Concepedia

Yan Liu

YL

Statistics

Publications

12

Citations

245

H-Index

11

Active since

2008

Affiliations

Purdue University West Lafayette(Current)

Duke University

National Bureau of Economic Research

Nankai University

Yan Liu is an author at Purdue University West Lafayette specializing in engineering, statistics, and probability theory.

Top concepts

EngineeringStatisticsProbabilityDesignEntropyInformationOption PricingEstimation TheoryStatistical InferenceComputational Geometry

Publications per year

2008–2022

12

Publications

12

Efficient estimation of copula-GARCH models

Yan Liu, Richard Luger · Computational Statistics & Data Analysis · 2008 · 48 citations

Parameter Estimation, Engineering, Copula-garch Models +4

Decreasing Returns to Scale, Fund Flows, and Performance

Campbell R. Harvey, Yan Liu · SSRN Electronic Journal · 2017 · 27 citations · Full text

Toward Accurate Spatiotemporal COVID-19 Risk Scores Using High-Resolution Real-World Mobility Data

Sirisha Rambhatla, Sepanta Zeighami, Kameron Shahabi et al. · ACM Transactions on Spatial Algorithms and Systems · 2022 · 23 citations · Full text

Individual Mobility, Mobility Data, Contact Tracing +14

Evaluating Trading Strategies

Campbell R. Harvey, Yan Liu · SSRN Electronic Journal · 2014 · 21 citations · Full text

Bivariate first-order random coefficient integer-valued autoregressive processes

Meiju Yu, Dehui Wang, Kai Yang et al. · Journal of Statistical Planning and Inference · 2019 · 19 citations

Engineering, Stochastic Processes, Levy Process +3

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