Yao Zheng

High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition

Di Wang, Yao Zheng, Heng Lian et al. · Journal of the American Statistical Association · 2020 · 71 citations

Engineering, High-dimensional Method, Data Science +11

On analytical solutions of the Black–Scholes equation

Martin Böhner, Yao Zheng · Applied Mathematics Letters · 2008 · 59 citations

Elliptic Equation, Black-scholes Model, Black–scholes Equation

Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity

Yao Zheng, Qianqian Zhu, Guodong Li et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2018 · 41 citations

Volatility Modeling, Engineering, Time Series Models +18

The method of fundamental solutions for inverse boundary value problems associated with the steady-state heat conduction in anisotropic media

Bangti Jin, Yao Zheng, Liviu Marin · International Journal for Numerical Methods in Engineering · 2005 · 34 citations

Numerical Analysis, Method Of Fundamental Solution, Numerical Computation +15

On Fréchet autoregressive conditional duration models

Yao Zheng, Yang Li, Guodong Li · Journal of Statistical Planning and Inference · 2016 · 19 citations · Full text

Statistics, Nonlinear Time Series, Econometrics