# zbMATH — the first resource for mathematics

## Hong, Yongmiao

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 Author ID: hong.yongmiao Published as: Hong, Y.; Hong, Yongmiao
 Documents Indexed: 50 Publications since 1995, including 1 Book
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#### 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
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#### 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
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#### 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)

#### 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 0941.62125
Hong, Yongmiao; White, Halbert
1995
Consistent testing for serial correlation of unknown form. Zbl 0960.62559
Hong, Yongmiao
1996
Hypothesis testing in time series via the empirical characteristic function: A generalized spectral density approach. Zbl 1072.62632
Hong, Yongmiao
1999
Asymptotic distribution theory for nonparametric entropy measures of serial dependence. Zbl 1152.91729
Hong, Yongmiao; White, Halbert
2005
Testing for smooth structural changes in time series models via nonparametric regression. Zbl 1274.62557
Chen, Bin; Hong, Yongmiao
2012
Testing for independence between two covariance stationary time series. Zbl 1029.62500
Hong, Yongmiao
1996
A test for volatility spillover with application to exchange rates. Zbl 1053.62118
Hong, Yongmiao
2001
Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form. Zbl 1181.91272
Hong, Yongmiao; Lee, Yoon-Jin
2005
Wavelet-based testing for serial correlation of unknown form in panel models. Zbl 1141.62359
Hong, Yongmiao; Kao, Chihwa
2004
Generalized spectral tests for serial dependence. Zbl 0963.62043
Hong, Yongmiao
2000
Testing for pairwise serial independence via the empirical distribution function. Zbl 0910.62046
Hong, Yongmiao
1998
Testing for serial correlation of unknown form using wavelet methods. Zbl 0976.62037
Lee, Jin; Hong, Yongmiao
2001
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression. Zbl 1294.62093
Chen, Bin; Hong, Yongmiao
2010
Interval time series analysis with an application to the sterling-dollar exchange rate. Zbl 1177.91113
Han, Ai; Hong, Yongmiao; Lai, K. K.; Wang, Shouyang
2008
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates. Zbl 1418.62469
Hong, Yongmiao; Li, Haitao; Zhao, Feng
2007
Central limit theorems for generalized $$U$$-statistics with applications in nonparametric specification. Zbl 1359.62100
Gao, Jiti; Hong, Yongmiao
2007
Heuristic algorithms for buffer allocation in a production line with unreliable machines. Zbl 0913.90146
Seong, D.; Chang, S. Y.; Hong, Y.
1995
Testing for the Markov property in time series. Zbl 1234.62119
Chen, Bin; Hong, Yongmiao
2012
Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes. Zbl 1290.62076
Hong, Yongmiao; Lee, Yoon-Jin
2011
Granger causality in risk and detection of extreme risk spillover between financial markets. Zbl 1429.62670
Hong, Yongmiao; Liu, Yanhui; Wang, Shouyang
2009
One-sided testing for ARCH effects using wavelets. Zbl 1017.62078
Hong, Yongmiao; Lee, Jin
2001
One-sided testing for conditional hetroskedasticity in time series models. Zbl 0937.62089
Hong, Yongmiao
1997
Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? Zbl 1418.62379
Egorov, Alexei V.; Hong, Yongmiao; Li, Haitao
2006
Joint economic production allocation and ordering policies in a supply chain consisting of multiple plants and a single retailer. Zbl 1082.90026
Kim, T.; Hong, Y.; Lee, J.
2005
A loss function approach to model specification testing and its relative efficiency. Zbl 1293.62100
Hong, Yongmiao; Lee, Yoon-Jin
2013
Diagnostic checking for the adequacy of nonlinear time series models. Zbl 1441.62737
Hong, Yongmiao; Lee, Tae-Hwy
2003
Threshold autoregressive models for interval-valued time series data. Zbl 1452.62681
Sun, Yuying; Han, Ai; Hong, Yongmiao; Wang, Shouyang
2018
Characteristic function based testing for conditional independence: a nonparametric regression approach. Zbl 1393.62019
Wang, Xia; Hong, Yongmiao
2018
Testing strict stationarity with applications to macroeconomic time series. Zbl 1403.91275
Hong, Yongmiao; Wang, Xia; Wang, Shouyang
2017
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling. Zbl 1400.91691
Yang, Wei; Han, Ai; Hong, Yongmiao; Wang, Shouyang
2016
Detecting for smooth structural changes in GARCH models. Zbl 1441.62634
Chen, Bin; Hong, Yongmiao
2016
Intuitionistic fuzzy quasi-metric and pseudo-metric spaces. Zbl 1173.54302
Hong, Y.; Fang, Xianwen; Wang, B.
2008
Production allocation and shipment policies in a multiple-manufacturer–single-retailer supply chain. Zbl 1157.90456
Park, S. S.; Kim, T.; Hong, Y.
2006
Relay auto-tuning of PID controllers using iterative feedback tuning. Zbl 1018.93011
Ho, W. K.; Hong, Y.; Hansson, A.; Hjalmarsson, H.; Deng, J. W.
2003
Adaptive penalized splines for data smoothing. Zbl 06917838
Yang, Lianqiang; Hong, Yongmiao
2017
