Sign up to our newsletter for the latest news,updates and offers


Academic Lecture: Statistical inference for the mean function of stationary functional time series

Lecturer:  Prof. Lijian YANG,  Tsinghua University  

Moderator: Prof. Shuangjie Dai, School of Statistics

Time: 10:00-11:00 , Jan. 15, 2021

Platform: Tencent Meeting 962 785 186 

Organizer: School of Statistics

Speaker Profile

Yang Lijian is a professor at the Center for Statistics Research and the Department of Industrial Engineering, Tsinghua University. He received his B.S. in Mathematics from Peking University (1987), Ph.D. in Statistics from the University of North Carolina at Chapel Hill (1995), tenure-track professor in the Department of Statistics at Michigan State University (2006-2014), director of the Center for Advanced Statistics and Econometrics at Suzhou University (2011-2016), and distinguished professor (2011-2016).Elected Member of the International Statistical Institute, elected fellow of the American Statistical Association, elected fellow of the Institute of Mathematical Statistics, and elected fellow of the International Statistical Institute. The first Chinese winner of the Yale University Press Tjalling Koopmans Econometric Theory Prize.

Lecture Preview

Inference via simultaneous confidence band (SCB) is investigated for the mean function of stationary functional time series data with infinite moving average structure. A B-spline estimator is proposed for the mean function together with an SCB which is asymptotically correct. Under mild conditions, the B-spline estimator and its accompanying SCB enjoy oracle efficiency in the sense that they are asymptotically equivalent to the counterparts obtained from the random trajectories entirely observed without errors. Simulation studies are carried out which strongly corroborate the asymptotic theory. The use of SCB is illustrated by analyzing an Electro Encephalogram (EEG) data.