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厦门大学王亚南经济研究院导师教师师资介绍简介-冷旋

本站小编 Free考研考试/2021-05-08


冷旋
助理教授
中国科学技术大学理学博士
电话:
电子邮件:xleng@xmu.edu.cn
办公室:A402
Office Hours:
个人主页:http://lengxuan.weebly.com


个人简介 研究成果 研究项目 工作经历
2019.9 - Assistant Professor, WISE & SOE, Xiamen University
2018.8-2019.5 Postdoc, Department of Statistics, National University of Singapore
2016.8-2018.7 Postdoc, Econometric Institute, Erasmus University Rotterdam
教育经历
2010-2016 Phd in Statistics, University of Science & Technology of China
2014-2016 Visiting Phd (CSC), Georgia Tech
研究方向
Panel data analysis; Extreme value statistics in economics and finance
教学
高等概率论(研究生)
概率导论(本科生)

1. Huang, H., Leng, X., Liu, X. and Peng, L. (2020). Unit root test and weighted least squares estimator for an AR process with possible GARCH errors. Journal of Financial Econometrics, 18, 425-470
2. Leng, X., Peng, L., Wang, X. and Zhou, C. (2019). Endpoint estimation for observations with normal measurement errors. Extremes, 22,71-96
3.Leng, X. and Peng, L. (2017). Testing for a unit root in Lee-Carter mortalitymodel. ASTIN Bulletin, 47, 715-735.
4.Leng, X. and Peng, L. (2016). Inference pitfalls in Lee-Carter model for forecasting mortality.Insurance: Mathematics and Economics, 70, 58-65.
5.Leng, X., Zhuang, J. and Hu, T. (2016). Dispersive ordering for the multivariate normal distribution. Probability in the Engineering and Informational Sciences, 30, 141–152.
6.Leng, X. and Hu, T. (2014). The closure property of 2RV under random sum. Statistics and Probability Letters, 92, 158-167.
7.Leng, X. and Hu, T. (2014). The tail behavior of randomly weighted sums of dependent random variables. Statistics and Its Interface, 7, 331-338.
8.Pan, X., Leng, X. and Hu, T. (2013). The second-order version of Karamata's theorem with applications. Statistics and Probability Letters, 83, 1397-1403.

国家自然科学基金青年科学基金项目:基于分位数面板回归的组类识别与估计,**, 2021-01至2023-12, 24万元,主持











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