Concepedia

Rongmao Zhang

RZ

9

Publications

353

Citations

9

H-Index

2011

Active since

Affiliations

Zhejiang University(Current)

Chinese University of Hong Kong

Hong Kong University of Science and Technology

Georgia Institute of Technology

Rongmao Zhang is an author at Zhejiang University specializing in statistics, engineering, and estimation theory.

Top concepts

StatisticsEngineeringEstimation TheoryVolatility ModelingStatistical InferenceBusinessEconometricsFinanceEconomicsForecasting

Publications per year

2011–2018

9

Publications

9

Group LASSO for Structural Break Time Series

Ngai Hang Chan, Chun Yip Yau, Rongmao Zhang · Journal of the American Statistical Association · 2013 · 109 citations

Identifying Cointegration by Eigenanalysis

Rongmao Zhang, Peter M. Robinson, Qiwei Yao · Journal of the American Statistical Association · 2018 · 56 citations

Volatility Modeling, Economics, Nonstationary Time Series +9

ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES

Rongmao Zhang, Shiqing Ling · Econometric Theory · 2014 · 45 citations

Volatility Modeling, Tail Index α, Engineering +7

LASSO estimation of threshold autoregressive models

Ngai Hang Chan, Chun Yip Yau, Rongmao Zhang · Journal of Econometrics · 2015 · 44 citations

Engineering, High-dimensional Method, Lasso Estimation +4

On a Threshold Double Autoregressive Model

Dong Li, Shiqing Ling, Rongmao Zhang · Journal of Business and Economic Statistics · 2015 · 43 citations

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