EDUCATION

PhD Statistics, Department of Mathematics and Statistics, Lancaster University      10/2017 – 03/2021

Funded by ESRC AQM Pathway

PhD Thesis title: Contributions to Robust Estimation in Time Series

RESEARCH INTEREST

Rank-based estimation/test, Measure transportation theory, M-estimation, Time series, Generalized dynamic factor models.

PUBLICATIONS

1. Center-outward R-estimation for semiparametric VARMA models (with M. Hallin、D. La Vecchia), 2022,  Journal of the American Statistical Association.

2. R-estimators in GARCH models: asymptotics and applications (with K. Mukherjee), 2022, The Econometrics Journal.

3. Rank-based testing for semiparametric VAR models: a measure transportation approach (with M. Hallin、D. La Vecchia), 2023, Bernoulli.

4. Center-outward Rank-and Sign-based VARMA Portmanteau Tests (with M. Hallin), 2023, Econometrics and Statistics.

5. M-estimation in GARCH Models in the Absence of Higher-Order Moments (with M. Hallin and K. Mukherjee), 2023, Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi, Springer.

WORKING PAPERS

1. Theoretical and computational aspects of robust optimal transportation, with applications to statistics and machine learning (with Y.M. Ma and D. La Vecchia), arXiv preprint arXiv:2301.06297. 

2. Quantiles, ranks and signs in metric spaces (with X.Q. Wang and J. Zhu), arXiv preprint arXiv:2209.04090.

PRESENTATIONS

Invited conference talks:

2020, STOR-i workshop on time-series and spatial statistics, Lancaster, UK.

2018, ITISE 2018 (International conference on Time Series and Forecasting), Granada, Spain.

2018, SIAM National Student Chapter Conference 2018, Bath, UK.

2017, LaWa workshop 2017, Lancaster, UK.      

PROFESSIONAL SERVICES

Journal refereeing: Journal of the American Statistical Association, Journal of Multivariate Analysis

OVERSEAS INSTITUTION VISIT

2019, Research Center for Statistics, University of Geneva