目录
2015-01-01~2018-12-31 华南农业大学数学与信息学院 数学系 副教授
2011-12-01~2014-12-31 华南农业大学理学院 应用数学系 副教授
2006-07-01~2011-11-30 华南农业大学理学院 应用数学系 讲师
1997-08-01~2003-08-31 江苏徐州第七高级中学 数学教师
2003-09-01~2006-06-30 华东师范大学统计系 硕士
1993-09-01~1997-06-30 徐州师范大学 学士
2) 指导2014级研究生谢胜蓝、乔杉、李珍珠参加2016 The Mathematical Contest in Modeling(美国数学建模比赛)荣获 Honorable Mention (二等奖)
6. 国家自然科学基金重大研究计划培育项目,高维时间序列因子自回归模型的统计推断及应用研究(91746102),2018.1-2020.12,已结题;
5. 教育部人文社科基金规划项目,高维时间序列静态的近似因子模型的因子个数估计理论及 应用研究(17YJA910002),2017.7-2020.7,已结题;
4. 广东省自然科学基金面上项目,高维数据中因子模型的统计推断及应用 (2016A030313414),2016/6-2019/6,已结题;
3. 全国统计科学研究重点项目,高维时间序列因子模型的统计推断方法的改进及应用研究(2015LZ48),2015/12-2017/11,已结题;
2. 国家社会科学基金青年项目,两类门限型计量经济学模型的贝叶斯检验及应用研究(2CTJ0191),2012/09-2015/08,已结题;
1. 教育部人文社科基金青年项目,PTGARCH模型的贝叶斯检验及其在经济金融波动问题中的应用(11YJCZH195),2011.8-2014.8,已结题;
1) Rubing Liang, Yitian Liu,# Pengyue Sun#, Qiang Xia*, Robust Determination for The Number of Factors in Constrained Approximate Factor Models, Econometric Reviews, 2025
2) Yitian Liu#, Jiazhu Pan, Qiang Xia*, Estimation of Constrained Factor Models for High- Dimensional Time Series, Journal of Forecasting, 2025, 44:1467-1477. (SSCI, JCR1 区)
3) Qiang Xia, Xianyang Zhang*, Adaptive testing for alphas in high-dimensional factor pricing models, Journal of Business & Economic Statistics. 2024, 42:640-653. (SSCI&SCI, JCR1区)
4) Rubing Liang, Binbin Qin#, Qiang Xia*, Bayesian inference for mixed gaussian GARCH-type model by hamiltonian monte carlo algorithm, Computational Economics. 2024(63):193-220 (SSCI&SCI, 中科院 3 区)
5) Jun Yang#, Renjie Wu#, Qiang Xia, Jingjing Yu, Lingxian Yi, Ying Huang, Meixin Deng, Wanyun He, Yuman Bai, luchao Lv, Vincent Burrus, Chengzhen Wang, and Jian-Hua Liu*, The evolution of infectious transmission promotes the persistence of mcr-1 plasmids, mBio. mBio, 2023 14(4): e00442-23(SCI, 中科院1区, Top, 并列第一作者)
6) Xiaobing Zheng#, Qiang Xia*,Liang Rubing, Bayesian inference for order determination of double threshold variables autoregressive models, Studies in Nonlinear Dynamics & Econometrics. 2023 27(4) :567-587(SSCI, 中科院4 区)
7) Jinshan Liu, Jiazhu Pan, Qiang Xia*, Ying Xiao#, Subset selection of double-threshold moving average models through the application of the bayesian method, Statistics and Its Interface. 2022, 15: 51-61(SCI,中科院 4 区)
8) Qiang Xia, Heung Wong, Shirun Shen, Kejun He*, Factor analysis for high dimensional time series: consistent estimation and efficient computation, Statistics Analysis and Data Mining. 2022, 15(2): 247 -263 (SCI, 中科院4区 , JCR2区)
9) Xiaobing Zheng#, Kun Liang, Qiang Xia*, Dabing Zhang, Best subset selection for double-threshold-variable autoregressive moving-average models: the bayesian approach. Computational Economics, 2022, 59:1175-1201 (SSCI,中科院3区,通讯作者)
10) Jinshan Liu, Jiazhu Pan, Qiang Xia*, Ying Xiao, Subset selection of double-threshold moving average models through the application of the bayesian method, Statistics and Its Interface. 2022, 15: 51-61(SCI,中科院4区,通讯作者)
11) Jinshan Liu, Qiang Xia*. Some finite sample results for a system of seemingly unrelated regression equations, Communications in Statistics - Theory and Methods, 2022, 11(51):3629-3644 (SCI,中科院4区,通讯作者)
12) Qiang Xia*, Zhiqiang Zhang, Wai Keung Li. A portmanteau test for smooth transition autoregressive models, Journal of Time Series Analysis, 2020, 41: 722–730 . (SCI,中科院3区)
