Search Results for author: Yundong Tu

Found 3 papers, 0 papers with code

Smoothing the Nonsmoothness

no code implementations28 Sep 2023 Chaohua Dong, Jiti Gao, Bin Peng, Yundong Tu

To tackle difficulties for theoretical studies in situations involving nonsmooth functions, we propose a sequence of infinitely differentiable functions to approximate the nonsmooth function under consideration.

Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models

no code implementations16 Jan 2023 Chaohua Dong, Jiti Gao, Yundong Tu, Bin Peng

Generalized functions incorporate local integrable functions, the so-called regular generalized functions, while the so-called singular generalized functions (e. g. Dirac delta function) can be obtained as the limits of a sequence of sufficient smooth functions, so-called regular sequence in generalized function context.

Time Series Time Series Analysis

Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice

no code implementations3 Nov 2021 Chaohua Dong, Jiti Gao, Bin Peng, Yundong Tu

This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regressors.

Time Series Time Series Analysis

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