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