杨亚星

助理教授

香港科技大学


电话:

电子邮件:yyangaj@gmail.com

办公室:经济楼D127

个人主页:

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.
M.Phil. in Probability and Mathematical Statistics, Hainan Normal University, China, 2012.
B.S. in Mathematics, Hainan Normal University, China, 2009.

1. Yang, Y.X. and Ling, S. (2016). Inference for heavy-tailed and multiple-threshold double autoregressive models. Journal of Business & Economic Statistics (DOI:10.1080/07350015.2015.1064433).

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. (2016). Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models."  Accepted by Journal of Econometrics.