Professor Director of Graduate Studies I Education Ph.D. in Statistics, The University of Chicago, 2012 B.S. in Mathematics and Applied Mathematics, Fudan University, 2007 Research Research Interests: Econometrics and Time Series Analysis, with specifications on high-dimensional time series; kernel-based nonparametric and semiparametric learning; nonstationary time series; phenomenon of serial tail dependence; and self-normalized automation