13) Dabing Zhang, Shanying Chen, Liwen Ling*, Qiang Xia. Forecasting agricultural commodity prices using model selection framework with time series features and forecast horizons, IEEE Access, 2020, 8:28197-28209. (SCI,JCR1区)
14) Liwen Ling, Dabin Zhang*, Amin W. Mugera, Shanying Chen, Qiang Xia. A forecast combination framework with multi-time scale for livestock products price forecasting, Mathematical Problems in Engineering, 2019, 10:1-11. (SCI,中科院4区)
15)Jianhong Wu*, Guodong Li, Qiang Xia. Moment-based tests for random effects in the two-way error component model with unbalanced panels, Economic Modelling, 2018, 74: 61-76. (SSCI,JCR1区)
16)Qiang Xia, Rubing Liang*, Jianhong Wu, Heung Wong. Determining the number of factors for high-dimensional time series, Statistics and Its Interface, 2018, 11: 307-316. (SCI,中科院2区)
17) Shuxia Ni#, Qiang Xia*, Jinshan Liu. Bayesian subset selection for two-threshold variable autoregressive models, Studies in Nonlinear Dynamics & Econometrics, 2018, 22, 4:1-16. (SSCI,JCR4区,通讯作者)
18)Qiang Xia*, Kejun He, Cunzhen Niu. A model adaptive test for parametric single index time series model, Journal of Time Series Analysis, 2017, 38(6):981-999. (SCI,中科院3区)
19)Qiang Xia, Rubing Liang*, Jianhong Wu, Transformed contribution ratio test for the number of factors in static approximate factor models, Computational Statistics and Data Analysis, 2017, 12:235-241. (SCI,中科院2区)
20) Jiazhu Pan, Qiang Xia, Jinshan Liu*, Bayesian analysis of multiple thresholds autoregressive model, Computational Statistics, 2017, 32: 219-237. (SCI,中科院4区)
21)Rubing Liang, Qiang Xia*, Jiazhu Pan, Jinshan Liu, Testing a linear ARMA model against threshold-ARMA models: a bayesian approach, Communications in Statistics - Simulation and Computation, 2017, 46: 1302-1317. (SCI,中科院4区)
22) Qiang Xia, Heung Wong*, Jinshan Liu, Rubing Liang, Bayesian analysis of power-transformed and threshold GARCH models: a griddy-gibbs sampler approach, Computational Economics, 2017, 50(3): 353–372. (SSCI,JCR3区)
23) Qiang Xia, Wangli Xu, Lixing Zhu*, Consistently determining the number of factors in multivariate volatility modelling, Statistica Sinica, 2015, 25: 1025-1044. (SCI,中科院2区)
24) Rubing Liang, Cuizhen Niu, Qiang Xia*, Zhiqiang Zhang, Nonlinearity testing and modeling for threshold moving average models, Journal of Applied Statistics, 2015, 42: 2614-2630. (SCI,中科院4区)
25) Qiang Xia, Rubing Liang, Jinshan Liu*, A bayesian analysis of autoregressive models with exogenous variables and power-transformed and threshold GARCH errors, Communications in Statistics - Theory and Methods, 2015, 44: 1967-1980. (SCI,中科院4区)
26) Cuizhen Niu*, Qiang Xia, Testing the rate ratio under inverse sampling based on gradient statistic, Journal of Applied Statistics, 2015, 42:1402-1420. (SCI,中科院4区)
27) Qiang Xia, Jinshan Liu*, Jiazhu Pan, Rubing Liang, Bayesian analysis of two-regime threshold autoregressive moving average model with exogenous inputs, Communications in Statistics - Theory and Methods, 2012, 41: 1089-1104. (SCI,中科院4区)
28) Qiang Xia, Jiazhu Pan, Zhiqiang Zhang, Jinshan Liu*, A bayesian nonlinearity test for threshold moving average models, Journal of Time Series Analysis, 2010, 31: 329-336. (SCI,中科院3区)
29) 夏强,梁茹冰,李高荣*,参数单指标分位数自回归模型的诊断检验,中国科学--数学,2019 , 49 (6): 879 -898.
[2] 刘金山,夏强,基于MCMC算法的贝叶斯统计方法,科学出版社,2016.
[1] Qiang Xia, Heung Wong, Identification of Threshold Autoregressive Moving Average Models, Springer-Verlag New York, 2016.
教材
[2] 夏强,刘金山,多元统计分析,人民邮电出版社,2021.
[1] 夏强,刘金山,概率论与数理统计,人民邮电出版社,2018.
金融数据分析与统计软件
高等数理统计