Tianxiao Pang

Economics, Econometrics and Finance · Social Sciences

11h-index242citations60works1.42yr avg
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Research Topics

Financial Risk and Volatility Modeling(33), Probability and Risk Models(22), Stochastic processes and statistical mechanics(16), Monetary Policy and Economic Impact(11), Statistical Methods and Inference(11)

Publications58 total

Bayesian Smoothed Quantile Regression
arXiv (Cornell University)·2025Open Access
Efficient importance sampling for Copula models
Scientia Sinica Mathematica·2025Open Access
Efficient importance sampling for copula models
arXiv (Cornell University)·2025Open Access
Weighted composite quantile inference for nearly nonstationary autoregressive models
Statistical Methods & Applications·2024
Estimating a common break point in means for long‐range dependent panel data
Journal of Time Series Analysis·2024
Estimation for generalized linear cointegration regression models through composite quantile regression approach
Finance research letters·2024· 3 cited
Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models
IEEE Transactions on Information Theory·2024· 7 cited
Deep learning nomogram for preoperative distinction between Xanthogranulomatous cholecystitis and gallbladder carcinoma: A novel approach for surgical decision
Computers in Biology and Medicine·2023· 12 cited
Change point in variance of fractionally integrated noise
Statistical Papers·2023
Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models
arXiv (Cornell University)·2023· 2 citedOpen Access
MVI-TR: A Transformer-Based Deep Learning Model with Contrast-Enhanced CT for Preoperative Prediction of Microvascular Invasion in Hepatocellular Carcinoma
Cancers·2023· 27 citedOpen Access
Asymptotic Behavior of the Maximum Likelihood Estimator for General Markov Switching Models
Statistica Sinica·2022· 1 citedOpen Access
Inference on a structural break in trend with mildly integrated errors
Journal of the Korean Statistical Society·2021· 3 cited
Asymptotic inference for AR(1) panel data
Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao·2020· 2 cited
Estimating multiple breaks in nonstationary autoregressive models
Journal of Econometrics·2020· 13 citedOpen Access
Asymptotic theory for a stochastic unit root model
Communication in Statistics- Theory and Methods·2020· 1 cited
Asymptotic Theory for a Stochastic Unit Root Model with Intercept and Under Mis-Specification of Intercept
Methodology And Computing In Applied Probability·2020
Non identification of structural change in non stationary AR(1) models
Communication in Statistics- Theory and Methods·2020· 1 cited
Use of Nonconventional Dispersion Measures to Improve the Efficiency of Ratio-Type Estimators of Variance in the Presence of Outliers
Symmetry·2019· 11 citedOpen Access
Common breaks in means for panel data under short-range dependence
Communication in Statistics- Theory and Methods·2019· 3 cited
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Frequent Co-authors

Zhengyan Lin(8), Danna Zhang(7), Cheng–Der Fuh(7), Terence Tai‐Leung Chong(6), Kyo-Shin Hwang(5), Daiqing Xi(4), Maria Javed(3), Muhammad Irfan(3), Linping Cao(2), Qing Wang(2), Jiawei Hong(2), Yuzhe Han(2), Xun Zhong(2), Keyi Du(2), Jian Wu(2), Kewei Liang(2), Saihua Huang(2), Ye Jiang(2), Zhang Li(2), Zhengyan Lin(2)