Research

Research Interests:

Censored data analysis; Econometrics; Long memory and nonlinear processes; Nonparametric method;  Online learning; Self-normalized inference; Time series analysis.

Publications:

  • Wei Biao Wu, Yinxiao Huang and Wei Zheng (2010): Covariance estimation for long memory processes.  Advances in Applied Probability, 42(1), 137–157. pdf
  • Wei Biao Wu, Yinxiao Huang and Yibi Huang (2010): Kernel estimation of time series, an asymptotic theory. Stochastic Processes and their Applications, 120(12), 2412–2431. pdf
  • Yinxiao Huang, Xiaohong Chen and Wei Biao Wu (2014): Recursive nonparametric estimation for time series.  IEEE Transactions on Information Theory, 60 (2), 1301–1312. pdf link

Working Papers:

  • Yinxiao Huang, Stanislav Volgushev and Xiaofeng Shao (201x): On self-normalization for censored dependent data.  submitted.
  • Yinxiao Huang and Wei Biao Wu (201x): Series estimation for dependent processes. Working Paper.
  • Yinxiao Huang and Xiaofeng Shao (201x): A bandwidth-free method for inference using generalized estimating equations. Work in progress
  • Yinxiao Huang and Xiaofeng Shao (201x): On coverage bounds for subsampling and block bootstrap. Work in progress.