详细页 - 教学研究人员 - SOE

冷旋

助理教授

中国科学技术大学理学博士

电话:

电子邮件:xleng@xmu.edu.cn

办公室:A 402

Office Hours:Friday 15:30-17:30

个人主页:http://lengxuan.weebly.com


个人简介 研究成果 研究项目

研究方向:
Panel data analysis; Extreme statistics with application in economy and risk
 
工作经历
2019.9 -   Assistant Professor, WISE & SOE, Xiamen University
2018.8-2019.5  Postdoc, Department of StatisticsNational University of Singapore
2016.8-2018.7  Postdoc, Econometric Institute, Erasmus University Rotterdam 
 
教育经历
2010-2016 Phd in Statistics, University of Science & Technology of China 
2014-2016 Visiting Phd (CSC), Georgia Tech

 1.       Huang, H., Leng, X., Liu, X. and Peng, L. (2020). Unit root test and weighted least squares estimator for an AR process with possible GARCH errors. Journal of Financial Econometrics, 18, 425-470

2.     Leng, X., Peng, L., Wang, X. and Zhou, C. (2019). Endpoint estimation for observations with normal measurement errors. Extremes, 22,71-96

3.       Leng, X. and Peng, L. (2017). Testing for a unit root in Lee-Carter mortality  model. ASTIN Bulletin, 47, 715-735.

4.       Leng, X. and Peng, L. (2016). Inference pitfalls in Lee-Carter model for forecasting mortality. Insurance: Mathematics and Economics, 70, 58-65.                          

5.       Leng, X., Zhuang, J. and Hu, T. (2016). Dispersive ordering for the multivariate normal distribution. Probability in the Engineering and Informational Sciences, 30, 141–152.

6.       Leng, X. and Hu, T. (2014). The closure property of 2RV under random sum. Statistics and Probability Letters, 92, 158-167.

7.       Leng, X. and Hu, T. (2014). The tail behavior of randomly weighted sums of dependent random variables. Statistics and Its Interface, 7, 331-338.

8.       Pan, X., Leng, X. and Hu, T. (2013). The second-order version of Karamata's theorem with applications. Statistics and Probability Letters, 83, 1397-1403.