A unified approach to validating univariate and multivariate conditional distribution models in time series. Zbl 1293.62181
Chen, Bin; Hong, Yongmiao
2014
Threshold autoregressive models for interval-valued time series data. Zbl 1452.62681
Sun, Yuying; Han, Ai; Hong, Yongmiao; Wang, Shouyang
2018
Characteristic function based testing for conditional independence: a nonparametric regression approach. Zbl 1393.62019
Wang, Xia; Hong, Yongmiao
2018
Testing strict stationarity with applications to macroeconomic time series. Zbl 1403.91275
Hong, Yongmiao; Wang, Xia; Wang, Shouyang
2017
Adaptive penalized splines for data smoothing. Zbl 06917838
Yang, Lianqiang; Hong, Yongmiao
2017
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling. Zbl 1400.91691
Yang, Wei; Han, Ai; Hong, Yongmiao; Wang, Shouyang
2016
Detecting for smooth structural changes in GARCH models. Zbl 1441.62634
Chen, Bin; Hong, Yongmiao
2016
A unified approach to validating univariate and multivariate conditional distribution models in time series. Zbl 1293.62181
Chen, Bin; Hong, Yongmiao
2014
A loss function approach to model specification testing and its relative efficiency. Zbl 1293.62100
Hong, Yongmiao; Lee, Yoon-Jin
2013
Testing for smooth structural changes in time series models via nonparametric regression. Zbl 1274.62557
Chen, Bin; Hong, Yongmiao
2012
Testing for the Markov property in time series. Zbl 1234.62119
Chen, Bin; Hong, Yongmiao
2012
Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes. Zbl 1290.62076
Hong, Yongmiao; Lee, Yoon-Jin
2011
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression. Zbl 1294.62093
Chen, Bin; Hong, Yongmiao
2010
Granger causality in risk and detection of extreme risk spillover between financial markets. Zbl 1429.62670
Hong, Yongmiao; Liu, Yanhui; Wang, Shouyang
2009
Interval time series analysis with an application to the sterling-dollar exchange rate. Zbl 1177.91113
Han, Ai; Hong, Yongmiao; Lai, K. K.; Wang, Shouyang
2008
Intuitionistic fuzzy quasi-metric and pseudo-metric spaces. Zbl 1173.54302
Hong, Y.; Fang, Xianwen; Wang, B.
2008
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates. Zbl 1418.62469
Hong, Yongmiao; Li, Haitao; Zhao, Feng
2007
Central limit theorems for generalized $$U$$-statistics with applications in nonparametric specification. Zbl 1359.62100
Gao, Jiti; Hong, Yongmiao
2007
Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? Zbl 1418.62379
Egorov, Alexei V.; Hong, Yongmiao; Li, Haitao
2006
Production allocation and shipment policies in a multiple-manufacturer–single-retailer supply chain. Zbl 1157.90456
Park, S. S.; Kim, T.; Hong, Y.
2006
Asymptotic distribution theory for nonparametric entropy measures of serial dependence. Zbl 1152.91729
Hong, Yongmiao; White, Halbert
2005
Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form. Zbl 1181.91272
Hong, Yongmiao; Lee, Yoon-Jin
2005
Joint economic production allocation and ordering policies in a supply chain consisting of multiple plants and a single retailer. Zbl 1082.90026
Kim, T.; Hong, Y.; Lee, J.
2005
Wavelet-based testing for serial correlation of unknown form in panel models. Zbl 1141.62359
Hong, Yongmiao; Kao, Chihwa
2004
Diagnostic checking for the adequacy of nonlinear time series models. Zbl 1441.62737
Hong, Yongmiao; Lee, Tae-Hwy
2003
Relay auto-tuning of PID controllers using iterative feedback tuning. Zbl 1018.93011
Ho, W. K.; Hong, Y.; Hansson, A.; Hjalmarsson, H.; Deng, J. W.
2003
A test for volatility spillover with application to exchange rates. Zbl 1053.62118
Hong, Yongmiao
2001
Testing for serial correlation of unknown form using wavelet methods. Zbl 0976.62037
Lee, Jin; Hong, Yongmiao
2001
One-sided testing for ARCH effects using wavelets. Zbl 1017.62078
Hong, Yongmiao; Lee, Jin
2001
Generalized spectral tests for serial dependence. Zbl 0963.62043
Hong, Yongmiao
2000
Hypothesis testing in time series via the empirical characteristic function: A generalized spectral density approach. Zbl 1072.62632
Hong, Yongmiao
1999
Testing for pairwise serial independence via the empirical distribution function. Zbl 0910.62046
Hong, Yongmiao
1998
One-sided testing for conditional hetroskedasticity in time series models. Zbl 0937.62089
Hong, Yongmiao
1997
Consistent testing for serial correlation of unknown form. Zbl 0960.62559
Hong, Yongmiao
1996
Testing for independence between two covariance stationary time series. Zbl 1029.62500
Hong, Yongmiao
1996
Consistent specification testing via nonparametric series regression. Zbl 0941.62125
Hong, Yongmiao; White, Halbert
1995
Heuristic algorithms for buffer allocation in a production line with unreliable machines. Zbl 0913.90146
Seong, D.; Chang, S. Y.; Hong, Y.
1995
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#### 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
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#### 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
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#### 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)