Ke Zhu

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-7093-1220

University of Hong Kong

Publications

• Quantiled conditional variance, skewness, and kurtosis by Cornish–Fisher expansion — The Annals of Applied Statistics 2026
• Matrix GARCH Model: Inference and Application — Journal of the American Statistical Association 2025
• Statistical inference for autoregressive models under heteroscedasticity of unknown form — The Annals of Statistics 2019
• Quantile regression under memory constraint — The Annals of Statistics 2019
• Bootstrapping the portmanteau tests in weak auto-regressive moving average models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016
• LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises — Journal of the American Statistical Association 2015
• Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA–GARCH/IGARCH models — The Annals of Statistics 2011