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An, Hongzhi

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Author ID: an.hongzhi Recent zbMATH articles by "An, Hongzhi"
Published as: An, H. Z.; An, Hong Zhi; An, Hong-Zhi; An, Hong-zhi; An, Hongzhi
Documents Indexed: 56 Publications since 1974

Publications by Year

Citations contained in zbMATH

27 Publications have been cited 262 times in 237 Documents Cited by Year
Autocorrelation, autoregression and autoregressive approximation. Zbl 0512.62087
An, Hong-Zhi; Chen, Zhao-Guo; Hannan, E. J.
51
1982
A Kolmogorov-Smirnov type statistic with application to test for nonlinearity in time series. Zbl 0748.62049
An, Hong-Zhi; Cheng, Bing
40
1991
The geometrical ergodicity of nonlinear autoregressive models. Zbl 0857.62085
An, H. Z.; Huang, F. C.
35
1996
The maximum of the periodogram. Zbl 0517.62094
An, Hong-Zhi; Chen, Zhao-Guo; Hannan, E. J.
29
1983
A note on the stationarity and the existence of moments of the GARCH model. Zbl 0896.62087
Chen, Min; An, Hong Zhi
19
1998
On convergence of LAD estimates in autoregression with infinite variance. Zbl 0508.62075
An, Hong-Zhi; Chen, Zhao-Guo
17
1982
The geometric ergodicity and existence of moments for a class of nonlinear time series model. Zbl 0889.62073
An, Hongzhi; Chen, Min; Huang, Fuchun
11
1997
A note on the ergodicity of nonlinear autoregressive model. Zbl 0879.62077
An, H. Z.; Chen, S. G.
10
1997
A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series. Zbl 0894.62051
Chen, Min; An, Hong Zhi
9
1997
A testing approach for nonlinearity in regression models. Zbl 0786.62067
Zhu, Lixing; An, Hongzhi
8
1992
On the selection of regression variables. Zbl 0636.62070
An, Hongzhi; Gu, Lan
5
1985
A simple multivariate ARCH model specified by random coefficients. Zbl 1157.62490
Fong, P. W.; Li, W. K.; An, Hong-Zhi
4
2006
A mixed-type test for linearity in time series. Zbl 0951.62073
An, Hong-Zhi; Zhu, Li-Xing; Li, Run-Ze
3
2000
A new class of consistent estimators for stochastic linear regressive models. Zbl 0884.62095
An, Hongzhi; Hickernell, Fred J.; Zhu, Lixing
3
1997
Projection pursuit autoregression in time series. Zbl 0940.62083
Xia, Xingcun; An, H. Z.
2
1999
Multi-step prediction for nonlinear autoregressive models based on empirical distributions. Zbl 0921.62119
Guo, Meihui; Bai, Zhidong; An, Hong Zhi
2
1999
The existence of moments of nonlinear autoregressive model. Zbl 0930.62085
Chen, Min; An, Hongzhi
2
1998
Abnormal behavior of the least squares estimate of multiple regression. Zbl 0883.62068
Chen, Xiru; An, Hongzhi
2
1997
Non-negative autoregressive models. Zbl 0767.62070
An, Hong-Zhi
2
1992
A test of conditional heteroscedasticity in time series. Zbl 0953.62092
Chen, Min; An, Hongzhi
1
1999
A goodness-of-fit test for linearity of a stochastic regression model. Zbl 0898.62057
Zhu, Lixing; Hickernell, F. J.; An, Hongzhi
1
1997
A smooth nonparametric quantile estimator for censored data. Zbl 0856.62038
Zhou, Yang; An, Hongzhi
1
1996
Estimation for regressive and autoregressive models with non-negative residual errors. Zbl 0779.62070
An, Hong-Zhi; Huang, Fuchun
1
1993
Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters. Zbl 0682.62065
An, Hongzhi
1
1989
Fast stepwise procedures of selection of variables by using AIC and BIC criteria. Zbl 0676.62057
An, Hongzhi; Gu, Lan
