1. Zhu, F.∗, Xu, N., Li, Q. and Ling, S. (2026). Z-valued smooth transition GARCH models: Specification and testing. Journal of the American Statistical Association, forthcoming.
2. Zhu, F. (2026). Fukang Zhu’s contribution to the discussion of ‘Regression by composition’ by Farewell et al. Journal of the Royal Statistical Society Series B, forthcoming.
3. Zhu, F.∗ and Guo, X. (2026). Fukang Zhu and Xiangyu Guo’s contribution to the discussion of ‘Statistical exploration of the manifold hypothesis’ by Whiteley et al. Journal of the Royal Statistical Society Series B, forthcoming.
4. Xu, N. and Zhu, F.∗ (2026). Nuo Xu and Fukang Zhu’s contribution to the discussion of ‘New tools for network time series with an application to COVID-19 hospitalisations’ by Nason et al. Journal of the Royal Statistical Society Series A, 189(1), 186-187.
5. Weiß, C.H. and Zhu, F.∗ (2025). Mean-preserving rounding integer-valued ARMA models. Journal of Time Series Analysis, 46(3), 530-551.
6. Weiß, C.H. and Zhu, F.∗ (2025). Tobit models for count time series. Scandinavian Journal of Statistics, 52(1), 381-415.
7. Chen, H.∗, Han, Z. and Zhu, F. (2025). A trinomial difference autoregressive process for the bounded Z-valued time series. Journal of Time Series Analysis, 46(1), 152-180.
8. Zhu, F., Liu, M., Ling, S. and Cai, Z.∗ (2023). Testing for structural change of predictive regression model to threshold predictive regression model. Journal of Business & Economic Statistics, 41(1), 228-240.
9. Xu, Y. and Zhu, F.∗ (2022). A new GJR-GARCH model for Z-valued time series. Journal of Time Series Analysis, 43(3), 490–500.
10. Liu, M., Zhu, F.∗ and Zhu, K. (2022). Modeling normalcy-dominant ordinal time series: An application to air quality level. Journal of Time Series Analysis, 43(3), 460-478.
11. Weiß, C.H., Zhu, F.∗ and Hoshiyar, A. (2022). Softplus INGARCH models. Statistica Sinica, 32(2), 1099-1120.
12. Liu, M., Zhu, F. and Zhu, K.∗ (2022). Multifrequency-band tests for white noise under heteroskedasticity. Journal of Business & Economic Statistics, 40(2), 799-814. (SSCI)
13. Ling, S., Peng, L. and Zhu, F.∗ (2015). Inference for a special bilinear time-series model. Journal of Time Series Analysis, 36(1), 61-66.
14. Zhu, F., Cai, Z. and Peng, L.∗ (2014). Predictive regressions for macroeconomic data. Annals of Applied Statistics, 8(1), 577-594.
15. Zhang, H., Wang, D.∗ and Zhu, F. (2011). Empirical likelihood inference for random coefficient INAR(p) process. Journal of Time Series Analysis, 32(3), 195-203.
16. Zhu, F. (2011). A negative binomial integer-valued GARCH model. Journal of Time Series Analysis, 32(1), 54-67.
17. Zhu, F. and Wang, D.∗ (2008). Estimation of parameters in the NLAR(p) model. Journal of Time Series Analysis, 29(4), 619-628.
