
教授,、博士生導(dǎo)師,、副院長(zhǎng)
華南農(nóng)業(yè)大學(xué)
數(shù)學(xué)與信息學(xué)院
時(shí)間序列分析 , 高維數(shù)據(jù)分析 , 機(jī)器學(xué)習(xí)
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1個(gè)人簡(jiǎn)介
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2教育經(jīng)歷
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3工作背景
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4訪問(wèn)背景
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5授課課程
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6已發(fā)表科研論文
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7專(zhuān)著
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8教材
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9主持課題
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10Contact Me
教授,,博士生導(dǎo)師。2015年獲中國(guó)人民大學(xué)統(tǒng)計(jì)學(xué)院博士學(xué)位,,2006年至今在華南農(nóng)業(yè)大學(xué)工作,,現(xiàn)為數(shù)學(xué)與信息學(xué)院,、軟件學(xué)院副院長(zhǎng)。近年來(lái)主持國(guó)家自然科學(xué)基金重大研究計(jì)劃培育項(xiàng)目,,國(guó)家自然科學(xué)基金面上項(xiàng)目,,國(guó)家社科基金青年項(xiàng)目,教育部人文社科基金規(guī)劃項(xiàng)目各1項(xiàng),。在國(guó)內(nèi)外學(xué)術(shù)期刊發(fā)表論文30余篇,,發(fā)表專(zhuān)著2部,。擔(dān)任美國(guó)數(shù)學(xué)評(píng)論評(píng)論員,;擔(dān)任中國(guó)商業(yè)統(tǒng)計(jì)會(huì),、中國(guó)現(xiàn)場(chǎng)統(tǒng)計(jì)研究會(huì)資源與環(huán)境,,生存分析,大數(shù)據(jù)分析分會(huì)理事,;擔(dān)任廣東省統(tǒng)計(jì)學(xué)會(huì)常務(wù)理事,;廣東省現(xiàn)場(chǎng)統(tǒng)計(jì)學(xué)會(huì)副理事長(zhǎng),。電子郵箱:[email protected]
2012/9–2015/6 中國(guó)人民大學(xué)統(tǒng)計(jì)學(xué)院,, 統(tǒng)計(jì)學(xué),, 博士
2003/9–2006/6 華東師范大學(xué)統(tǒng)計(jì)系,, 概率統(tǒng)計(jì),, 碩士
1993/9–1997/6 江蘇師范大學(xué)(原徐州師范大學(xué))數(shù)學(xué)系,, 數(shù)學(xué)教育,, 學(xué)士
2018/12-至今 華南農(nóng)業(yè)大學(xué),數(shù)學(xué)與信息(軟件)學(xué)院,,教授
2015/1-2018/11 華南農(nóng)業(yè)大學(xué),數(shù)學(xué)與信息(軟件)學(xué)院,,副教授
2011/12-2014/12 華南農(nóng)業(yè)大學(xué),,理學(xué)院,,副教授
2006/7-2011/11 華南農(nóng)業(yè)大學(xué),理學(xué)院,講師
1997/8-2003/8 江蘇省徐州第七高級(jí)中學(xué),,中學(xué)教師
2018/9-2019/6 東北師范大學(xué),統(tǒng)計(jì)與數(shù)學(xué)學(xué)院,,訪問(wèn)學(xué)者
2018/7-2018/8 香港大學(xué),統(tǒng)計(jì)與精算系,,Research Associate
2016/12-2017/12 美國(guó)德州農(nóng)工大學(xué),,統(tǒng)計(jì)系,,國(guó)家公派訪問(wèn)學(xué)者
2015/7-2015/8 香港理工大學(xué),,應(yīng)用數(shù)學(xué)系,,Research Associate
2013/11-2014/2 香港浸會(huì)大學(xué),,數(shù)學(xué)系,,訪問(wèn)學(xué)人(王寬誠(chéng)教育基金會(huì)和香港浸會(huì)大學(xué)合辦的中國(guó)內(nèi)地訪問(wèn)學(xué)人計(jì)劃)
2013/7-2013/8 香港理工大學(xué),,應(yīng)用數(shù)學(xué)系,,Research Associate
高等數(shù)理統(tǒng)計(jì);時(shí)間序列分析,;回歸分析,;多元統(tǒng)計(jì)分析;非參數(shù)統(tǒng)計(jì),;數(shù)理統(tǒng)計(jì),;統(tǒng)計(jì)計(jì)算
#學(xué)生,* 通訊作者
[22] Qiang Xia, Xianyang Zhang*, Adaptive testing for alphas in high dimensional factor pricing models, Journal of Business & Economic Statistics Statistics. 2023 (SSCI&SCI, 已接收)
