Qiang Xia

Forecasting Agricultural Commodity Prices Using Model Selection Framework With Time Series Features and Forecast Horizons

Dabin Zhang, Shanying Chen, Liwen Ling et al. · IEEE Access · 2020 · 98 citations · Full text

Forecasting Methodology, Precision Agriculture, Engineering +19

Consistently determining the number of factors in multivariate volatility modelling

Qiang Xia, Wangli Xu, Lixing Zhu · Statistica Sinica · 2014 · 54 citations

Volatility Modeling, Ridge-type Ratio Estimate, Multivariate Volatility +17

Bayesian analysis of multiple thresholds autoregressive model

Jiazhu Pan, Qiang Xia, Jinshan Liu · Computational Statistics · 2016 · 15 citations

Bayesian Statistic, Bayesian Statistics, Statistical Inference +2

Transformed contribution ratio test for the number of factors in static approximate factor models

Qiang Xia, Rubing Liang · Computational Statistics & Data Analysis · 2017 · 13 citations

Parallel Analysis, Contribution Ratio Test, Factor Analysis +2

A Bayesian nonlinearity test for threshold moving average models

Qiang Xia, Jiazhu Pan, Zhiqiang Zhang et al. · Journal of Time Series Analysis · 2010 · 12 citations

Bayesian Statistic, Bayesian Test, Engineering +19