李晗，女，1988.03,理学博士。2010年本科毕业于吉林师范大学，2018年在吉林大学数学学院获得博士学位。
主要从事时间序列分析、经验似然、大数据分析相关的研究工作。在门限模型的框架下，研究了几类不同非线性时间序列数据的建模和推断问题，建立了相应的统计模型，得到了模型的参数估计量和估计量的大样本理论；相关学术成果发表在AStA Adv Stat Anal，Comput Stat，Statistica Neerlandica等SCI杂志上。
研究方向：
1.时间序列分析；
2.经验似然；
3.大数据分析
联系方式：
电子邮箱：lihanccu@163.com
联系方式：长春市卫星路6543号，长春大学理学院，邮编：130022.
学术论文：
[1]Li H, Yang K, Wang D* (2019). A threshold stochastic volatility model with explanatory variables. Statistica Neerlandica, 73(1): 118–138. (SCI)
[2]Li H, Yang K, Zhao S, Wang D* (2018). First-order random coefficients integer-valued threshold autoregressive processes. AStA-Advances in Statistical Analysis, 102(3), 305-331. (SCI)
[3]Li H, Yang K, Wang D* (2017). Quasi-likelihood inference for integer-valued self-exciting threshold autoregressive processes. Computational Statistics, 32(4): 1597-1620. (SCI)
[4]Yang K, Li H, Wang D*, Zhang C (2020). Random coefficients integer‑valued threshold autoregressive processes driven by logistic regression. AStA-Advances in Statistical Analysis. DOI: 10.1007/s10182-020-00379-0. (SCI)
[5]Yang K, Kang Y, Wang D*, Li H, Diao Y (2019). Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes. Metrika. 82(7): 863-889. (SCI)
[6]Yang K, Li H, Wang D* (2018). Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts. Applied Mathematical Modelling, 57: 226-247. (SCI)
[7]Yang K*, Wang D, Li H (2018). Threshold autoregression analysis for finite range time series of counts with an application on measles data. Journal of Statistical Computation and Simulation, 88(3), 597-614. (SCI)
[8]Yang K, Wang D*, Jia B, Li H (2018). An integer-valued threshold autoregressive process based on negative binomial thinning. Statistical Papers, 2018, 59(3): 1131-1160. (SCI)
