Department of Statistics

University of Toronto

Phone: 416-978-4032

Email: zhou at utstat dot toronto dot edu

**Education**

- Ph.D. Statistics, The University of Chicago. 2004-2009.
- B.S. Mathematics, Peking University. 2003.

**Academic Appointments**

- Assistant Professor of Statistics, University of Toronto. 2009 - 2015.
- Associate Professor of Statistics, University of Toronto. 2015-

**Research Interests**

- Non-stationary time series analysis.
- Nonlinear time series analysis.
- Non- and semi-parametric estimation and inference.
- Resampling methods for dependent data.
- Structural change detection.
- Quantile regression.
- Functional and longitudinal data analysis.
- Statistical methods in environmental sciences and econometrics.

**Publications and Manuscripts**

(* indicates student's thesis work)

H. Dette,
Weichi Wu* and** Zhou, Z**. (2015).

Change Point Analysis of Second Order Characteristics in Non-stationary Time Series.

Submitted for publication.

Weichi Wu* and** Zhou, Z**. (2015).

Nonparametric Inference for Time-varying Coefficient Quantile Regression.

* Journal of Business and
Economic Statistics*, to appear.

Tao Ma*,
**Zhou, Z**. and Abdulhai, B. (2015).

* Transportation Research,
Part B: Methodological*,

Weichi Wu* and** Zhou, Z**. (2015).

Simultaneous Quantile Inference for Non-stationary Long Memory Processes.

Submitted for publication.

Weichi Wu*** **and** Zhou, Z. **(2014).

Structural Change Detection for Regression Quantiles under Time Series Non-stationarity.

Under revision.

**
Zhou, Z**.
(2014).

Inference for Non-stationary Time Series Regression with/without Inequality Constraints.

*Journal of the Royal Statistical Society, series B,
**to appear.***
**

**
Zhou, Z**.
(2014)

Discussion to `` Multiscale change point inference'' by K. Frick, A. Munk and H. Sieling.

*
Journal of the Royal Statistical Society, series B, 76 **566-567.*

**
Zhou, Z**.
(2014).

Inference of Weighted V-statistics for Non-stationary Time Series and Its Applications.

*The Annals of Statistics 42 **
87-114.*

**
Zhou, Z.**
(2014).

Nonparametric Specification for Non-stationary Time Series Regression.

*Bernoulli**, 20 78-108.*

**
Zhou, Z**.
(2013).

Heteroscedasticity and Autocorrelation Robust Structural Change Detection .

** Journal of the American Statistical Association**,

**
Zhou, Z.**
and Shao, X. (2013).

Robust Inference for Linear Models with Dependent Errors.

** Journal of the Royal Statistical Society, series B 75
**323–343.

**
Zhou, Z.**
(2013).

Inference for Non-stationary Time Series Auto Regression.

**
Zhou, Z.**
(2012).

Measuring Nonlinear Dependence in Multivariate Time Series, A Distance Correlation Approach.

*Journal of Time Series Analysis**. 33 438-457.*

**Zhou, Z.** & Wu, W. B. (2011).

On Linear Models with Long Memory and Heavy-tailed Errors.

** Journal of Multivariate Analysis**.

Wu, W. B. & **Zhou, Z.** (2011).

Gaussian Approximations for Non-stationary Multiple Time Series.

*Statistica Sinica.***
21 **1397-1413

**Zhou, Z.** & Wu, W. B. (2010).

Simultaneous Inference of Linear Models with Time-Varying Coefficients.__
__

** Journal of the Royal Statistical Society, series B.
72**
513-531.

**Zhou, Z.** (2010).

Nonparametric Inference of Quantile Curves for Non-stationary Time Series.

*The Annals of Statistics.**
38
**
2187-2217.*

**Zhou, Z.**, Xu, Z. & Wu, W. B. (2010).

Long-term Prediction Intervals of Time Series.

*IEEE Transactions on Information Theory,*** 56 ** 1436-1446.

Kim, K. H., **Zhou, Z.** & Wu, W. B. (2010).

Non-stationary Structural Model with Time-Varying Demand Elasticities.

*Journal of Statstical Planning and Inference .***140
**3809-3819.

**Zhou, Z.** & Wu, W. B. (2009).

Local Linear Quantile Estimation for Non-stationary Time Series.

** The Annals of Statistics**,

Mielniczuk, J., **Zhou, Z.** & Wu, W. B. (2009).

On Nonparametric Prediction of Linear Processes.

*Journal of Time Series Analysis,*** 30 ** 652-673.