- Yunyi Zhang,
*`Regression with Complex Data: Regularization, Prediction and Bootstrap'*(Dept. of Mathematics, UCSD, 2022). - Yiren Wang,
*`Towards a Theoretical Foundation of the Model-free Bootstrap for Regression and Time Series'*series' (Dept. of Mathematics, UCSD, 2021). - Jie Chen,
*`Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data'*(Dept. of Mathematics, UCSD, 2018). - Srinjoy Das,
*`Model-Based and Model-Free Prediction Techniques for Locally Stationary Time Series and Random Fields'*(Dept. of Electrical and Computer Engineering, UCSD, 2018---coadvisor with Kenneth Kreutz-Delgado). - Tingyi Zhu,
*`Kernel methods in nonparametric functional time series'*(Dept. of Mathematics, UCSD, 2017). - Nan Zou,
*`Bootstrap Tests for unit root and seasonal unit root'*(Dept. of Mathematics, UCSD, 2017). - Liang Wang,
*`Topics in Transformation-based Statistical Methods'*(Dept. of Mathematics, UCSD, 2015). - Li Pan,
*`Bootstrap Prediction Intervals for Time Series'*(Dept. of Mathematics, UCSD, 2013). - William Garner,
*`Resampling Inhomogeneous Marked Point Processes'*(Dept. of Mathematics, UCSD, 2011). - Chris Chang,
*`Topics in Nonparametric Statistics'*(Dept. of Mathematics, UCSD, 2011). - Arthur Berg,
*`Nonparametric Function Estimation with Infinite-Order Kernels and Applications'*(Dept. of Mathematics, UCSD, 2007). -
Tim McMurry,
*`Infinite order flat-top kernels in nonparametric regression'*(Dept. of Mathematics, UCSD, 2004). - Cameron Parker,
*`Block Bootstrap Methods for Unit Root Testing'*(Dept. of Mathematics, UCSD, 2003). -
Arif Dowla,
*`Local block bootstrap based inference for nonstationary time series'*(Dept. of Mathematics, UCSD, 2002). -
Tucker McElroy,
*`Statistical Inference for Parameters of Time Series Exhibiting the Noah and Joseph Effects'*(Dept. of Mathematics, UCSD, 2001). - Zusheng Jin,
*`Subsampling methods for stochastic processes based on Poisson samples'*(Dept. of Statistics, Purdue University, 1998---coadvisor: George McCabe).