Fengyang He
Biographic Data
| ID | 8920669 |
|---|---|
| NAME | Fengyang He |
| GIVEN NAMES | Fengyang |
| FAMILY NAME | He |
| SIGNATURE | HE F |
| AFFILIATIONS | Hunan University of Technology and Business |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2026 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Extremal local linear quantile regression for heavy-tailed time series with near epoch dependence
This paper develops a data-driven inference procedure for extreme analysis of data with near epoch dependence (NED), a condition less restrictive than traditional dependence structures like α-mixing, making it particularly useful for analyzing heavy-tailed time series data. To capture nonlinear data structures, we propose a new framework that combines local linear quantile regression with extreme value theory. We first study the asymptotic proper…
No prominent works on this page.
Extremal local linear quantile regression for heavy-tailed time series with near epoch dependence
This paper develops a data-driven inference procedure for extreme analysis of data with near epoch dependence (NED), a condition less restrictive than traditional dependence structures like α-mixing, making it particularly useful for analyzing heavy-tailed time series data. To capture nonlinear data structures, we propose a new framework that combines local linear quantile regression with extreme value theory. We first study the asymptotic proper…
Advanced Statistical Methods and Models (1 works) · Financial Risk and Volatility Modeling (1 works) · Linear regression (1 works) · Quantile (1 works) · Quantile regression (1 works) · Regression (1 works) · Statistical Methods and Inference (1 works) · Time series (1 works)