Publications

(^* indicates equal contribution or alphabetical order)

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]
Tao, Y., Li, D. and Niu, X. (2023+).
Grouped network Poisson autoregressive model.
Statistica Sinica, 34(3). [pdf] [supp]
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]
Tao, Y. and Li, D. (2024).
Asymmetric GARCH modelling without moment conditions. Submitted.
The 2023 IMS Hannan Graduate Student Travel Award.

Working papers

Tao, Y. and Li, D. (2024). Statistical inference for power autoregressive conditional duration models with stable innovations. Manuscript.
Ke, Z.T. and Tao, Y.^* (2024). Homogeneity pursuit in ranking inferences based on pairwise comparison data. Manuscript.

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)