Guo F., She R. and Yang Y. (2024).  Inference on Nonstationary Heavy-tailed AR Processes via Model Selection. Journal of Time Series Analysis. Accepted.

Li X., Wei S. and  Yang Y. (2024).  Testing ARCH effect of high-dimensional time series data. Communications in Statistics - Simulation and Computation.

Li D., Tao Y.,  Yang Y. and  Zhang R. (2023). Maximum likelihood estimation for alpha-stable double autoregressive  models.   Journal of Econometrics.

Yang Y., Ling S. and  Wang Q. (2022). Consistency of global LSE for MA(1) models. Statistics & Probability Letters.182, 1-8.

Ling S.,  Tsay R. and    Yang Y. (2021). Testing serial correlation and ARCH effect of high-dimensional time series data.  Journal of Business & Economic Statistics. 39,136-147.

Yang Y. and Li D. (2020). Self-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models. Journal of Time Series Analysis. 41,163-172.

Yang Y. and Ling S. (2018). A note on the LSE of three regime TAR model with an infinite variance. Annals of Financial Economics. 13(02), 1-13.

Yang Y. and Ling S. (2017). Inference for heavy-tailed and multiple-threshold double autoregressive models.  Journal of Business & Economic Statistics. 35, 318-333. 

Yang Y. and Ling S. (2017). Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models.  Journal of Econometrics. 197(2),368-381.

Tai M., Yang Y. and Ling S. (2016). Diagnostic checking of partially nonstationary multivariate AR and ARMA models.  Advances in Time Series Methods and Application （Part of the Fields Institute Communications book series,78,115-130.