1
1989
Two limit theorems on ARIMA models. Zbl 0669.60040
An, Hongzhi; Gao, Hongye
1
1988
On the distribution of a simple stationary bilinear process. Zbl 0541.62071
Wang, Shouren; An, Hongzhi; Tong, H.
1
1983
A simple multivariate ARCH model specified by random coefficients. Zbl 1157.62490
Fong, P. W.; Li, W. K.; An, Hong-Zhi
4
2006
A mixed-type test for linearity in time series. Zbl 0951.62073
An, Hong-Zhi; Zhu, Li-Xing; Li, Run-Ze
3
2000
Projection pursuit autoregression in time series. Zbl 0940.62083
Xia, Xingcun; An, H. Z.
2
1999
Multi-step prediction for nonlinear autoregressive models based on empirical distributions. Zbl 0921.62119
Guo, Meihui; Bai, Zhidong; An, Hong Zhi
2
1999
A test of conditional heteroscedasticity in time series. Zbl 0953.62092
Chen, Min; An, Hongzhi
1
1999
A note on the stationarity and the existence of moments of the GARCH model. Zbl 0896.62087
Chen, Min; An, Hong Zhi
19
1998
The existence of moments of nonlinear autoregressive model. Zbl 0930.62085
Chen, Min; An, Hongzhi
2
1998
The geometric ergodicity and existence of moments for a class of nonlinear time series model. Zbl 0889.62073
An, Hongzhi; Chen, Min; Huang, Fuchun
11
1997
A note on the ergodicity of nonlinear autoregressive model. Zbl 0879.62077
An, H. Z.; Chen, S. G.
10
1997
A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series. Zbl 0894.62051
Chen, Min; An, Hong Zhi
9
1997
A new class of consistent estimators for stochastic linear regressive models. Zbl 0884.62095
An, Hongzhi; Hickernell, Fred J.; Zhu, Lixing
3
1997
Abnormal behavior of the least squares estimate of multiple regression. Zbl 0883.62068
Chen, Xiru; An, Hongzhi
2
1997
A goodness-of-fit test for linearity of a stochastic regression model. Zbl 0898.62057
Zhu, Lixing; Hickernell, F. J.; An, Hongzhi
1
1997
The geometrical ergodicity of nonlinear autoregressive models. Zbl 0857.62085
An, H. Z.; Huang, F. C.
35
1996
A smooth nonparametric quantile estimator for censored data. Zbl 0856.62038
Zhou, Yang; An, Hongzhi
1
1996
Estimation for regressive and autoregressive models with non-negative residual errors. Zbl 0779.62070
An, Hong-Zhi; Huang, Fuchun
1
1993
A testing approach for nonlinearity in regression models. Zbl 0786.62067
Zhu, Lixing; An, Hongzhi
8
1992
Non-negative autoregressive models. Zbl 0767.62070
An, Hong-Zhi
2
1992
A Kolmogorov-Smirnov type statistic with application to test for nonlinearity in time series. Zbl 0748.62049
An, Hong-Zhi; Cheng, Bing
40
1991
Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters. Zbl 0682.62065
An, Hongzhi
1
1989
Fast stepwise procedures of selection of variables by using AIC and BIC criteria. Zbl 0676.62057
An, Hongzhi; Gu, Lan
1
1989
Two limit theorems on ARIMA models. Zbl 0669.60040
An, Hongzhi; Gao, Hongye
1
1988
On the selection of regression variables. Zbl 0636.62070
An, Hongzhi; Gu, Lan
5
1985
The maximum of the periodogram. Zbl 0517.62094
An, Hong-Zhi; Chen, Zhao-Guo; Hannan, E. J.
29
1983
On the distribution of a simple stationary bilinear process. Zbl 0541.62071
Wang, Shouren; An, Hongzhi; Tong, H.
1
1983
Autocorrelation, autoregression and autoregressive approximation. Zbl 0512.62087
An, Hong-Zhi; Chen, Zhao-Guo; Hannan, E. J.
51
1982
On convergence of LAD estimates in autoregression with infinite variance. Zbl 0508.62075
An, Hong-Zhi; Chen, Zhao-Guo
17
1982
all top 5

