Xialu Liu‎ > ‎

Research


Research Interests

Functional time series and high-dimensional time series

Nonparametric methods and dynamic factor models

Big data with temporal dependence

Statistical applications in science, engineering and business

List of Publications

  1. Wang, D., Liu, X, and Chen, R. Factor models for matrix-valued high-dimensional time series. Journal of Econometrics (accepted).
  2. Liu, X., Xiao, H., and Chen, R. (2016). Convolutional autoregressive models for functional time seriesJournal of Econometrics, 194, 263-282.
  3. Liu, X. and Chen, R. (2016). Regime-switching factor models for high-dimensional time series and SupplementStatistica Sinica, 26, 1427-1451.
  4. Liu, X., Cai, Z., and Chen, R. (2015). Functional coefficient seasonal time series models with an application of Hawaii tourism dataComputational Statistics, 30(3), 719-744.

Working paper:
  1. Zheng, C., Sundaramurthy, C., and Liu, X.  Understanding the entrepreneurial intention of non-profits – a strategic change perspective. 
  2. Liu, X., and Chen, R. Threshold factor models for high-dimensional time series. 
  3. Zheng, C. and Liu, X. Empirical studies of program service revenue and total contribution of social entrepreneurship. 
  4. Ahsan, M. and Liu, X. Factors influencing opportunity recognition: an empirical study. 

Conferences & Presentations

      • New Models and Methods for Time Series Analysis in Big Data Era, invited talk given at Artificial Intelligence Club, Department Computer Science, SDSU, San Diego, California, November 2017.
      • Estimation of Correlation Matrix with Block Structure,  talk given at 2017 Joint Statistical Meetings, Baltimore, Maryland, August 2017.
      • Convolutional Autoregressive Models for Functional Time Series,  paper presented given at 19th  Meeting of New Researchers in Statistics and Probability, Baltimore, Maryland, July 2017.
      • Threshold Factor Models for High-Dimensional Time Series, invited talk given at 2017 IMS-China International Conference on Statistics and Probability, Nanning, Guangxi, China, July 2017.
      • Threshold Factor Models for High-Dimensional Time Series, invited talk given at UCSD, San Diego, California, November 2016.
      • Convolutional Autoregressive Models for Functional Time Series, talk given at Joint Statistical Meetings, Chicago, Illinois, August 2016.
      • New Models and Methods for Time Series Analysis in Big Data Era, invited talk given at San Diego State University, the Center for Human Dynamics in the Mobile Age, San Diego, California, April 2016.
      • Prediction and Interpretation of Hawaii Tourism Data, paper presented at INFORMS conference on Business Analytics \& Operations Research, Orlando, Florida, April 2016.
      • Convolutional Functional Autoregressive Models, invited talk given at University of Miami, Management Science Department, Miami, Florida, November 2015.
      • Time Series Models with an Application of Hawaii Tourism Data, invited talk given at CIBER-CBA Research Panel, San Diego State University, San Diego, California, November 2015. 
      • New Models and Methods for Time Series, invited talk given at San Diego State University, Department of Mathematics and Statistics, San Diego, California, September 2015.
      • Convolutional Autoregressive Models: Prediction and Inference, talk given at Joint Statistical Meetings, Seattle, Washington, August 2015.
      • Convolutional Autoregressive Models for Functional Time Series with an Application of Implied Volatility Curves, invited talk given at the Fifth international IMS-FIPS workshop, New Brunswick, New Jersey, June 2015.
      • Convolutional Autoregressive Models for Functional Time Series, invited paper presented at NSF workshop for Empirical Process and Modern Statistical Decision Theory, Yale University, New Haven, Connecticut, May 2015.
      • Convolutional Autoregressive Models for Functional Time Series, invited talk given at The University of Kansas, Lawrence, Kansas, May 2015.
      • New Models and Methods for Time Series, invited talk given at San Diego State University, Management Information Systems Department, San Diego, California, February 2015.
      • Convolutional Functional Autoregressive Models for Functional Time Series and Their Applications, invited paper presented at Deming Conference, Atlantic City, New Jersey, December 2014.
      • Convolutional Functional Autoregressive Models for Functional Time Series and Their Applications, invited talk given at Student Seminar, Rutgers University, New Brunswick, New Jersey, October 2014.
      • Regime-Switching Factor Models for High-Dimensional Time Series, invited talk given at Guanghua Time Series Forum, Guanghua School of Management, Peking University, Beijing, China, August 2014.
      • Convolutional Autoregressive Models for Functional Time Series, invited talk given at Mathematical Science Center, Tsinghua University, Beijing, China, July 2014.
      • Functional Time Series, invited paper presented at Rutgers Symposium, Piscataway, New Jersey, May 2014.
      • Functional Time Series, invited talk given at Student Seminar, Rutgers University, Piscataway, New Jersey, October 2013.