empirical process
time series analysis
extreme value theory
resampling-type method
statistical inference for massive data
statistical inference for dynamical systems
Kasun Fernando, Nan Zou, The Bootstrap for Dynamical Systems, Arxiv, Slide
Joint with Patrice Bertail, Dimitris Politis, and Stanislav Volgushev, When Do Fast Bootstrap Procedures Work? In preparation, Slide
Annabel Webb, Nan Zou, Serigne Lo, Jun Ma, Dynamic prediction and predictive accuracy in joint models of longitudinal and partly interval-censored survival data using a penalised likelihood, submitted.
Annabel Webb, Nan Zou, Serigne Lo, Jun Ma, On a penalised likelihood approach for joint modelling of longitudinal covariates and partly interval-censored data, Biometrical Journal, 2025+.
Nan Zou, Estimating POT Second-order Parameter for Bias Correction, Journal of Nonparametric Statistics, 2024.
Nan Zou, Reweighted madogram-type estimator of Pickands dependence function, Statistics & Probability Letters, 2023.
Nan Zou and Dimitris Politis, Bootstrap seasonal unit root test under periodic variation. Econometrics and Statistics, 2021.
Nan Zou, Stanislav Volgushev, and Axel Bücher, Multiple Block Sizes and Overlapping Blocks for Multivariate Time Series Extremes. Annals of Statistics, 2021. Slide
Axel Bücher, Stanislav Volgushev, and Nan Zou, On Second Order Conditions in the Multivariate Block Maxima and POT Method. Journal of Multivariate Analysis, 2019.
Nan Zou and Dimitris Politis, Linear Process Bootstrap Unit Root Test, Statistics & Probability Letters, 2019.
Nan Zou and Liwei Xie, Forecasting the Monthly Generation of Municipal Solid Waste in Beijing in 2011, Selected Proceedings of the Fifth International Conference on Waste Management and Technology, Pages 40-42, 2010.