个人简介
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个人简介
EDUCATIONPhD Statistics,Department of Mathematics and Statistics,Lancaster University 10/2017 – 03/2021Funded byESRCAQM PathwayPhD Thesis title:Contributions to Robust Estimation in Time SeriesRESEARCH INTERESTRank-based estimation/test, Optimal transport, Riemannian geometry, Time series, Generalized dynamic factor models.PUBLICATIONS1. Center-outward R-estimation for semiparametric VARMA models (withM. Hallin、D. La Vecchia), 2022,Journal of the American Statistical Association.2.R-estimators