夏强 Xia Qiang

教授、博士生导师、副院长

华南农业大学 数学与信息学院

时间序列分析 , 高维数据分析 , 机器学习

个人简介

教授,博士生导师。2015年获中国人民大学统计学院博士学位,2006年至今在华南农业大学工作,现为数学与信息学院、软件学院副院长。近年来主持国家自然科学基金重大研究计划培育项目,国家自然科学基金面上项目,国家社科基金青年项目,教育部人文社科基金规划项目各1项。在国内外学术期刊发表论文30余篇,发表专著2部。担任美国数学评论评论员;担任中国商业统计会、中国现场统计研究会资源与环境,生存分析,大数据分析分会理事;担任广东省统计学会常务理事;广东省现场统计学会副理事长。电子邮箱:xiaqiang@scau.edu.cn

教育经历

2012/9–2015/6 中国人民大学统计学院, 统计学, 博士

2003/9–2006/6 华东师范大学统计系, 概率统计, 硕士

1993/9–1997/6 江苏师范大学(原徐州师范大学)数学系, 数学教育, 学士

工作背景

2018/12-至今  华南农业大学,数学与信息(软件)学院,教授

2015/1-2018/11  华南农业大学,数学与信息(软件)学院,副教授

2011/12-2014/12 华南农业大学,理学院,副教授

2006/7-2011/11 华南农业大学,理学院,讲师

1997/8-2003/8  江苏省徐州第七高级中学,中学教师

访问背景

2018/9-2019/6  东北师范大学,统计与数学学院,访问学者

2018/7-2018/8  香港大学,统计与精算系,Research Associate

2016/12-2017/12 美国德州农工大学,统计系,国家公派访问学者

2015/7-2015/8  香港理工大学,应用数学系,Research Associate

2013/11-2014/2  香港浸会大学,数学系,访问学人(王宽诚教育基金会和香港浸会大学合办的中国内地访问学人计划)

2013/7-2013/8  香港理工大学,应用数学系,Research Associate

授课课程

高等数理统计;时间序列分析;回归分析;多元统计分析;非参数统计;数理统计;统计计算

已发表科研论文

#学生,* 通讯作者

[22] Qiang Xia, Xianyang Zhang*, Adaptive testing for alphas in high dimensional factor pricing models, Journal of Business & Economic Statistics Statistics. 2023 (SSCI&SCI, 已接收)

[21] Jun Yang#, Renjie Wu#, Qiang Xia, Jingjing Yu, Lingxian Yi, Ying Huang, Meixin Deng, Wanyun He, Yuman Bai, luchao Lv, Vincent Burrus, Chengzhen Wang, and Jian-Hua Liu*,  The evolution of infectious transmission promotes the persistence of mcr-1 plasmids,  mBio. 2023 (SCI, 已接收, 共同一作)

[20]  Rubing Liang, Binbin Qin, Qiang Xia*, Bayesian Inference for Mixed Gaussian GARCH-type Model by Hamiltonian Monte Carlo Algorithm, Computational Economics. 2022 (SSCI&SCI, 已接收, 通讯作者)

[19]  Xiaobing Zheng#, Qiang Xia*, Rubing Liang, Bayesian Inference for Order Determination of Double Threshold Variables Autoregressive Models, Studies in Nonlinear Dynamics & Econometrics. 2022 (SSCI, 已接收, 通讯作者)

[18] Jinshan Liu, Jiazhu Pan, Qiang Xia*, Li Xiao, On determination of the number of factors in an approximate factor model,  Studies in Nonlinear Dynamics & Econometrics. 2022 (SSCI, 已接收,通讯作者)

[17] Qiang Xia, Heung Wong,  Shirun Shen, Kejun He*, Factor analysis for high dimensional time series: consistent estimation and efficient computation, Statistics Analysis and Data Mining. 2022, 15(2): 247 -263  (SCI)

