Rongning Wu

Education

Ph.D., Statistics, Colorado State University

M.S., Statistics, Colorado State University

B.S., Applied Mathematics, Southeast University

Journal Articles

(2021). Estimation of change-point for a class of count time series models. Scandinavian Journal of Statistics, 48. 1277-1313.

Wang, Q., & Wu, R. (2020). Test of parameter changes in a class of observation-driven models for count time series. Communications in Statistics - Theory and Methods, 49. 1933-1959.

Wu, R., & Cui, Y. (2018). Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance. Electronic Journal of Statistics, 12. 941-959.

(2017). On Estimation of Peakedness-Ordered Distributions. Communications in Statistics - Theory and Methods, 46(10). 4855-4869.

Cui, Y., & Wu, R. (2016). On conditional maximum likelihood estimation for INGARCH(p, q) models. Statistics & Probability Letters, 118. 1-7.

Wang, Q., & Wu, R. (2015). Semiparametric regression for time series of counts. Communications in Statistics - Theory and Methods, 44(5). 983–995.

Wu, R., & Cui, Y. (2014). A parameter-driven logit regression model for binary time series. Journal of Time Series Analysis, 35. 462-477.

(2014). Diagnostic tests for non-causal time series with infinite variance. Journal of Statistical Planning and Inference, 147. 117-131.

Wu, R. (2014). Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models. Statistics and Probability Letters, 94. 69-76.

(2014). A portmanteau test for ARMA processes with infinite variance. Communications in Statistics - Simulation and Computation, 43(3). 597-614.

(2013). M-estimation for general ARMA processes with infinite variance. Scandinavian Journal of Statistics, 40(3). 571-591.

(2013). The Influence of Imprisonment on HIV and its Impact on Health-Related Inequalities in New York City. International Journal of Economics & Business Research, 6(2). 115-126.

(2013). Shrinkage estimation of partially linear single-index models. Statistics and Probability Letters, 83(10). 2324-2331.

(2012). Shrinkage estimation for linear regression with ARMA errors. Journal of Statistical Planning and Inference, 142(7). 2136–2148.

(2012). On variance estimation in a negative binomial time series regression model. Journal of Multivariate Analysis, 112. 145-155.

(2011). Least absolute deviation estimation for general ARMA time series models with infinite variance. Statistica Sinica, 21(2). 779-805.

(2011). Blockwise empirical likelihood for time series of counts. Journal of Multivariate Analysis, 102. 661-673.

(2010). Least absolute deviation estimation for general autoregressive moving average time series models. Journal of Time Series Analysis, 31. 98-112.

(2009). A negative binomial model for time series of counts. Biometrika, 96(3). 735-749.

Book Chapters

(2012). LAD estimation with applications in time series analysis. (pp. 1116-1122). Chichester,UK. John Wiley and Sons, Ltd.

Presentations

Wu, R. (2018, June 17). Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance. ICSA Applied Statistics Symposium 2018. : International Chinese Statistical Association.

Wu, R. (2016, August 2). Least tail-trimmed absolute deviation estimation for autoregressions with infinite/finite variance. Joint Statistical Meetings. : American Statistical Association.

Wu, R. (2015, August 11). A parameter-driven logit regression model for binary time series. Joint Statistical Meetings. : American Statistical Association.

Wu, R. (2014, August 4). M-estimation for general ARMA processes with infinite variance. Joint Statistical Meetings. : American Statistical Association.

Wu, R. (2014, February 12). Least absolute deviation estimation for general autoregressive moving average time series models. : State University of New York at New Paltz.

Wu, R. (2013, September 27). A parameter driven logit regression model for binary time series. 2013 NBER-NSF Time Series Conference. Federal Reserve Board, Washington, D.C.

Wu, R. (2012, April 20). Least absolute deviation estimation for general autoregressive moving average time series models. CUNY Statistics Seminar. CUNY Graduate Center

Wu, R. (2012, March 23). Least absolute deviation estimation for general MA(1) models. Seminar on Stochastic Processes. Department of Mathematics, University of Kansas

Wu, R. (2011, August 3). Least Absolute Deviation Estimation for General Autoregressive Moving Average Time Series Models. Joint Statistical Meetings. : American Statistical Association.

Wu, R. (2009, July 28). A negative binomial model for time series of counts. IMS New Researchers Conference. : Institute of Mathematical Statistics.

Wu, R. (2009, April 3). A negative binomial model for time series of counts. CUNY Statistics Seminar. CUNY Graduate Center

Wu, R. (2007, March 16). Parameter estimation for general autoregressive moving average models. Southern Illinois University-Edwardsville: Department of Mathematics and Statistics, Southern Illinois University-Edwardsville.

Wu, R. (2007, February 16). Least absolute deviation estimation for general autoregressive moving average models. The University of Missouri-Rolla: Department of Mathematics and Statistics, The University of Missouri-Rolla.

Wu, R. (2007, January 19). Least absolute deviation estimation for noncausal/noninvertible ARMA models. University of North Florida: Department of Mathematics and Statistics, University of North Florida.

Other Scholarly Works

Research Currently in Progess

Wu, R.(n.d.). Least absolute deviation estimation for single-index models with time series errors. In Progress.

Wu, R., & Cui, Y.(n.d.). Least tail-trimmed absolute deviation estimation for ARMA processes with infinite variance. In Progress.

College

Professional