Position

2007---present: Assistant Professor, Department of Statistics , Penn State University

Education

• 2007: Ph.D. Department of Statistics , University of Chicago
  

• 2002: B.S. University of Science and Technology of China

Research Interests

• Time Series
  
• Nonparametric Methods
  
• Quantile Regression
  
• Longitudinal Models
  
• Financial Econometrics
  

Courses Taught (S: Spring; F: Fall)

• STAT318 Elementary Probability: 2009S
  
• STAT401 Experimental Methods I: 2008F
  
• STAT414 Introduction to Probability Theory: 2007F
  
• STAT416 Stochastic Modelling: 2009F, 2010F, 2011F, 2013S
  
• STAT461 Analysis of Variance: 2013F (scheduled)
  
• STAT463/510 Applied Time Series Analysis: 2008S, 2008F, 2010S, 2011S, 2011F, 2012S, 2012F, 2013F (scheduled)
  
• STAT464 Applied Nonparametric Statistics: 2009F
  
• STAT515 Stochastic Processes and Monte Carlo Methods: 2013S
  
• STAT597A Advanced Time Series (graduate level): 2011S
  

Graduate Students

• Li, Xiaoye
  
• Kim, Seonjin
  

Publications

Links to Journals

Calendar