Yaxing Yang

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data
Journal of Business and Economic Statistics
2024-10-11Paper
Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models
Journal of Business and Economic Statistics
2024-10-09Paper
Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models
Journal of Econometrics
2023-08-18Paper
Consistency of global LSE for MA(1) models
Statistics & Probability Letters
2022-01-24Paper
Self-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models
Journal of Time Series Analysis
2020-05-27Paper
Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
Journal of Econometrics
2017-03-10Paper


Research outcomes over time


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