杨亚星
副教授
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
Office Hours：


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.


Ling, S., Tsay, R.S. and Yang, Y.X. (2019). Testing serial correlation and ARCH effect of high-dimensional time series data. Journal of Business & Economic Statistics. DOI: 10.1080/**.2019.**.
Yang, Y.X. and Li D. (2019). Sel-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models. Journal of Time Series Analysis.DOI: 10.1111/jtsa.12492.
Yang, Y.X. and Ling S. (2018). A note on the LSE of three regime TAR model with an infinite variance. Annals of Financial Economics, 13(02), 1-13.
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.
Yang, Y.X.and Ling, S. (2017). Self-weighted LAD-based inference for heavy-tailedthreshold autoregressive models.Journal of Econometrics, 197(2),368-381.
Tai, M.T., Yang, Y.X. and Ling, S. (2016) Diagnostic checking of partiallynonstationary multivariaten AR and ARMA models. Advances in Time Series Methods and Application（Part of the Fields Institute Communications book series,78,115-130.


国家自然科学基金青年科学基金项目：连续型门限模型的统计推断及应用, 2019-2021。
福建省自然科学基金面上项目：一类门限波动率模型的统计推断研究，2019-2021。