Constraints. Statistica Sinica, to appear. ArXiv Code
Xiucai Ding and Zhou, Z. (2024+). On the Partial Autocorrelation Function for Locally Stationary Time Series: Characterization, Estimation and Inference. Biometrika, to appear. ArXiv
Miaoshiqi Liu and Zhou, Z. (2023+). Self-convolved Bootstrap for M-regression under Complex Temporal Dynamics. ArXiv
Juxin Liu, Brandon Bellows, X. Joan Hu, Jianhong Wu, Zhou, Z., Chris Soteros, and Lin Wang (2023). A New Time-Varying Coefficient Regression Approach for Analyzing Infectious Disease Data. Scientific Reports, 13 14867.
Yan Cui and Zhou, Z. (2023+). Optimal Short-Term Forecast for Locally Stationary Functional Time Series. IEEE Transactions on Information Theory, to appear. ArXiv
Yan Cui and Zhou, Z. (2023+). Simultaneous Inference for Time Series Functional Linear Regression. ArXiv
Xiucai Ding and Zhou, Z. (2023+). Simultaneous Sieve Inference for Time-Inhomogeneous Nonlinear Time Series Regression. ArXiv
Tao Ma, Fang Yao, and Zhou, Z. (2024). Network-level Traffic Flow Prediction: Functional Time Series vs. Functional Neural Network Approach. The Annals of Applied Statistics, 18 424-444. Link
Weichi Wu and Zhou, Z. (2024). Multiscale Jump Point Detection under Complex Temporal Dynamics. Bernoulli, 30(3) 2372-2398 . ArXiv
Weichi Wu, Zhou, Z. and Yongmiao Hong (2023+). Inference for Time-varying Factor Models under Local Stationarity. Journal of Econometrics, to appear. ArXiv
Hau-Tieng Wu and Zhou, Z. (2024). Frequency Detection and Change Point Estimation for Time Series of Complex Oscillation. Journal of the American Statistical Association, 119 1945-1956. ArXiv
Xiucai Ding and Zhou, Z. (2023). Auto-Regressive Approximations to Non-stationary Time Series, with Inference and Applications. The Annals of Statistics, 51 1207-1231. Link
Zhou, Z. and Holger Dette (2023). Statistical Inference for High-Dimensional Panel Functional Time Series. Journal of the Royal Statistical Society, series B, 85 523-549. Link
Yan Cui, Jun Yang and Zhou, Z. (2023). State-domain Change Point Detection for Nonlinear Time Series. Journal of Econometrics, 234 3-27. Link
Boris Garbuzov and Zhou, Z. (2023). Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series. Journal of Statistical Planning and Inference, 223 53-62. Link
Matt Sourisseau, Hautieng Wu and Zhou, Z. (2022). Asymptotic Analysis of Synchrosqueezing Transform – toward Statistical Inference of Nonlinear-Type Time-Frequency Analysis. The Annals of Statistics, 50 2694-2712. Link
Jun Yang and Zhou, Z. (2022). Spectral Inference under Complex Temporal Dynamics. Journal of the American Statistical Association, 117 133-155. Link
Yan Cui, Michael Levine and Zhou, Z. (2021). Estimation and Inference of Time-Varying Auto-Covariance under Complex Trend: A Difference-based Approach. Electronic Journal of Statistics, 15 4264-4294. Link
Ulrike Mayer, Henryk Zahle, Zhou, Z. (2020). Functional weak limit theorem for an empirical process of non-stationary time series and its application. Bernoulli, 26 1891-1911. Link
Xiucai Ding and Zhou, Z. (2020). Estimation and Inference for Precision Matrices of Non-stationary Time Series. The Annals of Statistics, 48 2455-2477. Link
Tao Ma, Zhou, Z. and Constantinos Antoniou (2019). Dynamic Factor Model for Network Traffic State Forecast. Transportation Research, Part B, Methodological, 118 281-317. Link
