刘梦雅 - 华中师范大学 - 数学与统计学学院

个人简介

教育经历 2012.09-2016.06 吉林大学金融学院保险精算专业本科生 2016.09-2021.06 吉林大学数学学院概率论与数理统计专业直博工作经历 2018.03-2018.04 香港大学统计与精算系助理研究员 2018.07-2018.08 香港大学统计与精算系助理研究员 2019.03-2019.09 香港大学统计与精算系助理研究员

研究领域

时间序列分析；计量经济

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

[1]Zhu, F., Liu, M., Ling, S. and Cai, Z.(2022) Testing for structural change of predictive regression model against threshold predictive regression model. Journal of Business & Economic Statistics. Accepted. [2]Liu, M., Zhu, F. and Zhu, K.(2021). Multi-frequency-band tests for white noise under heteroskedasticity. Journal of Business & Economic Statistics. online. https://doi.org/10.1080/07350015.2020.1870478 [3]Liu, M., Zhu, F*. and Zhu, K. Modeling normalcy-dominant categorical time series: an application to air quality level. Journal of time series analysis. Accepted. [4]Liu, M., Li, Q. and Zhu, F. (2019) Threshold negative binomial autoregressive model. Statistics 53, 1–25. [5]Liu, M., Li, Q. and Zhu, F. (2020) Self-excited hysteretic negative binomial autoregression. Advances in Statistical Analysis 104, 385–415. Submitted: Liu, M., Li, Q. and Zhu, F.A flexible categorical autoregression for modeling air quality level. Submitted.