Research

Primary research interests:

• empirical process

• time series analysis

• extreme value theory

• resampling-type method

• statistical inference for massive data

• statistical inference for dynamical systems

Ongoing Projects:

• Joint with Kasun Fernando, 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

• Joint with Julian Braganza, Axel Bücher, and Stanislav Volgushev, Resampling-based Inference for Multivariate Time Series Extremes. In preparation.

Publications:

Journals:

• Nan Zou, Estimating POT Second-order Parameter for Bias Correction, Journal of Nonparametric Statistics, 2023. 

• 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.

Conference Proceedings:

• 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.