刘永辉｜上海对外经贸大学｜学者主页

2026

广义自回归条件异方差模型的异常点检验

宋鑫，刘永辉，彭红

《统计与决策》，No. 5

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2026

矩阵值时间序列自回归模型的统计诊断

刘永辉，杜振阳，刘双喆

《应用数学学报》

2026

Local influence diagnostics for network vector autoregressive models

Yonghui Liu, Sai Yan, Shuangzhe Liu

Journal of Statistical Computation and Simulation

DOI

2025

偏正态分布下GARCH模型的贝叶斯统计诊断

刘永辉，姚钊，王京，刘双喆

《应用数学学报》

DOI

2025

Skew-Normal Model Theories and Their Applications

Shuangzhe Liu, Yonghui Liu

Technometrics

DOI

2025

Influence diagnostics for generalized CP tensor regression models

Chengcheng Hao, Shaoyun Zhang, Yonghui Liu, Shuangzhe Liu

Journal of Statistical Computation and Simulation

DOI

2024

偏正态自回归模型的异常值得分检验

刘永辉，陈弘扬，王京

《数理统计与管理》，Vol. 43, No. 5

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2024

Diagnostic analystics in the Bayesian vector autoregressive model

Yonghui Liu, Zhao Yao, Qingrui Wang, Chengcheng Hao, Shuangzhe Liu

Journal of Statistical Computation and Simulation

DOI

2024

Bayesian Diagnostics in a Skew-Normal Autoregressive Model

Yonghui Liu, Anqi Xie, Chengcheng Hao, Michel van de Velden, Shuangzhe Liu

Revstat-statistical Journal

DOI

2024

Bayesian diagnostics in a partially linear model with first-order autoregressive skew-normal errors

Yonghui Liu, Jiawei Lu, Gilberto A. Paula, Shuangzhe Liu

Computational Statistics

DOI

2024

Matrix derivatives and Kronecker products for the core and generalized core inverses

Shuangzhe Liu, Hongxing Wang, Yonghui Liu, Conan Liu

Journal of Mathematical Analysis and Applications

DOI

2023

A score test for detecting extreme values in a vector autoregressive model

Yonghui Liu, Jing Wang, Dawei Shi, Víctor Leiva, Shuangzhe Liu

Journal of Statistical Computation and Simulation

DOI

2023

Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application

Yonghui Liu, Jing Wang, Víctor Leiva, Alejandra Tapia, Wei Tan, Shuangzhe Liu

Journal of Applied Statistics

DOI

2023

Nonnegative group bridge and application in financial index tracking

Yonghui Liu, Yichen Lin, Xin Song, Conan Liu, Shuangzhe Liu

Statistical Papers

DOI

2023

Elliptical and Skew-Elliptical Regression Models and Their Applications to Financial Data Analytics

Paul R. Dewick, Shuangzhe Liu, Yonghui Liu, Tiefeng Ma

Journal of risk and financial management

DOI

2022

Adaptive multinoulli-based Kalman filter with randomly unknown delayed and lost measurements

Xin Lai, Junning Huang, Chang-Chun Ye, Fengjing Sun, Yonghui Liu

Digit. Signal Process.

DOI

2022

Diagnostic analytics for a GARCH model under skew-normal distributions

Yonghui Liu, Jing Wang, Zhao Yao, Conan Liu, Shuangzhe Liu

Communications in Statistics - Simulation and Computation

DOI

2021

Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic

Yonghui Liu, Chaoxuan Mao, Víctor Leiva, Shuangzhe Liu, Waldemiro A. Silva Neto

Journal of Applied Statistics

DOI

2020

Diagnostic Analytics for an Autoregressive Model under the Skew-Normal Distribution

Yonghui Liu, Guohua Mao, Víctor Leiva, Shuangzhe Liu, Alejandra Tapia

Mathematics

DOI

2017

基于协整-OU过程的配对交易策略研究

刘永辉，张帝

《管理评论》，Vol. 29, No. 9

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2016

Diagnostic analysis for a vector autoregressive model under Student′st‐distributions

Yonghui Liu, Ruochen Sang, Shuangzhe Liu

Statistica Neerlandica

DOI

2014

基于分数维Vasicek利率模型的CDS定价

刘永辉，郝瑞丽，王守佰

《应用概率统计》

2012

Hermitian型分块矩阵的极值秩

李晓彬，刘永辉

《大学数学》

2011

分块矩阵取得极值秩的条件

李晓彬，刘永辉

《数学的实践与认识》

2011

两个线性模型间最优线性无偏预测的等价性(英文)

刘永辉

《应用概率统计》

2010

第十九届矩阵与统计国际学术会议在上海金融学院召开

刘永辉，方勇

《应用概率统计》

2008

行块矩阵M-P逆的充要条件

李晓彬，刘永辉

《数学的实践与认识》

2003

四元数矩阵的奇异值分解及其应用

刘永辉，姜同松，魏木生

《高等学校计算数学学报》

刘永辉

精选作品

期刊论文

广义自回归条件异方差模型的异常点检验

矩阵值时间序列自回归模型的统计诊断

Local influence diagnostics for network vector autoregressive models

偏正态分布下GARCH模型的贝叶斯统计诊断

Skew-Normal Model Theories and Their Applications

Influence diagnostics for generalized CP tensor regression models

偏正态自回归模型的异常值得分检验

Diagnostic analystics in the Bayesian vector autoregressive model

Bayesian Diagnostics in a Skew-Normal Autoregressive Model

Bayesian diagnostics in a partially linear model with first-order autoregressive skew-normal errors

Matrix derivatives and Kronecker products for the core and generalized core inverses

A score test for detecting extreme values in a vector autoregressive model

Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application

Nonnegative group bridge and application in financial index tracking

Elliptical and Skew-Elliptical Regression Models and Their Applications to Financial Data Analytics

Adaptive multinoulli-based Kalman filter with randomly unknown delayed and lost measurements

Diagnostic analytics for a GARCH model under skew-normal distributions

Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic

Diagnostic Analytics for an Autoregressive Model under the Skew-Normal Distribution

基于协整-OU过程的配对交易策略研究

Diagnostic analysis for a vector autoregressive model under Student′st‐distributions

基于分数维Vasicek利率模型的CDS定价

Hermitian型分块矩阵的极值秩

分块矩阵取得极值秩的条件

两个线性模型间最优线性无偏预测的等价性(英文)

第十九届矩阵与统计国际学术会议在上海金融学院召开

行块矩阵M-P逆的充要条件

四元数矩阵的奇异值分解及其应用

研究方向