Hao Yu

Professor
Office: WSC 217
Phone: 519-661-2111 x83622
Email: hyu@uwo.ca


Ph.D. Carleton University, 1993

 

Research Areas

  • Statistical Computing, Parallel Programming and Rmpi
  • Financial Time Series
  • Stochastic Modeling and Residual Analyses
  • Approximation in Statistics and Probability

Graduate Students Supervision

  • Jingjia Chu
  • Xing Gu
  • David Guandong Zhang

Reserach Funding Source(s)

NSERC 2013-2018

Puiblications

  • Yu, H., McLeod, I. and Zhang, Y. (2013). Developments in maximum likelihood unit root tests. Communications in Statistics: Simulation and Computation, 42 (5): 1088-1103.
  • McLeod, I., Yu, H. and Mahdi, E. (2012). Time Series Analysis with R. Handbook of Statistics, 30: 661-712.
  • McLeod, I., Krougly, Z. and Yu, H. (2007). Algorithms for linear time series analysis: with R package. Journal of Statistical Software, 23(5) 1-26.
  • Yu, H. (2007). High moment partial sum process of residuals in ARMA models and their applications. Journal of Time Series, 28 72-91.
  • Shao, Q., Wang, H. and Yu, H. (2006). A calibrated model for scenario generation of heavy-tailed risk factors. Journal of Management Mathematics, 17 289-303.
  • Kulperger, R. and Yu, H. (2005). High moment partial sum processes of residuals in GARCH models and their applications. Annals of Statistics, 33 2395-2422.
  • Kulperger, R., Kawczak, J. and Yu, H. (2005). The empirical distribution and partial sum processes of residuals from a stationary ARCH-M process. Annals of the Institute of Statistical Mathematics, 57 747-765.