Published in Journal of Business & Economic Statistics, 2025
Recommended citation: Zhang, T., & Shao, Y. (2025). Time-Varying High Quantile Estimation for Nonstationary Tail Dependent Time Series. Journal of Business & Economic Statistics, 1–20.
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Published in Journal of Time Series Analysis, 2024
Recommended citation: Cao, H., Gao, J., Shao, Y., Sriram, T. N., Wang, W., Wen, F. and Zhang, T. (2024). Tail index estimation for tail adversarial stable time series with an application to high-dimensional tail clustering. Journal of Time Series Analysis.
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Published in Statistica Sinica, 2024
Recommended citation: Zhang, T. and Shao, Y. (2024). Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization. Statistica Sinica, 34(4): 2141—2160.
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Published in Boston University Theses & Dissertations, 2024
Recommended citation: Shao, Y. (2024). Dynamic nonparametric learning for nonstationary time series data. Ph.D. thesis, Boston University.
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Published in Statistica Sinica, 2023
Recommended citation: Zhang, T., Wang, W. and Shao, Y. (2023). A stratified penalization method for semiparametric variable labeling of multi-output time-varying coefficient models. Statistica Sinica, 33(2): 1025—1045.
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Published in 9th IEEE Annual Ubiquitous Computing, Electronics & Mobile Communication Conference (UEMCON), 2018
Recommended citation: Shao, Y., Bai, J., Liu, N., Wang K. and Clark, A. D. (2018). Asymptotic transient solutions of fluid queues fed by a single ON-OFF source, 2018 9th IEEE Annual Ubiquitous Computing, Electronics & Mobile Communication Conference (UEMCON), New York, NY, USA, pp. 144-151.
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