Heng Liu
Statistics and Probability · with Davis · 2012–2016
A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 21 citations into it
- Finance — 13 citations into it; #9,608 of 10,518 by trust here, #9,027 by citations
- Artificial Intelligence — 9 citations into it
- Economics and Econometrics — 9 citations into it
Whom Heng Liu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Paul Doukhan
- Wei Biao Wu
- Michael H. Neumann
- Xiaofeng Shao
- Fukang Zhu
- Tim Bollerslev
- Yaming Yu
- Richard A. Davis
- Chao Wang
- Alain Latour
Who trusts Heng Liu overall
Papers from Heng Liu's perspective
Ordered by how strongly the researchers Heng Liu trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Mixing: Properties and Examples
- Integer‐Valued GARCH Process
- Markov Chains and Stochastic Stability
- Theory and Inference for a Class of Observation-driven Models with Application to Time Series of Counts
- On weak dependence conditions for Poisson autoregressions
- Absolute regularity and ergodicity of Poisson count processes
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Limit theorems for iterated random functions (Journal of Applied Probability)
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
Their papers
- Theory and inference for a class of nonlinear models with application to time series of counts (2016) — 91 citations
- Self-Excited Threshold Poisson Autoregression (2013) — 109 citations
- Theory and Inference for a Class of Observation-driven Models with Application to Time Series of Counts (2012) — 66 citations