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Department of Statistical and Actuarial Sciences
Center of Actuarial Excellence (CAE)


Dr. Hao Yu
Office WSC 217
Phone519-661-3622 ext 83622
Website http://fisher.stats.uwo.ca/faculty/yu

Ph.D. Carleton University, 1993
  • Yu, H., McLeod, I. and Zhang, Y. (2013). Developments in maximum likelihood unit root tests. Communications in Statistics: Simulation and Computation, 42 (5): 1088-1103.
  • McLeod, I., Yu, H. and Mahdi, E. (2012). Time Series Analysis with R. Handbook of Statistics, 30: 661-712.
  • McLeod, I., Krougly, Z. and Yu, H. (2007). Algorithms for linear time series analysis: with R package. Journal of Statistical Software, 23(5) 1-26.
  • Yu, H. (2007). High moment partial sum process of residuals in ARMA models and their applications. Journal of Time Series, 28 72-91.
  • Shao, Q., Wang, H. and Yu, H. (2006). A calibrated model for scenario generation of heavy-tailed risk factors. Journal of Management Mathematics, 17 289-303.
  • Kulperger, R. and Yu, H. (2005). High moment partial sum processes of residuals in GARCH models and their applications. Annals of Statistics, 33 2395-2422.
  • Kulperger, R., Kawczak, J. and Yu, H. (2005). The empirical distribution and partial sum processes of residuals from a stationary ARCH-M process. Annals of the Institute of Statistical Mathematics, 57 747-765.