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.