[21] Jun Yang#, Renjie Wu#, Qiang Xia, Jingjing Yu, Lingxian Yi, Ying Huang, Meixin Deng, Wanyun He, Yuman Bai, luchao Lv, Vincent Burrus, Chengzhen Wang, and Jian-Hua Liu*, The evolution of infectious transmission promotes the persistence of mcr-1 plasmids, mBio. 2023 (SCI, 已接收, 共同一作)
[20] Rubing Liang, Binbin Qin, Qiang Xia*, Bayesian Inference for Mixed Gaussian GARCH-type Model by Hamiltonian Monte Carlo Algorithm, Computational Economics. 2022 (SSCI&SCI, 已接收, 通訊作者)
[19] Xiaobing Zheng#, Qiang Xia*, Rubing Liang, Bayesian Inference for Order Determination of Double Threshold Variables Autoregressive Models, Studies in Nonlinear Dynamics & Econometrics. 2022 (SSCI, 已接收, 通訊作者)
[18] Jinshan Liu, Jiazhu Pan, Qiang Xia*, Li Xiao, On determination of the number of factors in an approximate factor model, Studies in Nonlinear Dynamics & Econometrics. 2022 (SSCI, 已接收,通訊作者)
[17] Qiang Xia, Heung Wong, Shirun Shen, Kejun He*, Factor analysis for high dimensional time series: consistent estimation and efficient computation, Statistics Analysis and Data Mining. 2022, 15(2): 247 -263 (SCI)
[16] Xiaobing Zheng#, Kun Liang, Qiang Xia*, Dabing Zhang, Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach. Computational Economics, 2022, 59:1175-1201 (SSCI&SCI,,通訊作者)
[15] Jinshan Liu, Jiazhu Pan, Qiang Xia*, Ying Xiao, Subset Selection of Double-Threshold Moving Average Models Through the Application of the Bayesian Method, Statistics and Its Interface. 2022, 15: 51-61(SCI,,通訊作者)
[14] Jinshan Liu, Qiang Xia*. Some finite sample results for a system of seemingly unrelated regression equations, Communications in Statistics - Theory and Methods, 2022, 11(51):3629-3644 (SCI,通訊作者)
[13] Qiang Xia*, Zhiqiang Zhang, Wai Keung Li. A Portmanteau Test for Smooth Transition Autoregressive Models, Journal of Time Series Analysis, 2020, 41: 722–730 . (SCI)
[12] Qiang Xia, Rubing Liang*, Jianhong Wu, Heung Wong. Determining the number of factors for high-dimensional time series, Statistics and Its Interface, 2018, 11: 307-316. (SCI)
[11] Shuxia Ni#, Qiang Xia*, Jinshan Liu. Bayesian Subset Selection for Two-Threshold Variable Autoregressive Models, Studies in Nonlinear Dynamics & Econometrics, 2018, 22, 4:1-16. (SSCI,,通訊作者)
[10] Qiang Xia*, Kejun He, Cunzhen Niu. A Model adaptive test for parametric single index time series model, Journal of Time Series Analysis, 2017, 38(6):981-999. (SCI)
[9] Qiang Xia, Rubing Liang*, Jianhong Wu, Transformed Contribution Ratio Test for the Number of Factors in Static Approximate Factor Models, Computational Statistics and Data Analysis, 2017, 112:235-241. (SCI)
[8] Rubing Liang, Qiang Xia*, Jiazhu Pan, Jinshan Liu, Testing a Linear ARMA Model against Threshold-ARMA Models: a Bayesian Approach, Communications in Statistics - Simulation and Computation, 2017, 46: 1302-1317. (SCI,,通訊作者)
