Edit Profile Hong, Yongmiao Compute Distance To: Compute Author ID: hong.yongmiao Published as: Hong, Y.; Hong, Yongmiao Documents Indexed: 50 Publications since 1995, including 1 Book all top 5 Co-Authors 8 single-authored 6 Chen, Bin 6 Wang, Shouyang 4 Lee, Yoonjin 3 Cai, Zongwu 3 Han, Ai 2 Lee, Jin 2 Li, Haitao 2 Wang, Xia 2 White, Halbert Lynn jun. 1 Chen, Max 1 Duchesne, Pierre 1 Egorov, Alexei V. 1 Fu, Zhonghao 1 Gao, Jiti 1 Hsiao, Cheng 1 Kao, Chihwa 1 Kuan, Chung-Ming 1 Lai, Kuei-Kuei 1 Lee, Tae-Hwy 1 Li, Qi 1 Liu, Yanhui 1 Lu, Fengbin 1 Sun, Yuying 1 Yang, Lianqiang 1 Yang, Wei 1 Zhao, Feng all top 5 Serials 11 Journal of Econometrics 8 Econometric Theory 5 Econometrica 2 Journal of Time Series Analysis 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 The Annals of Statistics 1 Biometrika 1 International Economic Review 1 Journal of the American Statistical Association 1 The Review of Economic Studies 1 Journal of Systems Science and Mathematical Sciences 1 Computational Statistics and Data Analysis 1 Journal of Nonparametric Statistics 1 Quantitative Finance 1 Journal of Systems Science and Complexity all top 5 Fields 40 Statistics (62-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 3 General and overarching topics; collections (00-XX) 2 Numerical analysis (65-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 36 Publications have been cited 438 times in 331 Documents Cited by ▼ Year ▼ Consistent specification testing via nonparametric series regression. Zbl 0941.62125Hong, Yongmiao; White, Halbert 67 1995 Consistent testing for serial correlation of unknown form. Zbl 0960.62559Hong, Yongmiao 53 1996 Hypothesis testing in time series via the empirical characteristic function: A generalized spectral density approach. Zbl 1072.62632Hong, Yongmiao 38 1999 Asymptotic distribution theory for nonparametric entropy measures of serial dependence. Zbl 1152.91729Hong, Yongmiao; White, Halbert 30 2005 Testing for smooth structural changes in time series models via nonparametric regression. Zbl 1274.62557Chen, Bin; Hong, Yongmiao 27 2012 Testing for independence between two covariance stationary time series. Zbl 1029.62500Hong, Yongmiao 24 1996 A test for volatility spillover with application to exchange rates. Zbl 1053.62118Hong, Yongmiao 22 2001 Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form. Zbl 1181.91272Hong, Yongmiao; Lee, Yoon-Jin 18 2005 Wavelet-based testing for serial correlation of unknown form in panel models. Zbl 1141.62359Hong, Yongmiao; Kao, Chihwa 16 2004 Generalized spectral tests for serial dependence. Zbl 0963.62043Hong, Yongmiao 16 2000 Testing for pairwise serial independence via the empirical distribution function. Zbl 0910.62046Hong, Yongmiao 14 1998 Testing for serial correlation of unknown form using wavelet methods. Zbl 0976.62037Lee, Jin; Hong, Yongmiao 11 2001 Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression. Zbl 1294.62093Chen, Bin; Hong, Yongmiao 8 2010 Interval time series analysis with an application to the sterling-dollar exchange rate. Zbl 1177.91113Han, Ai; Hong, Yongmiao; Lai, K. K.; Wang, Shouyang 8 2008 Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates. Zbl 1418.62469Hong, Yongmiao; Li, Haitao; Zhao, Feng 7 2007 Central limit theorems for generalized \(U\)-statistics with applications in nonparametric specification. Zbl 1359.62100Gao, Jiti; Hong, Yongmiao 7 2007 Heuristic algorithms for buffer allocation in a production line with unreliable machines. Zbl 0913.90146Seong, D.; Chang, S. Y.; Hong, Y. 7 1995 Testing for the Markov property in time series. Zbl 1234.62119Chen, Bin; Hong, Yongmiao 6 2012 Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes. Zbl 1290.62076Hong, Yongmiao; Lee, Yoon-Jin 6 2011 Granger causality in risk and detection of extreme risk spillover between financial markets. Zbl 1429.62670Hong, Yongmiao; Liu, Yanhui; Wang, Shouyang 