中文
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


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), 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.


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


OVERSEAS INSTITUTION VISIT

2019, Research Center for Statistics, University of Geneva