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
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.
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.