Xialu Liu
From MaRDI portal
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Improving estimation of portfolio risk using new statistical factors Annals of Operations Research | 2025-03-21 | Paper |
| Identification and estimation of threshold matrix-variate factor models Scandinavian Journal of Statistics | 2022-10-06 | Paper |
| Threshold factor models for high-dimensional time series Journal of Econometrics | 2020-03-20 | Paper |
| Regime-switching factor models for high-dimensional time series Statistica Sinica | 2016-10-26 | Paper |
| Convolutional autoregressive models for functional time series Journal of Econometrics | 2016-09-06 | Paper |
| Functional coefficient seasonal time series models with an application of Hawaii tourism data Computational Statistics | 2016-08-12 | Paper |
Research outcomes over time
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