Items where Author is "Zhang, Rongmao"

Article

Tu, Yundong, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Rongmao (2020) Error-correction factor models for high-dimensional cointegrated time series. Statistica Sinica, 30 (3). 1463 - 1484. ISSN 1017-0405

Huang, Da, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Rongmao (2020) Krigings over space and time based on latent low-dimensional structures. Science China Mathematics. ISSN 1674-7283

Zhang, Rongmao, Robinson, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2019) Identifying cointegration by eigenanalysis. Journal of the American Statistical Association, 114 (526). 916 - 927. ISSN 0162-1459