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 ZhaoJournal of the Royal Statistical Society - Series B2016
Regressor and disturbance have moments of all order, least squares estimator has noneKenneth WestZifeng ZhaoStatistics & Probability Letters1152016