6 2009 One-sided testing for ARCH effects using wavelets. Zbl 1017.62078Hong, Yongmiao; Lee, Jin 6 2001 One-sided testing for conditional hetroskedasticity in time series models. Zbl 0937.62089Hong, Yongmiao 6 1997 Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? Zbl 1418.62379Egorov, Alexei V.; Hong, Yongmiao; Li, Haitao 5 2006 Joint economic production allocation and ordering policies in a supply chain consisting of multiple plants and a single retailer. Zbl 1082.90026Kim, T.; Hong, Y.; Lee, J. 5 2005 A loss function approach to model specification testing and its relative efficiency. Zbl 1293.62100Hong, Yongmiao; Lee, Yoon-Jin 4 2013 Diagnostic checking for the adequacy of nonlinear time series models. Zbl 1441.62737Hong, Yongmiao; Lee, Tae-Hwy 3 2003 Threshold autoregressive models for interval-valued time series data. Zbl 1452.62681Sun, Yuying; Han, Ai; Hong, Yongmiao; Wang, Shouyang 2 2018 Characteristic function based testing for conditional independence: a nonparametric regression approach. Zbl 1393.62019Wang, Xia; Hong, Yongmiao 2 2018 Testing strict stationarity with applications to macroeconomic time series. Zbl 1403.91275Hong, Yongmiao; Wang, Xia; Wang, Shouyang 2 2017 Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling. Zbl 1400.91691Yang, Wei; Han, Ai; Hong, Yongmiao; Wang, Shouyang 2 2016 Detecting for smooth structural changes in GARCH models. Zbl 1441.62634Chen, Bin; Hong, Yongmiao 2 2016 Intuitionistic fuzzy quasi-metric and pseudo-metric spaces. Zbl 1173.54302Hong, Y.; Fang, Xianwen; Wang, B. 2 2008 Production allocation and shipment policies in a multiple-manufacturer–single-retailer supply chain. Zbl 1157.90456Park, S. S.; Kim, T.; Hong, Y. 2 2006 Relay auto-tuning of PID controllers using iterative feedback tuning. Zbl 1018.93011Ho, W. K.; Hong, Y.; Hansson, A.; Hjalmarsson, H.; Deng, J. W. 2 2003 Adaptive penalized splines for data smoothing. Zbl 06917838Yang, Lianqiang; Hong, Yongmiao 1 2017 A unified approach to validating univariate and multivariate conditional distribution models in time series. Zbl 1293.62181Chen, Bin; Hong, Yongmiao 1 2014 Threshold autoregressive models for interval-valued time series data. Zbl 1452.62681Sun, Yuying; Han, Ai; Hong, Yongmiao; Wang, Shouyang 2 2018 Characteristic function based testing for conditional independence: a nonparametric regression approach. Zbl 1393.62019Wang, Xia; Hong, Yongmiao 2 2018 Testing strict stationarity with applications to macroeconomic time series. Zbl 1403.91275Hong, Yongmiao; Wang, Xia; Wang, Shouyang 2 2017 Adaptive penalized splines for data smoothing. Zbl 06917838Yang, Lianqiang; Hong, Yongmiao 1 2017 Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling. Zbl 1400.91691Yang, Wei; Han, Ai; Hong, Yongmiao; Wang, Shouyang 2 2016 Detecting for smooth structural changes in GARCH models. Zbl 1441.62634Chen, Bin; Hong, Yongmiao 2 2016 A unified approach to validating univariate and multivariate conditional distribution models in time series. Zbl 1293.62181Chen, Bin; Hong, Yongmiao 1 2014 A loss function approach to model specification testing and its relative efficiency. Zbl 1293.62100Hong, Yongmiao; Lee, Yoon-Jin 4 2013 Testing for smooth structural changes in time series models via nonparametric regression. Zbl 1274.62557Chen, Bin; Hong, Yongmiao 27 2012 Testing for the Markov property in time series. Zbl 1234.62119Chen, Bin; Hong, Yongmiao 6 2012 Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes. Zbl 1290.62076Hong, Yongmiao; Lee, Yoon-Jin 6 2011 Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression. Zbl 1294.62093Chen, Bin; Hong, Yongmiao 8 2010 Granger causality in risk and detection of extreme risk spillover between financial markets. Zbl 1429.62670Hong, Yongmiao; Liu, Yanhui; Wang, Shouyang 6 2009 Interval time series analysis with an application to the sterling-dollar