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Profile
| Academic position | Full Professor |
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| Research fields | Mathematical and Applied Statistics,Statistics and Economics |
| Keywords | martingale approximation, covariance matrix estimation, Gaussian approximation, high dimensional statistics, time series analysis |
Current contact address
| Country | United States of America |
|---|---|
| City | Chicago |
| Institution | University of Chicago |
| Institute | Department of Statistics |
Host during sponsorship
| Prof. Dr. Wolfgang Härdle | Institut für Statistik und Ökonometrie, Humboldt-Universität zu Berlin, Berlin |
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| Prof. Dr. Wolfgang Härdle | School of Business and Economics, Humboldt-Universität zu Berlin, Berlin |
| Start of initial sponsorship | 01/06/2020 |
Programme(s)
| 2019 | Friedrich Wilhelm Bessel Research Award Programme |
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Nominator's project description
| Professor Wu is an international leader in the study of large sample theory for time dependent data. He introduced the functional dependence measure concept, which enables a systematic theoretical framework for such an asymptotic theory. He designed fast online algorithms to compute statistics of time series. In Germany, he works on topics in high dimensional non-stationary time dependent data. |