杨亚星

助理教授

香港科技大学统计学博士


电话:

电子邮件:yangyx@xmu.edu.cn

办公室:经济楼D127

个人简介 研究成果 研究项目

 

Research interests:

Financial Econometrics,
Nonlinear time series analysis.
 
Education:
Ph.D. in Statistics, Hong Kong University of Science and Technology, 2016.

1. Yang, Y.X. and Ling, S. (2017). Inference for heavy-tailed and multiple-threshold double autoregressive models. Journal of Business & Economic Statistics, 35,318-333.

2. Tai, M.T., Yang, Y. and Ling, S. (2016) Diagnostic checking of partially no nstationary multivariaten AR and ARMA models. To appear in McLeod Festscrift volume, Publisher-Springer.
3. Yang, Y.X. and Ling, S. (2017). Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models. Journal of Econometrics, 197(2),368-381.