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- Cramér-Type Moderate Deviation for Studentized Compound Poisson Sum. Journal of Theoretical Probability 2015. 28:1556-1570 .
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression. Bernoulli 2014. 20:207-230 .
- Self-normalized limit theorems: A survey. Probability Surveys 2013. 2013:- .
- Long-range dependent time series specification. Bernoulli 2013. 2013-11:- .
- Self-normalized Cramér type moderate deviations for the maximum of sums. Bernoulli 2013. 19:1006-1027 .
- Nonparametric cointegrating regression with NNH errors. Econometric Theory 2013. 29:1-27 .
- A specification test for nonlinear nonstationary models. The Annals of Statistics 2012. 40:727-758 .
- Specification testing in nonlinear time series with long-range dependence. Econometric Theory 2011. 27:260-284 .
- Refined self-normalized large deviations for independent random variables. Journal of Theoretical Probability 2011. 24:307-329 .
- Refined Self-normalized Large Deviations for Independent Random Variables. Journal of Theoretical Probability 2011. 24:307-329 .
- Asymptotic theory for zero energy functionals with nonparametric regression applications. Econometric Theory 2011. 27:235-259 .
- Strong approximations of level exceedences related to multiple hypothesis testing. Bernoulli 2010. 16:418-434 .
- A unified approach to Edgeworth expansions for a general class of statistics. Statistica Sinica 2010. 20:613-636 .
- Structural Nonparametric Cointegrating Regression. Econometrica 2009. 77:1901-1948 .
- Cramér type moderate deviations for the maximum of self-normalized sums. Electronic Journal of Probability 2009. 14:1181-1197 .
- Confidence regions for the intensity function of a cyclic Poisson process. Statistical Inference for Stochastic Processes 2009. 12:21-36 .
- Relative errors in central limit theorems for student's t statistic, with applications. Statistica Sinica 2009. 19:343-354 .
- Edgeworth expansions for a sample sum from a finite set of independent random variables. Electronic Journal of Probability 2007. 12:1402-1417 .
- Cramér-type large deviations for samples from a finite population. The Annals of Statistics 2007. 35:673-696 .
- Change in the mean in the domain of attraction of the normal law. Austrian Journal of Statistics 2006. 35:93-103 .
- Exact convergence rate and leading term in the central limit theorem for $U$-statistics. Statistica Sinica 2006. 16:1409-1422 .
- Limit theorems for self-normalized large deviation. Electronic Journal of Probability 2005. 10:1260-1285 .
- On the self-normalized Cramér-type large deviation. Journal of Theoretical Probability 2005. 18:891-909 .
- Weighted bootstrap for $U$-statistics. Journal of Multivariate Analysis 2004. 91:177-198 .
- Exact convergence rate and leading term in central limit theorem for student’s t statistic. The Annals of Probability 2004. 32:1419-1437 .
- On Darling-Erdős type theorems for self-normalized sums. .
- On weighted approximations and strong limit theorems for self-normalized partial sums processes. .
- Exact convergence rate and leading term in central limit theorem for Student’s T statistic. The Annals of Probability 2004. 32:1419-1437 .
- Darling-Erdås theorem for self-normalized sums. The Annals of Probability 2003. 31:676-692 .
- Edgeworth expansion for U-statistics under minimal conditions. The Annals of Statistics 2003. 31:1376-1391 .
- Self-normalized craméR-type large deviations for independent random variables. The Annals of Probability 2003. 31:2167-2215 .
- Asymptotics for general fractionally integrated processes with applications to unit root tests. Econometric Theory 2003. 19:143-164 .
- Strong approximation for long memory processes with applications. Journal of Theoretical Probability 2003. 16:377-389 .
- Edgeworth expansion for $U$-statistics under minimal conditions. The Annals of Statistics 2003. 31:1376-1391 .
- Self-normalized Cramr-type large deviations for independent random variables. The Annals of Probability 2003. 31:2167-2215 .
- Darling--erdős theorem for self-normalized sums. The Annals of Probability 2003. 31:676-692 .
- The invariance principle for linear processes with applications. Econometric Theory 2002. 18:119-139 .
- Non-uniform Berry-Esséen bound for $U$-statistics. Statistica Sinica 2002. 12:1157-1169 .
- Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence. Journal of Applied Mathematics and Decision Sciences 2002. 6:255-269 .
- Asymptotics for moving average processes with dependent innovations. Statistics & Probability Letters 2001. 54:347-356 .
- The Berry-esséen bound for studentized statistics. The Annals of Probability 2000. 28:511-535 .
- Kolmogrov and Erdös test for self-normalized sums. Statistics & Probability Letters 1999. 42:323-326 .
- On Berry-Esseen rates for $m$-dependent $U$-statistics. Statistics & Probability Letters 1999. 41:123-130 .
- An exponential nonuniform Berry-Esseen bound for self-normalized sums. The Annals of Probability 1999. 27:2068-2088 .
- An Exponential Nonuniform Berry-Esseen Bound for Self-Normalized Sums. The Annals of Probability 1999. 27:2068-2088 .
- Bootstrap approximation for $L$-statistics with unbounded score function (Chinese). Chinese Annals of Mathematics Series A 1995. 15:281-286 .
- The rate of the bootstrap approximation for an $L$-statistic (Chinese). Acta Mathematica Sinica / Shuxue Xuebao (Chinese Series) 1993. 36:223-232 .
- On the $L_p$ ($1<p<\infty$)-metric property of estimates of error variance in linear models (Chinese). Acta Mathematicae Applicatae Sinica / Yingyong Shuxue Xuebao (Chinese Series) 1993. 16:10-22 .
- Two-sided bounds on the rate of convergence to the normal distribution of $U$-statistics (Chinese). Journal of Systems Science and Mathematical Sciences / Xitong Kexue yu Shuxue (Chinese version) 1992. 12:35-40 .
- Two-sided bounds on the rate of convergence to the normal distribution of the estimator of the error variance. Chinese Journal of Applied Probability and Statistics 1992. 8:365-373 .
- On sequences of double arrays and estimates of the convergence speed (Chinese). Journal of Mathematics / Shuxue Zazhi 1992. 12:334-341 .
- The almost sure bound of two-sample rank order statistics (Chinese). Chinese Journal of Applied Probability and Statistics 1989. 5:33-44 .
- Strong approximation for linear functions of order statistics (Chinese). Journal of Mathematics / Shuxue Zazhi 1989. 9:181-186 .
- Strong approximations for jackknifing function of $U$-statistics and von-Mises statistics (Chinese). Journal of Systems Science and Mathematical Sciences / Xitong Kexue yu Shuxue (Chinese version) 1988. 8:315-323 .