Research Interests
• Mathematical Statistics
— Higher order asymptotic expansion
— Statistic analysis on infinite variance data
— High dimension data analysis
• Time Series Analysis
— Prediction problem of stationary processes
— Time Series Analysis under non-regular case
— On the validity of models
— Estimation Problem on heavy tailed time series
— Robust methods for frequency domain
• Financial Engineering
— Optimal portfolio for large-scale fund
— Optimal portfolio under the multi-period model