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LIU Hang Non-tenured Associate Professor Department of Statistics and Finance Discipline: Probability and statistics Email:hliu01@ustc.edu.cn Joined University of Science and Technology of China in 2021 |
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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 |
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