Reporter: Professor Ling Shiqing The Hong Kong University of Science and Technology
Report location: Tencent Conference ID: 764 5709 9079, Conference password: 202103
Click on the link to join https://meeting.tencent.com/s/zDVP13mWChs4
School contact: Zhu Fukang fzhu@jlu.edu.cn
Lecture content and time (Beijing time) arrangement:
Teaching date
Course name (lecture title) Teaching time March 4
Heavy-tailed time series (I) 14:00-15:00 March 4
Heavy-tailed time series (II)15:20-16:20 March 5
Testing for serial correlation and ARCH effect of high-dimensional time series (I)14:00-15:00 March 5
Testing for serial correlation and ARCH effect of high-dimensional time series(II)15:20-16:20 March 11
Testing for change points in time series (I)14:00-15:00 March 11
Testing for change points in time series (II)15:20-16:20
Lecture summary:
1. Heavy-tailed time series; 2. Correlation test and ARCH effect test of high-dimensional time series; 3. Change point test in time series.
Brief introduction of the speaker:
Professor Ling Shiqing obtained a doctorate in statistics from the University of Hong Kong in 1997, a post-doctorate in Economics at the University of Western Australia from 1997 to 2000, an assistant professor in the Department of Mathematics at the Hong Kong University of Science and Technology from 2000 to 2006, and was employed by the University of Western Australia in Economics from 2003 to 2006 Adjunct Associate Professor of Department of Science and Mathematics and Statistics, Associate Professor of Department of Mathematics, Hong Kong University of Science and Technology from 2006 to 2010, Professor of Department of Mathematics, Hong Kong University of Science and Technology from 2010 to present The main research directions are: large sample theory, empirical process, non-stationary time series, non-linear time series and econometrics. In "Journal of Econometrics", "Econometric Theory", "Journal of Business and Economic Statistics", "Annals of Statistics", "Journal of America Statistical Association", "Journal of Royal Statistical Society Series B", "Biometrika" and other top international econometrics and More than 60 papers have been published in statistical journals. Served as or served as the co-editor or associate editor of important journals such as "Journal of Time Series Analysis", "Bernoulli", "Electronic Journal of Statistics", "Statistics & Probability Letters". In 2003 and 2013, he was awarded the Early Career Research Excellence Prize and Biennial Medal by the MSS Committee of Australia and New Zealand, respectively. In 2005, he was elected as a member of the International Statistical Society. In 2013, he was elected as the Fellow of MSS in Australia and New Zealand. In 2015, he was elected as the Inaugural of ITTI. Distinguished Fellow. In 2007 and 2017, he was awarded the Multa Scripsit Award and Plura Scripsit Award issued by Econometric Theory Journal respectively.
