Group Members
Current Group Members:
Miaoshiqi Liu. Ph.D. student, since 2019.
Project title: Inference for Non-stationary Time Series Regression.
David Veitch. Ph.D. student, since 2019.
Project title: Multiscale Jump Inference for High-Dimensional Non-stationary Time Series.
Jiayue Huang. Ph.D. student, since 2021.
Project title: Model Selection in Time-Frequency Analysis.
Yinong Wu. Visiting Ph.D. student, since 2023.
Project title: Optimal Tuning Parameter Selection for Non-stationary Time Series.
Tianpai Luo. Visiting Ph.D. student, since 2024.
Project title: Sieve M-estimation for Time Series.
Yuan Sun. Informal Postdoctoral Fellow, since 2023.
Project title: Inference of Expected Shortfall of Non-stationary Time Series.
Former Group Members:
Weichi Wu. Ph.D. student.
Thesis title: On Quantile Inference of Non-stationary Time Series.
Graduated: June/2015.
Current position: Associate Professor, Center for Statistical Science, Tsinghua University.
Tao Ma. Ph.D. student.
Thesis Title: Network-Wide Short-Term and Functional Traffic State Prediction.
Graduated: June/2016.
Current position: Lecturer, Texas State University.
Xiucai Ding. Ph.D. student.
Project title: Covariance and Precision Matrix Estimation for Non-stationary Time Series.
Graduated: November/2018.
Current position: Assistant Professor, Department of Statistics, University of California, Davis.
Ulrike Mayer. Visiting Ph.D. student (April 2016 to Sept. 2016).
Project title: Inference for Multi-variate U-statistics of Non-stationary Time Series.
Graduated: December/2019.
Current position: Statistical Assistant at the Women's Health Research Institute, Vancouver, B.C.
Boris Gabuzov. Ph.D. student.
Thesis title: Second Order Inference in Locally Stationary Time Series.
Graduated: June/2020.
First position: Lecturer, Schulich School of Business, York University.
Jun Yang. Ph.D. student.
Project title: Simultaneous Spectral Inference under Complex Temporal Dynamics.
Graduated: June/2020.
Current position: Assistant Professor, University of Copenhagen, Denmark.
Yan Cui. Visiting Ph.D. student (09/2018 – 09/2020), Postdoc (03/2022-09/2023).
Project title: On Regression and Forecasting of Non-stationary Functional Time Series.
Graduated: December/2020.
Current Position: Assistant Professor (on leave), Institute for Advanced Study in Mathematics, Harbin Institute of Technology, China.