Mingtian Tang

Generating author description...

All published works

Action	Title	Year	Authors
+	Non parametric estimation of transition density for second-order diffusion processes	2023	Yue Li Yunyan Wang Mingtian Tang
+	On nonrecurrence of nonlinear random time delay autoregressive models under random environment	2022	Yunyan Wang Yanfang Wang Wei Li Mingtian Tang
+	Non parametric bias reduction of diffusion coefficient in integrated diffusion processes	2020	Mingtian Tang Yunyan Wang Qingqing Zhan
+ PDF Chat	Nonparametric robust function estimation for integrated diffusion processes	2016	Yunyan Wang Mingtian Tang
+ PDF Chat	Local $M$-estimation for conditional variance function with dependent data	2016	Yunyan Wang Mingtian Tang
+	Local M-estimation for Conditional Variance in Heteroscedastic Regression Models	2014	Yunyan Wang Mingtian Tang
+	The Asymptotic Behavior of INAR (<i>p</i>) Models	2014	Mingtian Tang Yunyan Wang
+ PDF Chat	Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation	2014	Mingtian Tang Yunyan Wang
+ PDF Chat	On nonergodicity for nonparametric autoregressive models	2013	Mingtian Tang Yunyan Wang
+	Local -estimation for jump-diffusion processes	2012	Yunyan Wang Zhang Li Mingtian Tang
+	Re-weighted functional estimation of second-order diffusion processes	2011	Yunyan Wang Zhang Li Mingtian Tang
+	On a geometric ergodicity of conditional autoregressive range model under random environment	2010	Yunyan Wang Mingtian Tang
+	Determination of Center-focus at Infinity for a Class of Polynomial System	2010	Mingtian Tang

