Publications

(^* indicates equal contribution or alphabetical order)

• Tao, Y., Gong, H. and Li, D. (2026+).
  Asymmetric GARCH modelling without moment conditions.
  Statistica Sinica, forthcoming. [pdf]

• Tao, Y., Li, D. and Niu, X. (2024).
  Grouped network Poisson autoregressive model.
  Statistica Sinica, 34(3), 1603-1624. [pdf] [supp]

• Li, D., Tao, Y.^*, Yang, Y. and Zhang, R. (2023).
  Maximum likelihood estimation for $\alpha$-stable double autoregressive models.
  Journal of Econometrics, 236(1), 105471. [pdf] [code]

• Stenseth, NC., Tao, Y.^*, Zhang, C., Bramanti, B., Büntgen, U., Cong, X., Cui, Y., Zhou, H., Dawson, L., Mooney, S., Li, D., Fell, H., Cohn, S., Sebbane, F., Slavin, P., Liang, W., Tong, H., Yang, R. and Xu, L. (2022).
  No evidence for persistent natural plague reservoirs in historical and modern Europe.
  Proceedings of the National Academy of Sciences, U.S.A., 119(51), e2209816119. [pdf]

• Wang, Y., Zhang, C., Gao, J., Chen, Z., Liu, Z., Huang, J., Chen, Y., Li, Z., Chang, N., Tao, Y., Tang, H., Gao, X., Xu, Y., Wang, C., Li, D., Liu, X., Pan, J., Cai, W., Gong, P., Luo, Y., Liang, W., Liu, Q., Stenseth, NC., Yang, R. and Xu, L. (2024). Spatiotemporal prevalence of Haemorrhagic Fever with Renal Syndrome (HFRS) in China under climate variation.
  Proceedings of the National Academy of Sciences, U.S.A., 121(4), e2312556121. [pdf]

Preprints

• Ke, Z.T. and Tao, Y.^* (2026). Homogeneity pursuit in ranking inferences based on pairwise comparison. Submitted.

• Gong, H., Li, D. and Tao, Y.^* (2026). Robust and efficient inference for GARCH Models with heavy-tailed and asymmetric innovations. Submitted.

• Tao, Y., Jiang, F. and Shao, X. (2026). Generalized spectral testing with sample splitting. Submitted. [pdf]

• Tao, Y. and Li, D. (2026). Statistical inference for power autoregressive conditional duration models with stable innovations. Manuscript.

• Dai, C., Li, D. and Tao, Y. (2026). Revisiting Poisson autoregressive models: structure and statistical inference. Manuscript.

Ph.D. dissertation

• Tao, Y. (2024). Statistical inference and applications for conditional heteroskedasticity models with stable innovations. (稳定新息驱动的条件异方差模型的统计推断与应用)