Modeling maxima with autoregressive conditional Fréchet modelZifeng ZhaoZhengjun ZhangRong ChenJournal of Econometrics2018
Inference for multiple change-points in time series via likelihood ratio scan statisticsChunyip YauZifeng Zhao Journal of the Royal Statistical Society - Series B7842016
Regressor and disturbance have moments of all order, least squares estimator has noneKenneth WestZifeng ZhaoStatistics & Probability Letters1152016