Common Coauthors

Coauthor	Papers Together
Yunyan Wang	7
Yunyan Wang	4
Zhang Li	2
Yanfang Wang	1
Yue Li	1
Yunyan Wang	1
Wei Li	1
Qingqing Zhan	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Local M-estimator for nonparametric time series	2003	Zongwu Cai Elias Ould-Saı̈d	4
+	Variable bandwidth and one-step local M-estimator	2000	Jianqing Fan Jiancheng Jiang	4
+ PDF Chat	Fully Nonparametric Estimation of Scalar Diffusion Models	2003	Federico M. Bandi Peter C.B. Phillips	4
+	ROBUST LOCAL POLYNOMIAL REGRESSION FOR DEPENDENT DATA	2001	Jiancheng Jiang Y. P. Mack	4
+	Re-weighted functional estimation of second-order diffusion processes	2011	Yunyan Wang Zhang Li Mingtian Tang	3
+	Inference for Observations of Integrated Diffusion Processes	2004	Susanne Ditlevsen Michael Sørensen	3
+	Parameter Estimation for a Discretely Observed Integrated Diffusion Process	2006	Arnaud Gloter	3
+	Local Linear Estimation of Second-Order Diffusion Models	2010	Hanchao Wang Zhengyan Lin	3
+ PDF Chat	Penalized nonparametric mean square estimation of the coefficients of diffusion processes	2007	Fabienne Comte Valentine Genon‐Catalot Yves Rozenholc	3
+	M-estimation for autoregressions with infinite variance	1992	Richard A. Davis Keith Knight Jian Liu	3
+ PDF Chat	Martingale Estimation Functions for Discretely Observed Diffusion Processes	1995	Bo Martin Bibby Michael Sørensen Michael Sørensen	3
+ PDF Chat	Adaptive $M$-Estimation in Nonparametric Regression	1990	Peter Hall M. C. Jones	3
+ PDF Chat	Conditional variance estimation in heteroscedastic regression models	2008	Lu‐Hung Chen Ming‐Yen Cheng Liang Peng	2
+	Robust regression function estimation	1984	Wolfgang Karl Härdle	2
+	Nonparametric adaptive estimation for integrated diffusions	2008	Fabienne Comte Valentine Genon‐Catalot Yves Rozenholc	2
+ PDF Chat	Efficient estimation of conditional variance functions in stochastic regression	1998	Jianqing Fan Qiwei Yao	2
+	FIRST‐ORDER INTEGER‐VALUED AUTOREGRESSIVE (INAR(1)) PROCESS	1987	Mohamed Alosh Abdulhamid A. Alzaid	2
+	On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations	1985	Kung‐Sik Chan H. Tong	2
+	Diffusions, Markov Processes, and Martingales	2000	L. C. G. Rogers David Williams	2
+	Kernel estimation of regression functions	1979	Théo Gasser Hans‐Georg Müller	2
+ PDF Chat	On semiparametric -estimation in single-index regression	2004	Michel Delecroix Marian Hristache Valentin Patilea	2
+	Generalized autoregressive conditional heteroscedasticity	1986	Tim Bollerslev	2
+	Asymptotic maximal deviation of M-smoothers	1989	Wolfgang Karl Härdle	2
+ PDF Chat	Nonparametric estimation of scalar diffusions based on low frequency data	2004	Emmanuel Gobet Marc Hoffmann Markus Reiß	2
+	Regular variation of order 1 nonlinear AR-ARCH models	2006	Daren B. H. Cline	2
+	First-order random coefficient integer-valued autoregressive processes	2006	Haitao Zheng I. V. Basawa Somnath Datta	2
+	Likelihood-Based Local Linear Estimation of the Conditional Variance Function	2004	Keming Yu M. C. Jones	1
+	Drift conditions and invariant measures for Markov chains	2001	Richard L. Tweedie	1
+ PDF Chat	Invariant Measure for Diffusions with Jumps	1999	José‐Luis Menaldi Maurice Robin	1
+	Strong feller property and irreducibility of diffusions with jumps	1999	Youngmff Kwon Chaniio I Ff	1
+	STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS	1976	David Williams	1
+	Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space	1975	Richard L. Tweedie	1
+	Weighted Nadaraya–Watson regression estimation	2001	Zongwu Cai	1
+ PDF Chat	Consistent estimation of a general nonparametric regression function in time series	2009	Oliver Linton Alessio Sancetta	1
+ PDF Chat	Random Coefficient Autoregressive Models: An Introduction.	1984	William W. Davis D. F. Nicholls Barry G. Quinn	1
+	Nonparametric functional data analysis : theory and practice	2006	Frédéric Ferraty Philippe Vieu	1
+	General Irreducible Markov Chains and Non-Negative Operators.	1985	M. Bhaskara Rao Esa Nummelin	1
+	Nonnegative bias reduction methods for density estimation using asymmetric kernels	2014	Masayuki Hirukawa Mari Sakudo	1
+	On asymptotic theory for multivariate GARCH models	2009	Christian Hafner Arie Preminger	1
+	Local asymptotic mixed normality for discretely observed non-recurrent Ornstein–Uhlenbeck processes	2010	Yasutaka Shimizu	1
+ PDF Chat	Nonparametric Estimation and Symmetry Tests for Conditional Density Functions	2002	Rob Hyndman Qiwei Yao	1
+	Asymptotic Normality for Regression Function Estimate Under Truncation and α-Mixing Conditions	2011	Han‐Ying Liang	1
+ PDF Chat	On random coefficient INAR(1) processes	2013	Alexander Roitershtein Zheng Zhong	1
+	The Relationship Between Variable Selection and Data Agumentation and a Method for Prediction	1974	David M. Allen	1
+ PDF Chat	REGRESSION QUANTILES FOR TIME SERIES	2002	Zongwu Cai	1
+ PDF Chat	Limit Theorems for Nonergodic Set-Valued Markov Processes	1978	David Griffeath	1
+ PDF Chat	Functional-Coefficient Autoregressive Models	1993	Rong Chen Ruey S. Tsay	1
+	Nonparametric regression estimation under mixing conditions	1990	George G. Roussas	1
+	Simon Newcomb, Percy Daniell, and the History of Robust Estimation 1885–1920	1973	Stephen M. Stigler	1
+	Stochastic Differential Equations	2006	Iosif Il’ich Gihman Anatoliĭ Vladimirovich Skorohod	1