Yao Zheng

Assistant Professor

Statistics


About

Yao Zheng, Ph.D. in statistics from the University of Hong Kong, works in time series analysis and statistical learning. The central theme of her research is to develop statistical methods for modeling temporal dynamics of data. Her past research addresses various aspects in financial time series modeling. Recently, she has focused on big (or high-dimensional) time series data analysis. The high dimensionality and complex temporal structure in such data pose new statistical and computational challenges, and her research aims to develop novel methods and theory to address these issues.

Awards and Appointments

Makuch Faculty Fellow (2023)

Selected Publications

  • Zheng, Y., Zhu, Q., Li, G. and Xiao, Z. (2018). Hybrid quantile regression estimation for time series models with conditional heteroscedasticity. Journal of the Royal Statistical Society: Series B, 80, 975-993.
  • Zhu, Q., Zheng, Y. and Li, G. (2018). Linear double autoregression. Journal of Econometrics. 207, 162–174.
  • Zheng, Y., Li, W. K. and Li, G. (2018). A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models. Biometrika, 105, 73–89.
Yao Zheng
Contact Information
Emailyao.zheng@uconn.edu
Office LocationAUST 307
CampusStorrs Campus
LinkPersonal Website
Research Interests
  • Time series analysis
  • High dimensional statistics
  • Econometrics