Office: WSC 217
Phone: 519-661-2111 x83622
Ph.D. Carleton University, 1993
- 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)
- 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.