姓名 | 夏强 | 性别 | 男 |
研究生导师类型 | 硕士生导师 | 研究方向 | 时间序列分析;贝叶斯统计;金融计量 |
职务 | 暂无 | 职称 | 副教授 |
所属组织机构 | 暂无 | ||
办公地点 | 702 | 办公电话 | 020-85280322 |
电子邮箱 | xiaqiang@scau.edu.cn | 个人主页 | 暂无 |
科研论文:
[15] Qiang Xia, Rubing Liang, Jianhong Wu, Heung Wong, Determining the number of factors for high-dimensional time series, Statistics and Its Interface, 2017 (accepted)
[14] Qiang Xia, Kejun He, Cuizhen Niu, A model-adaptive test for parametric single index time series models. Journal of Time Series Analysis, 2017 (accepted)
[13] Qiang Xia, Rubing Liang, Jianhong Wu, Transformed Contribution Ratio Test for the Number of Factors in Static Approximate Factor Models, Computational Statistics & Data Analysis, 2017, 112:235-241.
[12] Jiazhu Pan, Qiang Xia, Jinshan Liu, Bayesian analysis of multiple thresholds autoregressive model, Computational Statistics, 2017, 32: 219-237.
[11] 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. (通讯作者)
[10] 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: 353–372.
[9] Qiang Xia, Wangli Xu, Lixing Zhu, Consistently determining the number of factors in multivariate volatility modelling, Statistica Sinica, 2015, 25: 1025-1044.
[8] 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. (通讯作者)
[7] 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.
[6] Cuizhen Niu, Qiang Xia, Testing the rate ratio under inverse sampling based on gradient statistic, Journal of Applied Statistics, 2015, 42:1402-1420.
[5] 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.
[4] 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.
[3] 刘金山,夏强,黄香,广义矩阵分布下多元回归模型的贝叶斯推断,应用数学学报,2013,36:385-398
[2] 夏强,刘金山,基于MCMC算法的人民币汇率市场的分析——双门限非对称GARCH模型的应用,数理统计与管理,2012,31:419-425
[1] 夏强,刘金山, 基于贝叶斯推断的 TAR 模型的门限非线性检验,应用概率统计,2011,27:276-282
专著:
[2] 刘金山,夏强,基于MCMC算法的贝叶斯统计方法,科学出版社,420000,2016.
[1] Qiang Xia, Heung Wong, Identification of Threshold Autoregressive Moving Average Models, Springer-Verlag New York, 8500, 2016.
科研项目:
2018-1~2020-12, 主持国家自然科学基金重大研究计划培育项目(91746102)
2017-8~2020-8, 主持教育部人文社科规划基金项目(17YJA910002)
2015-6~2019-6, 主持广东省自然科学基金面上项目(2016A030313414)
2015-12~2017-11, 主持全国统计科学研究重点项目“高维时间序列因子模型的统计推断方法的改进及应用研究”(2015LZ48)
2013-1~2015-12, 主持国家社会科学基金“两类门限型计量经济学模型的贝叶斯检验及应用研究”(12CTJ019)
2012-1~2014-12, 主持教育部人文社会科学研究青年基金项目“PTGARCH模型的贝叶斯检验及其在经济金融波动问题中的应用”(11YJCZH195)
Education30/06/1997 B.S.,Math, Department of Mathematics, Xuzhou Normal University30/06/2006 M.S.,Statistics, Department of Statistics, East China Normal University30/06/2015 Ph.D.,Statistics, School of Statistics, China Renmin University.
Professional experiece8/1997-8/2003 Teacher, Xuzhou Seventh High School, Jiangsu Province7/2006-11/2011 Lecturer, Department of Mathematics,South China Agricultural University, Guangzhou, Guangdong Province12/2011-present Associate professor, Department of Mathematics,South China Agricultural University, Guangzhou, Guangdong Province.07/2012-08/2012 Research Assistant, Department of Applied Mathematics,The Hong Kong Polytechnic University.07/2013-08/2013 Research Associate, Department of Applied Mathematics,The Hong Kong Polytechnic University.10/2013-02/2014 Research Associate, Department of Applied Mathematics,The Hong Kong Baptist University.
Research Interests:Nonlinear time series analysis
Selected Publications:[12] Qiang Xia, Rubing Liang, Jianhong Wu, Heung Wong, Determining the number of factors for high-dimensional time series, Statistics and Its Interface, 2017 (accepted)[11] Qiang Xia, Kejun He, Cuizhen Niu, A model-adaptive test for parametric single index time series models. Journal of Time Series Analysis, 2017 (accepted)[10] Qiang Xia, Rubing Liang, Jianhong Wu, Transformed Contribution Ratio Test for the Number of Factors in Static Approximate Factor Models, Computational Statistics & Data Analysis, 2017, 112:235-241.[9] Jiazhu Pan, Qiang Xia, Jinshan Liu, Bayesian analysis of multiple thresholds autoregressive model, Computational Statistics, 2017, 32: 219-237.[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. (corresponding author)[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: 353–372.[6] Qiang Xia, Wangli Xu, Lixing Zhu, Consistently determining the number of factors in multivariate volatility modelling, Statistica Sinica, 2015, 25: 1025-1044.[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. (corresponding author)[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.[3] Cuizhen Niu, Qiang Xia, Testing the rate ratio under inverse sampling based on gradient statistic, Journal of Applied Statistics, 2015, 42:1402-1420.[2] 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.[1] 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.
Grants:[1] 01/10/2008-01/10/2010 The Project of the Presidential Science of South China Agricultural University(2008K015, PI);[2] 31/08/2011-31/08/2014, The Research Projects of The Social Science and Humanity on Young Fund of The Ministry of Education, China (grant 11YJCZH195, PI).[3] 31/08/2012-31/08/2015, China National Social Science grant (12CTJ019, PI).