exchange rate. Zbl 1177.91113Han, Ai; Hong, Yongmiao; Lai, K. K.; Wang, Shouyang 8 2008 Intuitionistic fuzzy quasi-metric and pseudo-metric spaces. Zbl 1173.54302Hong, Y.; Fang, Xianwen; Wang, B. 2 2008 Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates. Zbl 1418.62469Hong, Yongmiao; Li, Haitao; Zhao, Feng 7 2007 Central limit theorems for generalized \(U\)-statistics with applications in nonparametric specification. Zbl 1359.62100Gao, Jiti; Hong, Yongmiao 7 2007 Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? Zbl 1418.62379Egorov, Alexei V.; Hong, Yongmiao; Li, Haitao 5 2006 Production allocation and shipment policies in a multiple-manufacturer–single-retailer supply chain. Zbl 1157.90456Park, S. S.; Kim, T.; Hong, Y. 2 2006 Asymptotic distribution theory for nonparametric entropy measures of serial dependence. Zbl 1152.91729Hong, Yongmiao; White, Halbert 30 2005 Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form. Zbl 1181.91272Hong, Yongmiao; Lee, Yoon-Jin 18 2005 Joint economic production allocation and ordering policies in a supply chain consisting of multiple plants and a single retailer. Zbl 1082.90026Kim, T.; Hong, Y.; Lee, J. 5 2005 Wavelet-based testing for serial correlation of unknown form in panel models. Zbl 1141.62359Hong, Yongmiao; Kao, Chihwa 16 2004 Diagnostic checking for the adequacy of nonlinear time series models. Zbl 1441.62737Hong, Yongmiao; Lee, Tae-Hwy 3 2003 Relay auto-tuning of PID controllers using iterative feedback tuning. Zbl 1018.93011Ho, W. K.; Hong, Y.; Hansson, A.; Hjalmarsson, H.; Deng, J. W. 2 2003 A test for volatility spillover with application to exchange rates. Zbl 1053.62118Hong, Yongmiao 22 2001 Testing for serial correlation of unknown form using wavelet methods. Zbl 0976.62037Lee, Jin; Hong, Yongmiao 11 2001 One-sided testing for ARCH effects using wavelets. Zbl 1017.62078Hong, Yongmiao; Lee, Jin 6 2001 Generalized spectral tests for serial dependence. Zbl 0963.62043Hong, Yongmiao 16 2000 Hypothesis testing in time series via the empirical characteristic function: A generalized spectral density approach. Zbl 1072.62632Hong, Yongmiao 38 1999 Testing for pairwise serial independence via the empirical distribution function. Zbl 0910.62046Hong, Yongmiao 14 1998 One-sided testing for conditional hetroskedasticity in time series models. Zbl 0937.62089Hong, Yongmiao 6 1997 Consistent testing for serial correlation of unknown form. Zbl 0960.62559Hong, Yongmiao 53 1996 Testing for independence between two covariance stationary time series. Zbl 1029.62500Hong, Yongmiao 24 1996 Consistent specification testing via nonparametric series regression. Zbl 0941.62125Hong, Yongmiao; White, Halbert 67 1995 Heuristic algorithms for buffer allocation in a production line with unreliable machines. Zbl 0913.90146Seong, D.; Chang, S. Y.; Hong, Y. 7 1995 all cited Publications top 5 cited Publications all top 5 Cited by 518 Authors 19 Hong, Yongmiao 14 Duchesne, Pierre 11 Li, Qi 8 Gao, Jiti 7 Hidalgo, Javier 7 Su, Liangjun 6 Escanciano, Juan Carlos 5 Fernandes, Marcelo 5 Gencay, Ramazan 5 Linton, Oliver Bruce 5 Rémillard, Bruno N. 5 Velasco, Carlos I. Hoyos 5 Wang, Shouyang 4 Chen, Bin 4 Dette, Holger 4 Fan, Yanqin 4 Hsiao, Cheng 4 Lee, Yoonjin 4 Li, Degui 4 Meintanis, Simos G. 4 Volgushev, Stanislav 4 White, Halbert Lynn jun. 3 Breunig, Christoph 3 Brito, Paula 3 Cai, Zongwu 3 Delgado, Miguel Ángel 3 Ghoudi, Kilani 3 Hallin, Marc 3 Hill, Jonathan B. 3 Jacho-Chávez, David Tomás 3 Kley, Tobias 3 Koul, Hira Lal 3 Lee, Sangyeol 3 Lee, Tae-Hwy 3 Li, Haitao 3 Li, Linyuan 3 Maasoumi, Esfandiar 3 Mainassara, Yacouba Boubacar 3 Phillips, Peter Charles Bonest 3 Racine, Jeffrey Scott 3 Roy, Roch 3 Shao, Xiaofeng 3 Sun, Yiguo 3 Whang, Yoon-Jae 3 Wu, Jianhong 3 Zhao, Zhibiao 3 Zhu, Ke 2 Aguilar, Mike 2 Bagnato, Luca 2 Bouhaddioui, Chafik 2 Chen, Bin 2 De Capitani, Lucio 2 Egorov, Alexei