Yao Zheng

Assistant Professor

Statistics

Selected Publications

• Zheng, Y., Zhu, Q., Li, G. and Xiao, Z. (2018). Hybrid quantile regression estimation for time series models with conditional heteroscedasticity. Journal of the Royal Statistical Society: Series B, 80, 975-993.
• Zhu, Q., Zheng, Y. and Li, G. (2018). Linear double autoregression. Journal of Econometrics. 207, 162–174.
• Zheng, Y., Li, W. K. and Li, G. (2018). A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models. Biometrika, 105, 73–89.