Zhou Zhou's Home Page
Department of Statistics
University of Toronto
100 St. George St.
Toronto, Ontario
M5S 3G3
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).
Nonlinear Multivariate Time-Space Threshold Vector Error
Correction Model for Short Term Traffic State Prediction.
Transportation Research,
Part B: Methodological, 46 27-47.
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, 108
726-740.
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.
Journal of Time Series Analysis,
34
508-516
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.
140 349-362.
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, 37 2696-2729.
Mielniczuk, J., Zhou, Z. & Wu, W. B. (2009).
On Nonparametric Prediction of Linear Processes.
Journal of Time Series Analysis, 30 652-673.