吴未迟 助理教授
研究方向：时间序列，变点推断，M 估计，网络数据
地址：清华大学伟清楼212-C室
电话：
邮箱：wuweichi@tsinghua.edu.cn





Employment
2018.12-Present? Assistant Professor，Center for Statistical Science and Department of Industrial Engineering,Tsinghua University, China.
2017-2018? Research Associate?Institute of Statistics, Department of Mathematics,Ruhr University Bochum, Germany.Research Mentor: Prof. Holger Dette
2015-2017 Research Associate?Department of Statistical Science,
Big Data Institute, University College London, UK. Research Mentor: Prof. Patrick Wolfe & Prof. Sofia Olhede
Education
2010-2015? University of Toronto, Canada??Ph.D. in Statistics, Supervisor: Prof. Zhou Zhou
2008-2010? Columbia University in the City of New York, USA?M.A. in Statistics
2004-2008 Peking University, China?B.S. in Physics
Publications
1. Dette, H., Wu, W. (2019). Detecting Relevant Changes in the Mean of a Non-stationary Process. The Annals of Statistics，Volume 47, Number 6 (2019), 3578-3608.
2. Wu, W., & Zhou, Z. (2018). Gradient-based Structural Change Detection for Nonstationary Time Series M-estimation. The Annals of Statistics, 46(3), 1197-1224.
3. Wu, W., & Zhou, Z. (2018). Simultaneous Quantile Inference for Non-stationary Long-memory Time Series. Bernoulli, 24(4A), 2991-3012.
4. Dette, H., Wu, W., & Zhou, Z. (2018). Change Point Analysis of Correlation in Non-stationary Time Series.?Statistica Sinica, 29(2), 611-644.
5. Wu, W., & Zhou, Z. (2017). Nonparametric Inference for Time-varying Coefficient Quantile Regression.?Journal of Business & Economic Statistics, 35(1), 98-109.
Invited Academic Presentations
2018
12th International Conference on Computational and Financial Econometrics, Italy
Workshop on Matrix Estimation Meets Statistical Network Analysis:? Extracting lowdimensional structures in high dimension, Oberwolfach? Research Institute for Mathematics, Germany
2017
Fudan Data Science Conference, Fudan University, Shanghai, China.
IMS (Institute of Mathematical Statistics)-China International Conference on Statistics and Probability, Guang Xi province, China.
1st International Conference on Econometrics and Statistics, Hong Kong University of Science and Technology, HongKong.
2016
10th International Conference on Computational and Financial? Econometrics, Spain.
Research Seminar, Department of Mathematics, University of Bristol, UK.
Joint Statistics and Econometrics Seminar, LSE, UK.?
2015
Joint Seminar, Department of Statistics, TU Dortmund and Department of Mathematics, Ruhr University Bochum, Germany.
SPG Group Seminar, Department of Statistics, UCL, UK.
Structural Change Detection For Regression Quantile with Non-Stationary Errors, JSM Seattle, USA (contributed talk).
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