- 2020.12- 至今 副教授 清华大学工业工程系统计学研究中心
- 2018.12 - 2020.12 助理教授 清华大学工业工程系统计学研究中心
- 2017.10 - 2018.12 博士后研究员– 德国鲁尔波鸿大学数学系
- 2015.07 - 2017.07 博士后研究员– 英国伦敦大学学院统计科学系与大数据所
教育经历
- 2010.09 - 2015.11 加拿大多伦多大学统计学博士,加拿大多伦多
- 2008.08 - 2010.02 美国哥伦比亚大学统计学硕士,美国纽约
- 2004.09 - 2008.07 北京大学物理学学士,中国北京
发表论文(*通讯作者#学生)
- Dette, H., & Wu, W* (2024+) Confidence surfaces for the mean of locally stationary functional time series, Statistica Sinica, to appear
- Wu, W*., Olhede, S., & Wolfe, P. (2024+) Tractably Modelling Dependence in Networks Beyond Exchangeability, Bernoulli, to appear
- Bai,L#.&Wu,W.*(2024+). Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests, Biometrika, to appear.
- Bai,L#.&Wu,W.*(2023+). Detecting long-range dependence for time-varyingl inear models, Bernoulli, to appear.
- Wu,W.&Zhou,Z.*(2023+). Multiscale jump testing and estimation under complex temporal dynamics, Bernoulli, to appear.
- Dhar,S.S.&Wu,W.*(2023). Comparing time varying regression quantiles under shift invariance, Bernoulli, 29(2):1527-1554.
- Dette,H.,&Wu,W.*(2022).Prediction in locally stationary time series, Journal of Business & Economic Statistics, 40(1), 370-381.
- Dette, H., Dhar, S.S. & Wu,W.* (2021) . Identifying shifts between two regression curves, Annals of the Institute of Statistical Mathematics 1-35.
- Dette,H.*,&Wu,W. (2019). Detecting relevant changes in the mean of a non-stationary process. The Annals of Statistics, 47(6), 3578–3608. (alphabetical authorship)
- Wu,W.*,&Zhou,Z. (2018). Gradient-based structural change detection for nonstationary time series M-estimation. The Annals of Statistics, 46(3), 1197-1224.
- Wu, W.*, & Zhou, Z. (2018). Simultaneous quantile inference for non-stationary long-memory time series. Bernoulli, 24(4A), 2991-3012.
- Dette, H., Wu, W.* & Zhou, Z. (2018). Change point analysis of correlation in non-stationary time series. Statistica Sinica, 29(2), 611-644.
- Wu, W.*, & Zhou, Z. (2017). Nonparametric inference for time-varying coefficient quantile regression. Journal of Business & Economic Statistics, 35(1), 98-109.
在研项目
- 2023.01 - 2026.01 国家自然科学基金 面上项目(基金编号:No.12271287),主持,46万元 项目名称:局域平稳高维时间序列与函数型时间序列的统计分析
- 2020.01 - 2022.12 国家自然科学青年基金(基金编号No.11901337),主持,28.9 万元 项目名称:局部平稳时间序列的统计推断和预测
- 2020.01 - 2024.12 北京市自然科学基金重点研究专题(基金编号z19J00005),参与项目名称:人工智能的统计理论与算法基础
受邀杂志审稿
- Journal of the Royal Statistical Society, Series B
- Journal of the American Statistical Association
- Biometrika
- Bernoulli
- Electronic Journal of Statistics
- Biometrics
- Econometrics and Statistics
- Statistics & Probability Letters
- Science China Mathematics
- Journal of Bussiness & Economic Statistics
课程讲授
- 2021.02 - 2021.06 金融统计 本科生课程
- 2020.09 - 2021.01 高等数理统计统计I 研究生课程
- 2020.01 - 2020.06 网络数据统计分析 研究生课程
- 2019.09 - 2020.01 面板数据分析 研究生课程
期刊服务
- Mathematical Reviews 评论员
- Statistics & Probability Letters 副主编