Holger Dette, Weichi Wu and Zhou, Z. (2019). Change Point Analysis of Second Order Characteristics in Non-stationary Time Series. Statistica Sinica, 29 611-643. ArXiv
Hongyuan Cao, Weidong Liu and Zhou, Z. (2018). Simultaneous Nonparametric Regression Analysis for Sparse Longitudinal Data. Bernoulli, 24 3013-3038. Link
Weichi Wu and Zhou, Z. (2018). Gradient-based Structural Change Detection for Non-stationary Time Series M-estimation. The Annals of Statistics, 46 1197-1224. Link
Weichi Wu, Zhou, Z. (2018). Simultaneous Inference of Quantile Curves for Non-stationary Long Memory Processes. Bernoulli, 24 2991-3012. Link
Weichi Wu and Zhou, Z. (2017). Nonparametric Inference for Time-varying Coefficient Quantile Regression. Journal of Business and Economic Statistics, 35 98-109. Link
Tao Ma, Zhou, Z. and Abdulhai, B. (2015). Nonlinear Multivariate Time-Space Threshold Vector Error Correction Model for Short Term Traffic State Prediction. Transportation Research, Part B, Methodological, 46 26-47. Link
Zhou, Z. (2015). Inference for Non-stationary Time Series Regression with/without Inequality Constraints. Journal of the Royal Statistical Society, series B, 77 349-371.Link
Zhou, Z. (2014). Discussion to "Multiscale change point inference'' by K. Frick, A. Munk and H. Sieling. Journal of the Royal Statistical Society, series B, 76 566-567. Link
Zhou, Z. (2014). Inference of Weighted V-statistics for Non-stationary Time Series and Its Applications.The Annals of Statistics, 42 87-114. Link
Zhou, Z. (2014). Nonparametric Specification for Non-stationary Time Series Regression. Bernoulli, 20 78-108. Link
Zhou, Z. (2013). Heteroscedasticity and Autocorrelation Robust Structural Change Detection. Journal of the American Statistical Association, 108 726-740. Link
Zhou, Z. (2013). Inference for Non-stationary Time Series Auto Regression. Journal of Time Series Analysis, 34 508-516. Link
Zhou, Z. and Xiaofeng Shao (2013). Robust Inference for Linear Models with Dependent Errors. Journal of the Royal Statistical Society, series B, 75 323–343. Link
Zhou, Z. (2012). Measuring Nonlinear Dependence in Time Series, A Distance Correlation Approach. Journal of Time Series Analysis. 33 438-457. Link
Weibiao Wu and Zhou, Z. (2011). Gaussian Approximations for Non-stationary Multiple Time Series. Statistica Sinica, 21 1397-1413. Link
Zhou, Z., Weibiao Wu (2011). On Linear Models with Long Memory and Heavy-tailed Errors. Journal of Multivariate Analysis, 140 349-362. Link
Kun Ho Kim, Weibiao Wu and Zhou, Z. (2010). Non-stationary Structural Model with Time-Varying Elasticities. Journal of Statistical Planning and Inference, 140 3809-3819. Link
Zhou, Z. and Weibiao Wu (2010). Simultaneous Inference of Linear Models with Time-Varying Coefficients. Journal of the Royal Statistical Society, series B, 72 513-531. Link
Zhou, Z. (2010). Nonparametric Inference of Quantile Curves for Non-stationary Time Series. The Annals of Statistics, 38 2187-2217. Link
Zhou, Z., Zhiwei Xu and Weibiao Wu (2010). Long-term Prediction Intervals of Time Series. IEEE Transactions on Information Theory, 56 1436-1446. Link
Zhou, Z. and Weibiao Wu (2009). Local Linear Quantile Estimation for Non-stationary Time Series. The Annals of Statistics, 37 2696-2729. Link
Jan Mielniczuk, Zhou, Z., Weibiao Wu (2009). On Nonparametric Prediction of Linear Processes. Journal of Time Series Analysis, 30 652-673. Link