V. 2 Eichler, Michael 2 Furno, Marilena 2 Genest, Christian 2 Guay, Alain 2 Guerre, Emmanuel 2 Han, Ai 2 Jeong, Kiho 2 Kim, Eunhee 2 Kim, Seonjin 2 Kim, Taebok 2 Kokoszka, Piotr S. 2 Lafuente-Rego, Borja 2 Landajo, Manuel 2 Li, Dingding 2 Li, Hongjun 2 Li, Wai Keung 2 Liu, Xiaoquan 2 Lobato, Ignacio Norberto 2 Lu, Zudi 2 Luati, Alessandra 2 Macgregor Smith, J. 2 Mammen, Enno 2 Mantalos, Panagiotis 2 Matilla-García, Mariano 2 Nadarajah, Saralees 2 Perera, Indeewara 2 Proietti, Tommaso 2 Punzo, Antonio 2 Rossi, Barbara 2 Ruiz Marín, Manuel 2 Saidi, Abdessamad 2 Sentana, Enrique 2 Shen, Liya 2 Song, Zhaogang 2 Sun, Yuying 2 Teles, Paulo 2 Tjøstheim, Dag B. 2 Ullah, Aman 2 van Dijk, Dick 2 Vilar, José Antonio 2 Wu, Jilin 2 Yu, Philip Leung Ho 2 Zhang, Ting 2 Zhang, Yonghui 2 Zheng, Xu 1 Abbas, Mujahid 1 Afuecheta, Emmanuel ...and 418 more Authors all top 5 Cited in 69 Serials 88 Journal of Econometrics 30 Econometric Theory 15 Economics Letters 15 Computational Statistics and Data Analysis 14 Journal of Time Series Analysis 10 Journal of Statistical Planning and Inference 9 The Annals of Statistics 9 Journal of Multivariate Analysis 7 Test 6 Communications in Statistics. Theory and Methods 6 Journal of Nonparametric Statistics 5 The Canadian Journal of Statistics 5 Journal of the American Statistical Association 5 European Journal of Operational Research 5 Journal of Statistical Computation and Simulation 5 Bernoulli 5 Journal of Applied Statistics 4 International Journal of Systems Science 4 Statistics & Probability Letters 4 International Journal of Production Research 4 Econometric Reviews 4 Computers & Operations Research 4 The Econometrics Journal 4 Quantitative Finance 4 Electronic Journal of Statistics 3 Annals of the Institute of Statistical Mathematics 3 Journal of Economic Dynamics & Control 2 Metrika 2 Mathematics and Computers in Simulation 2 Acta Mathematicae Applicatae Sinica. English Series 2 Statistics 2 Computational Statistics 2 Statistical Papers 2 Journal of Systems Science and Complexity 2 Asia-Pacific Financial Markets 2 Sankhyā. Series B 1 Scandinavian Journal of Statistics 1 Chaos, Solitons and Fractals 1 Fuzzy Sets and Systems 1 Journal of Computational and Applied Mathematics 1 Opsearch 1 Moscow University Computational Mathematics and Cybernetics 1 Journal of the Japan Statistical Society 1 Physica D 1 Statistical Science 1 International Journal of Adaptive Control and Signal Processing 1 Computational Economics 1 Complexity 1 International Transactions in Operational Research 1 Mathematical Communications 1 Chaos 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Communications in Nonlinear Science and Numerical Simulation 1 Methodology and Computing in Applied Probability 1 Statistical Modelling 1 Sādhanā 1 Journal of Forecasting 1 Advances in Data Analysis and Classification. ADAC 1 Statistical Analysis and Data Mining 1 Journal of Statistical Theory and Practice 1 Discrete Mathematics, Algorithms and Applications 1 Statistics Surveys 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Quantitative Economics 1 Chilean Journal of Statistics 1 Statistics and Computing 1 Caspian Journal of Applied Mathematics, Ecology and Economics 1 Asia Pacific Journal of Mathematics 1 Cogent Mathematics all top 5 Cited in 16 Fields 296 Statistics (62-XX) 56 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 42 Numerical analysis (65-XX) 31 Probability theory and stochastic processes (60-XX) 18 Operations research, mathematical programming (90-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 3 Computer science (68-XX) 2 General and overarching topics; collections (00-XX) 2 Biology and other natural sciences (92-XX) 2 Systems theory; control (93-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operator theory (47-XX) 1 General topology (54-XX) 1 Geophysics (86-XX) Citations by Year