成果/Result
- Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests被引量：20收藏
- 作者：Qian, Xi-Yuan Song, Fu-Tie Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：threshold autoregressive (TAR) model unit root Chinese stock market regime change crashes
- Bayesian expectile regression with asymmetric normal distribution被引量：9收藏
- 作者：Xing, Ji-Ji Qian, Xi-Yuan
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 2017
- 关键词：Asymmetric normal distribution Bayesian inference expectile regression Markov chain Monte Carlo methods 62F15
- Forecasting tourist arrivals using STL-XGBoost method被引量：5收藏
- 作者：He, Minmin Qian, Xiyuan
- 机构：East China Univ Sci & Technol
- 来源：TOURISM ECONOMICS 2026
- 关键词：STL XGBoost holt-winters tourist arrivals forecast time series
- Bayesian estimation and comparison of MGARCH and MSV models via WinBUGS被引量：1收藏
- 作者：Chang, Chen-Ye Qian, Xi-Yuan Jian, Sheng-Yuan
- 机构：E China Univ Sci & Technol
- 来源：JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 2012
- 关键词：Bayesian inference Chinese stock market conditional constant correlations DIC MCMC multivariate GARCH and stochastic volatility prior for correlation matrix sector index WinBUGS
