Hongzhi An

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All published works

Action	Title	Year	Authors
+	Stepwise searching for feature variables in high-dimensional linear regression	2008	Hongzhi An Da Zu Huang Qiwei Yao Cun‐Hui Zhang
+	Modelling subset multivariate ARCH model via the AIC principle	2002	Hongzhi An Tom Fong Wai Keung Li
+	The existence of moments of nonlinear autoregressive model	1998	Min Chen Hongzhi An
+	A New Class of Consistent Estimators for Stochastic Linear Regressive Models	1997	Hongzhi An Fred J. Hickernell Li Zhu
+	Abnormal behavior of the least squares estimate of multiple regression	1997	Xiru Chen Hongzhi An
+	The geometric ergodicity and existence of moments for a class of non-linear time series model	1997	Hongzhi An Min Chen Fuchun Huang
+	Estimation of the parameters for unstable AR models	1995	Hongzhi An Guibin Lie
+	Universally consistent estimation for stochastic regression models	1995	Hongzhi An Lixing Zhu
+	ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS	1993	Hongzhi An Fuchun Huang
+	NON‐NEGATIVE AUTOREGRESSIVE MODELS	1992	Hongzhi An
+	Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters	1989	Hongzhi An
+	Fast stepwise procedures of selection of variables by using AIC and BIC criteria	1989	Hongzhi An Lan Gu
+	Two limit theorems on ARIMA models	1988	Hongzhi An Hong‐Ye Gao
+	On the selection of regression variables	1985	Hongzhi An Gu Lan
+	The maximum of the periodogram	1983	Hongzhi An Zhaoguo Chen E. J. Hannan
+	On convergence of LAD estimates in autoregression with infinite variance	1982	Hongzhi An Zhaoguo Chen
+ PDF Chat	Autocorrelation, Autoregression and Autoregressive Approximation	1982	Hongzhi An Zhaoguo Chen E. J. Hannan
+	Estimation of prediction error variance	1982	Hongzhi An

Common Coauthors

Coauthor	Papers Together
Zhaoguo Chen	3
Min Chen	2
E. J. Hannan	2
Fuchun Huang	2
Wai Keung Li	1
Hong‐Ye Gao	1
Fred J. Hickernell	1
Da Zu Huang	1
Guibin Lie	1
Li Zhu	1
Lan Gu	1
Lixing Zhu	1
Tom Fong	1
Gu Lan	1
Qiwei Yao	1
Xiru Chen	1
Cun‐Hui Zhang	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Infrence for non-negative autoregressive schemes	1986	C. B. Bell Eric P. Smith	3
+	NON‐NEGATIVE AUTOREGRESSIVE PROCESSES	1989	Jiří Anděl	3
+ PDF Chat	Autocorrelation, Autoregression and Autoregressive Approximation	1982	Hongzhi An Zhaoguo Chen E. J. Hannan	3
+	Probability Theory	1978	Y. S. Chow Henry Teicher	3
+ PDF Chat	A Law of the Iterated Logarithm for Double Arrays of Independent Random Variables with Applications to Regression and Time Series Models	1982	Tze Leung Lai Ching Zong Wei	3
+	Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters	1983	Tze Leung Lai Ching-Zong Wei	2
+	On the selection of regression variables	1985	Hongzhi An Gu Lan	2
+ PDF Chat	Adaptive Design and Stochastic Approximation	1979	Tze Leung Lai Herbert Robbins	2
+	Independent and stationary sequences of random variables	1971	И. А. Ибрагимов Ю. В. Ліннік J. F. C. Kingmán	2
+ PDF Chat	The Hartman-Wintner Law of the Iterated Logarithm for Martingales	1970	William Stout	2
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	2
+	Boosting for high-dimensional linear models	2006	Peter Bühlmann	1
+ PDF Chat	Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes	1988	Ngai Hang Chan Ching-Zong Wei	1
+ PDF Chat	Functional Limit Theorems for $U$-Processes	1988	Deborah Nolan David Pollard	1
+	Strong consistency of M-estimates in linear models	1988	X. R. Chen Yuehua Wu	1
+ PDF Chat	Nonconcave penalized likelihood with a diverging number of parameters	2004	Jianqing Fan Heng Peng	1
+	The geometric ergodicity and existence of moments for a class of non-linear time series model	1997	Hongzhi An Min Chen Fuchun Huang	1
+ PDF Chat	On Asymptotically Efficient Estimation in Semiparametric Models	1986	Anton Schίck	1
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou	1
+ PDF Chat	The Estimation of the Order of an ARMA Process	1980	E. J. Hannan	1
+	On convergence of LAD estimates in autoregression with infinite variance	1982	Hongzhi An Zhaoguo Chen	1
+	RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS	1985	Paul D. Feigin Richard L. Tweedie	1
+	On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations	1985	Kung‐Sik Chan H. Tong	1
+ PDF Chat	Consistency Properties of Least Squares Estimates of Autoregressive Parameters in ARMA Models	1983	George C. Tiao Ruey S. Tsay	1
+	Information Theory and an Extension of the Maximum Likelihood Principle	1998	H. Akaike	1
+	Testing for Unit Roots in Seasonal Time Series	1984	David A. Dickey David P. Hasza Wayne A. Fuller	1
+	Statistical Predictor Identification	1998	Hirotugu Akaike	1
+	On Limit Theorems for Quadratic Functions of Discrete Time Series	2010	E. J. Hannan C. C. Heyde	1
+ PDF Chat	An $L^p$-Convergence Theorem	1969	Srishti D. Chatterji	1
+	Persistence in high-dimensional linear predictor selection and the virtue of overparametrization	2004	Eitan Greenshtein Ya’acov Ritov	1
+	Consistent Autoregressive Spectral Estimates	1974	Kenneth N. Berk	1
+	Fast stepwise procedures of selection of variables by using AIC and BIC criteria	1989	Hongzhi An Lan Gu	1
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li	1
+	Stationarity and Persistence in the GARCH(1,1) Model	1990	Daniel B. Nelson	1
+	Convergence systems and strong consistency of least squares estimates in regression models	1981	Chen Gui-jing Tze Leung Lai Ching-Zong Wei	1
+	More Comments on C P	1995	Colin L. Mallows	1
+	The existence of moments for stationary Markov chains	1983	Richard L. Tweedie	1
+	On a multivariate conditional heteroscedastic model	1997	Heung Wong W. K. Li	1
+ PDF Chat	A new infinitesimal approach to robust estimation	1981	Peter J. Rousseeuw	1
+ PDF Chat	An optimal selection of regression variables	1981	Ritei Shibata	1
+ PDF Chat	Discussion: One-step sparse estimates in nonconcave penalized likelihood models	2008	Cun‐Hui Zhang	1
+	On laws of the iterated logarithm for local times	1977	M. D. Donsker S. R. S. Varadhan	1
+	Conditional Heteroscedastic Time Series Models	1987	Ruey S. Tsay	1
+	THE DISTRIBUTION OF PERIODOGRAM ORDINATES	1980	Zhaoguo Chen E. J. Hannan	1
+ PDF Chat	Simultaneous analysis of Lasso and Dantzig selector	2009	Peter J. Bickel Ya’acov Ritov Alexandre B. Tsybakov	1
+	Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)	2009	Martin J. Wainwright	1
+ PDF Chat	Decoding by Linear Programming	2005	Emmanuel J. Candès Terence Tao	1
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	1
+	On Model Selection Consistency of Lasso	2006	Peng Zhao Bin Yu	1
+	Matching pursuits with time-frequency dictionaries	1993	Stéphane Mallat Zhifeng Zhang	1