Personal profile
Personal profile
Got his PhD degree from University of Copenhagen, Denmark. Research interest: extreme value theory, time series analysis, Fourier analysis, functional data analysis.
Research areas
- Statistics
- Probability theory
- Time Series
- Extreme value theory
- Fourier analysis
- Functional data analysis
Person Types
- Staff
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 2 Active
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Statistical Inference for Functional Time Series in Hilbert Space
Zhao, Y. (PI)
1/01/26 → 31/12/29
Project: Governmental Research Project
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Estimation of contaminated functional autoregressive process
Zhao, Y. (PI)
1/07/25 → 30/06/28
Project: Internal Research Project
Research output
- 9 Article
-
Time-lagged marginal expected shortfall
Liu, J., Liu, X. & Zhao, Y., 2025, (Submitted) In: arXiv.Research output: Contribution to journal › Article › peer-review
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Yule-Walker Estimation for Functional Time Series in Hilbert Space
Zhao, Y., Niu, Y., Chen, Z. & Wang, C., Jul 2025, (Submitted) In: arXiv preprint. 80 p.Research output: Contribution to journal › Article
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Development and external validation of a novel modality for rapid recognition of aortic dissection based on peripheral pulse oximetry waveforms
Luo, J.-C., Zhang, Y.-J., Niu, Y., Luo, M.-H., Sun, F., Tu, G.-W., Chen, Z., Zhou, S.-Y., Gu, G.-R., Cheng, X.-F., Zhao, Y., Zhou, W.-T. & Luo, Z., 20 Aug 2024, In: Medical Physics. n/a, n/a, 1 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
Whittle estimation based on the extremal spectral density of a heavy-tailed random field
Zhao, Y., Mikosch, T., Damek, E. & Zienkiewicz, J., Jan 2023, In: Stochastic Processes and their Applications.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
Point processes in a metric space and their applications
Zhao, Y., 2022, In: Mathematics.Research output: Contribution to journal › Article › peer-review