Position Title
Professor
Position Title
Professor
- Statistics
4230 Mathematical Sciences Building
One Shields Avenue, Davis CA 95616
One Shields Avenue, Davis CA 95616
Bio
Research Interests
- Time Series Analysis
- Change-Point Problems
- Functional Data
- High Dimensional Statistics
Recent Publications and Preprints
- Bootstrapping spectral statistics in high dimensions. Preprint (with M. Lopes and Andrew Blandino).
- Testing for stationarity of functional time series in the frequency domain. Preprint (with A. van Delft). [Preprint] [Supp]
- Estimating functional time series by moving average process fitting. Preprint (with J. Klepsch).
- An adaptable generalization of Hotelling's $T^2$ in high dimensions. Preprint (with H. Li, D. Paul, J. Peng and P. Wang).
- Estimation of prediction error in time series. Preprint (with P. Burman).
- Detecting and dating structural breaks in functional data without dimension reduction. Journal of the Royal Statistical Society, Series B, to appear (with G. Rice and O. Sönmez). [Preprint] [Supp]