[7] Qiang Xia, Heung Wong*, Jinshan Liu,Rubing Liang, Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach, Computational Economics, 2017, 50(3): 353–372. (SSCI&SCI)
[6] Qiang Xia, Wangli Xu, Lixing Zhu*, Consistently determining the number of factors in multivariate volatility modelling, Statistica Sinica, 2015, 25: 1025-1044. (SCI)
[5] Rubing Liang, Cuizhen Niu, Qiang Xia*, Zhiqiang Zhang, Nonlinearity Testing and Modeling for Threshold Moving Average Models, Journal of Applied Statistics, 2015, 42: 2614-2630. (SCI,,通訊作者)
[4] Qiang Xia, Rubing Liang, Jinshan Liu*, A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors, Communications in Statistics - Theory and Methods, 2015, 44: 1967-1980. (SCI)
[3] Qiang Xia, Jinshan Liu*, Jiazhu Pan, Rubing Liang, Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs, Communications in Statistics - Theory and Methods, 2012, 41: 1089-1104. (SCI)
[2] Qiang Xia, Jiazhu Pan, Zhiqiang Zhang, Jinshan Liu*, A Bayesian Nonlinearity Test for Threshold Moving Average Models, Journal of Time Series Analysis, 2010, 31: 329-336. (SCI)
[1] 夏強(qiáng),梁茹冰,,李高榮*,,參數(shù)單指標(biāo)分位數(shù)自回歸模型的診斷檢驗(yàn),中國(guó)科學(xué)--數(shù)學(xué),,2019 ,, 49 (6): 879 -898.
[2] 劉金山,夏強(qiáng),,基于MCMC算法的貝葉斯統(tǒng)計(jì)方法,,科學(xué)出版社,420000,,2016.
[1] Qiang Xia, Heung Wong, Identification of Threshold Autoregressive Moving Average Models, Springer-Verlag New York, 8500, 2016.
[1] 夏強(qiáng),,劉金山,概率論與數(shù)理統(tǒng)計(jì),,人民郵電出版社,,380000,2018.
7. 國(guó)家自然科學(xué)基金面上項(xiàng)目,,近似因子模型的高維稀疏截距向量檢驗(yàn)問(wèn)題的若干研究(12171161),,2022.1-2025.12,在研,;
6. 國(guó)家自然科學(xué)基金重大研究計(jì)劃培育項(xiàng)目,,高維時(shí)間序列因子自回歸模型的統(tǒng)計(jì)推斷及應(yīng)用研究(91746102),2018.1-2020.12,,已結(jié)題,;
5. 教育部人文社科基金規(guī)劃項(xiàng)目,高維時(shí)間序列靜態(tài)的近似因子模型的因子個(gè)數(shù)估計(jì)理論及 應(yīng)用研究(17YJA910002),,2017.7-2020.7,,已結(jié)題;
4. 廣東省自然科學(xué)基金面上項(xiàng)目,,高維數(shù)據(jù)中因子模型的統(tǒng)計(jì)推斷及應(yīng)用 (2016A030313414),,2016/6-2019/6,,已結(jié)題,;
3. 全國(guó)統(tǒng)計(jì)科學(xué)研究重點(diǎn)項(xiàng)目,高維時(shí)間序列因子模型的統(tǒng)計(jì)推斷方法的改進(jìn)及應(yīng)用研究(2015LZ48),,2015/12-2017/11,,已結(jié)題;
2. 國(guó)家社會(huì)科學(xué)基金青年項(xiàng)目,,兩類(lèi)門(mén)限型計(jì)量經(jīng)濟(jì)學(xué)模型的貝葉斯檢驗(yàn)及應(yīng)用研究(2CTJ0191),,2012/09-2015/08,,已結(jié)題;
1. 教育部人文社科基金青年項(xiàng)目,,PTGARCH模型的貝葉斯檢驗(yàn)及其在經(jīng)濟(jì)金融波動(dòng)問(wèn)題中的應(yīng)用(11YJCZH195),,2011.8-2014.8,已結(jié)題,;
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個(gè)人簡(jiǎn)介
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教育經(jīng)歷
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工作背景
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訪問(wèn)背景
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授課課程
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已發(fā)表科研論文
-
專(zhuān)著
-
教材
-
主持課題
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Contact Me