[16] Xiaobing Zheng#, Kun Liang, Qiang Xia*, Dabing Zhang, Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach.  Computational  Economics, 2022, 59:1175-1201 (SSCI&SCI,通讯作者)

[15] Jinshan Liu, Jiazhu Pan, Qiang Xia*, Ying Xiao, Subset Selection of Double-Threshold Moving Average Models Through the Application of the Bayesian Method, Statistics and Its Interface. 2022, 15: 51-61(SCI,通讯作者)

[14] Jinshan Liu, Qiang Xia*. Some finite sample results for a system of seemingly unrelated regression equations, Communications in Statistics - Theory and Methods, 2022, 11(51):3629-3644 (SCI,通讯作者)

[13] Qiang Xia*, Zhiqiang Zhang, Wai Keung Li. A Portmanteau Test for Smooth Transition Autoregressive Models,  Journal of Time Series Analysis, 2020, 41: 722–730 .  (SCI)

[12] Qiang Xia, Rubing Liang*, Jianhong Wu, Heung Wong.  Determining the number of factors for high-dimensional time series,  Statistics and Its Interface, 2018, 11: 307-316. (SCI)

[11]  Shuxia Ni#, Qiang Xia*, Jinshan Liu. Bayesian Subset Selection for Two-Threshold Variable Autoregressive Models, Studies in Nonlinear Dynamics & Econometrics, 2018, 22, 4:1-16. (SSCI,通讯作者)

[10] Qiang Xia*, Kejun He, Cunzhen Niu. A Model adaptive test for parametric single index time series model, Journal of Time Series Analysis, 2017, 38(6):981-999. (SCI)

[9] Qiang Xia, Rubing Liang*, Jianhong Wu, Transformed Contribution Ratio Test for the Number of Factors in Static Approximate Factor Models, Computational Statistics and Data Analysis, 2017, 112:235-241. (SCI)

[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. (SCI,通讯作者) 

[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(3): 353–372. (SSCI&SCI)

[6] Qiang Xia, Wangli Xu, Lixing Zhu*, Consistently determining the number of factors in multivariate volatility modelling, Statistica Sinica, 2015, 25: 1025-1044. (SCI)

[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. (SCI,通讯作者)

[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. (SCI)

[3] 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. (SCI)

[2] 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. (SCI)

[1]  夏强,梁茹冰,李高荣*,参数单指标分位数自回归模型的诊断检验,中国科学--数学,2019 , 49 (6): 879 -898.

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.

教材

[1] 夏强,刘金山,概率论与数理统计,人民邮电出版社,380000,2018.

主持课题

7. 国家自然科学基金面上项目,近似因子模型的高维稀疏截距向量检验问题的若干研究(12171161),2022.1-2025.12,在研;

6. 国家自然科学基金重大研究计划培育项目,高维时间序列因子自回归模型的统计推断及应用研究(91746102),2018.1-2020.12,已结题;

5. 教育部人文社科基金规划项目,高维时间序列静态的近似因子模型的因子个数估计理论及 应用研究(17YJA910002),2017.7-2020.7,已结题;

4. 广东省自然科学基金面上项目,高维数据中因子模型的统计推断及应用 (2016A030313414),2016/6-2019/6,已结题;

3. 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),2015/12-2017/11,已结题;

2. 国家社会科学基金青年项目,两类门限型计量经济学模型的贝叶斯检验及应用研究(2CTJ0191),2012/09-2015/08,已结题;

1. 教育部人文社科基金青年项目,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),2011.8-2014.8,已结题;

 

CONTACT Me
Scholat.com/stat2003
广州市天河区五山路483号
我的主页
获取微信名片
  •  个人简介

  •  教育经历

  •  工作背景

  •  访问背景

  •  授课课程

  •  已发表科研论文

  •  专著

  •  教材

  •  主持课题

  • Contact Me

SCHOLAT.com 学者网
ABOUT US | SCHOLAT