学者信息
已发表成果：
WOK 论文 8 篇;
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Least Square Estimation for Continuous Threshold Autoregressive and Moving-Average Models
SSRN,1556-5068,2024-06-19.
Deng, Yaping (1); Wei, Shufang (2); Yang, Yaxing (2, 3)
EI:20240255413 10.2139/ssrn.4870644
收录情况：EI -
Testing ARCH effect of high-dimensional time series data
Communications in Statistics: Simulation and Computation,0361-0918,2024.
Li, Xuejiao; Wei, Shufang; Yang, Yaxing
WOS:001261716600001 EI:20242616316179 10.1080/03610918.2024.2367001
收录情况：SCIE、EI -
Maximum likelihood estimation for α-stable double autoregressive models
Journal of Econometrics,0304-4076,2023-09.
Li, Dong; Tao, Yuxin; Yang, Yaxing; Zhang, Rongmao
WOS:001029995800001 EI:20232514271599 10.1016/j.jeconom.2023.04.011
收录情况：SCIE、EI、SSCI -
Consistency of global LSE for MA(1) models
STATISTICS & PROBABILITY LETTERS,0167-7152,2022-03.
Yang, Yaxing; Ling, Shiqing; Wang, Qiying
WOS:000744244300008 10.1016/j.spl.2021.109292
收录情况：SCIE -
Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,0735-0015,2021-01-02.
Ling, SQ; Tsay, RS; Yang, YX
WOS:000484488900001 10.1080/07350015.2019.1647844
收录情况：SCIE、SSCI、CPCI-S、CPCI-SSH -
Self-Weighted Lad-Based Inference for Heavy-Tailed Continuous Threshold Autoregressive Models
JOURNAL OF TIME SERIES ANALYSIS,0143-9782,2020-01.
Yang, YX; Li, D
WOS:000477337900001 10.1111/jtsa.12492
收录情况：SCIE -
Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,0735-0015,2017-04.
Yang, Yaxing; Ling, Shiqing
WOS:000398183000012 10.1080/07350015.2015.1064433
收录情况：SCIE、SSCI -
Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
Journal of Econometrics,0304-4076,2014-12-24.
Yang, Yaxing(1); Ling, Shiqing(2)
WOS:000396966200010 EI:20170603329690;20171003419611 10.1016/j.jeconom.2016.11.009
收录情况：SCIE、EI、SSCI