Xia Yingcun
Professor
School of Mathematical Sciences
University of Electronic Science and Technology of China
China
Biography
20015—present, Professor of Statistics, School of mathematical Sciences, University of Electronic Science and Technology, China 2003—2015, Assistant Professor (2003-2005), Associate Professor (2006{2009), Professor, Department of Statistics and Applied Probability, National University of Singapore, Singapore 2000-2003, Research Associate, Department of Zoology, The University of Cambridge, UK. 2000-2001, Research Associate, Department of Statistics, London school of Economics and Politics, UK
Research Interest
Probability Theory with Applications
Publications
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Zhang, W., Li, D. and Xia, Y (2015) Estimation in generalised varying-coefficient models with unspeci_ed link functions, Journal of Econometrics, 187, 238-255
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Huang, L., Xia, Y. and Qin, X. (2016) Estimation of Semi-Varying Coefficient Time Series Models With ARMA Errors, Annals of Statistics, 44, 1618-1660
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Jiang, H., Saart, P. W. and Xia, Y. (2016) Asymmetric Conditional Correlations in Stock Returns, Annals of Applied Statistics 10, 989-1018.