- Justus Holman, Yicong Lin, Andre Lucas, and Anne Opschoor. Joint eigenvector and eigenvalue dynamics with an application to time-varying covariance matrices.
- Yicong Lin. Confidence sets for the date of a weak mean break in functional data.
- Yicong Lin and Andre Lucas. Testing for univariate score-driven parameter dynamics. [Revision requested]
- Yicong Lin and Andre Lucas. Robust observation-driven location-scale dynamics for objects on multi-dimensional domains. [Revision requested]
- Chenhui Wang, Juan Juan Cai, Yicong Lin and Julia Schaumburg. Clustering extreme value indices in large panels. [R&R]
- Xia Zou, Yicong Lin, and Andre Lucas. Improving score-driven density forecasts with an application to implied volatility surface dynamics. [Revision requested]
- Yicong Lin, Bernhard van der Sluis, and Marina Friedrich. Bootstrapping trending time-varying coefficient panel models with missing observations.