Cited by 294 Authors

13 Zhu, Lixing
10 Koul, Hira Lal
9 An, Hongzhi
8 Lee, Oesook
6 Chen, Gemai
6 Ling, Shiqing
6 Ngatchou Wandji, Joseph
5 Chen, Min
5 Chen, Zhaoguo
5 Hidalgo, Javier
5 Huang, Dawei
5 Lee, Sangyeol
5 Tong, Howell
4 Aknouche, Abdelhakim
4 Hannan, Edward James
4 Laib, Naâmane
4 Song, Junmo
3 Anděl, Jiří
3 Chen, Min
3 Cohen, Arthur
3 Davis, Richard A.
3 Li, Runze
3 Müller, Ursula U.
3 Neumeyer, Natalie
3 Oh, Haejune
3 Poskitt, Donald Stephen
3 Sackrowitz, Harold B.
3 Schick, Anton
3 Shin, Dongwan
3 Stute, Winfried
3 Wefelmeyer, Wolfgang
3 Wu, Wei Biao
3 Yao, Qiwei
3 You, Jinhong
3 Zakoïan, Jean-Michel
2 Baran, Sándor
2 Benghabrit, Youssef
2 Bühlmann, Peter
2 Chen, Hanfu
2 Chen, Min
2 Delgado, Miguel Ángel
2 Francq, Christian
2 González-Manteiga, Wenceslao
2 Guo, Xu
2 Hallin, Marc
2 Hwang, Sun Young
2 Jirak, Moritz
2 Kang, Jiwon
2 Kavalieris, Laimonis
2 Li, Dong
2 Li, Tahsin
2 Liu, Weidong
2 Lu, Zudi
2 Mackisack, Margaret S.
2 Mikosch, Thomas
2 Portier, Bruno
2 Quinn, Barry G.
2 Saikkonen, Pentti
2 Selk, Leonie
2 Shin, Dong-won
2 Song, Kaisheng
2 Song, Weixing
2 Tadjuidje-Kamgaing, Joseph
2 Xia, Yingcun
2 Yau, Chun Yip
2 Zaffaroni, Paolo
2 Zhang, Rongmao
1 Ailliot, Pierre
1 Alonso, Andrés M.
1 Andersson, Sofia
1 Arteche, Josu
1 Artiach, Miguel
1 Baek, Changryong
1 Bai, Zhi-Dong
1 Basawa, Ishwar V.
1 Baumgartner, Christoph
1 Bentarzi, Mohamed
1 Berg, Arthur
1 Bhansali, Rajendra J.
1 Bibi, Abdelouahab
1 Bitseki Penda, S. Valère
1 Boldea, Otilia
1 Borwein, Peter Benjamin
1 Brachner, Claudia
1 Cambanis, Stamatis
1 Cao, Ying
1 Carvalho, Alexandre X.
1 Chan, Ngai Hang
1 Chandra, A. S.
1 Chebana, Fateh
1 Chen, Chuanwen
1 Chen, Danqing
1 Chen, Feifei
1 Chen, Guang-Yong
1 Chen, Guolong
1 Chen, Kuo-Mei
1 Chen, Xianzhe
1 Chen, Xingru
1 Chen, Zhao
1 Cheng, Bing
...and 194 more Authors
all top 5

Cited in 53 Serials

26 Journal of Time Series Analysis
19 Acta Mathematicae Applicatae Sinica. English Series
18 The Annals of Statistics
18 Statistics & Probability Letters
15 Communications in Statistics. Theory and Methods
14 Journal of Econometrics
14 Journal of Statistical Planning and Inference
13 Stochastic Processes and their Applications
9 Journal of Multivariate Analysis
8 Computational Statistics and Data Analysis
5 Economics Letters
5 Journal of Nonparametric Statistics
5 Econometric Theory
5 Electronic Journal of Statistics
4 The Canadian Journal of Statistics
4 Journal of Statistical Computation and Simulation
3 Annals of the Institute of Statistical Mathematics
3 Statistics
3 Bernoulli
2 Computers & Mathematics with Applications
2 Scandinavian Journal of Statistics
2 Automatica
2 Information Sciences
2 Econometric Reviews
2 Science in China. Series A
2 Statistical Papers
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Statistical Inference for Stochastic Processes
2 Statistical Methodology
2 Journal of the Korean Statistical Society
1 Advances in Applied Probability
1 Biological Cybernetics
1 Metrika
1 The Annals of Probability
1 Biometrical Journal
1 Kybernetika
1 Proceedings of the American Mathematical Society
1 Systems & Control Letters
1 Operations Research Letters
1 Probability Theory and Related Fields
1 Statistical Science
1 Applications of Mathematics
1 Test
1 Mathematical Methods of Statistics
1 Mathematical Problems in Engineering
1 European Journal of Control
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Iranian Journal of Science and Technology. Transaction A: Science
1 SIAM Journal on Applied Dynamical Systems
1 Statistical Methods and Applications
1 Science China. Mathematics
1 Journal of Probability and Statistics
1 Statistics and Computing

Citations by Year