姓名:
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