Non-tenured Associate Professor
Department of Statistics and Finance
Discipline: Probability and statistics
Joined University of Science and Technology of China in 2021
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
Rank-based estimation/test, Measure transportation theory, M-estimation, Time series, Generalized dynamic factor models.
1. Center-outward R-estimation for semiparametric VARMA models (with M. Hallin、D. La Vecchia), 2020, Journal of the American Statistical Association.
2. R-estimators in GARCH models: asymptotics and applications (with K. Mukherjee), 2021, The Econometrics Journal.
3. Rank-based testing for semiparametric VAR models: a measure transportation approach (with M. Hallin、D. La Vecchia), 2021, Bernoulli; accepted.
4. Center-outward Rank-and Sign-based VARMA Portmanteau Tests (with M. Hallin), arXiv preprint arXiv:2208.12143.
5. M-estimation in GARCH Models in the Absence of Higher-Order Moments (with M. Hallin and K. Mukherjee),
arXiv e-prints, arXiv: 2001.10782.
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.
Journal refereeing: Journal of the American Statistical Association, Journal of Multivariate Analysis
OVERSEAS INSTITUTION VISIT
2019, Research Center for Statistics, University of Geneva