基本情况

王立洪，南京大学数学系教授、博士生导师。

研究领域

数理统计、时间序列分析

工作经历

2007年6月至2007年8月  访问学者，美国密苏里大学圣路易斯分校数学与计算机科学系

2002年8月至2003年8月  博士后，加拿大CARLETON大学数学与统计系

论文发表

1. Lihong Wang (2011). L1-estimation for the location parameters in stochastic volatility models. Mathematical Methods of Statistics, 20(2), pp. 165–170
2. Dawei Hou and Lihong Wang (2010). The Prediction of long memory FIGARCH models. Journal of Nanjing University, Mathematical Biquarterly, 27(2), 185-196
3. Lihong Wang and Haiyan Cai (2010). Wavelet change-point estimation for long memory nonparametric random design models. Journal of Time Series Analysis, 31, 86-97
4. Lihong Wang and Haiyan Cai (2010). Asymptotic properties of nonparametric regression for long memory random fields. Journal of Statistical Planning and Inference, 140(3), 837-850
5. Lihong Wang (2010). Kernel type smoothed quantile estimation under long memory. Statistical Papers, 51 (1), 57-67
6. Lihong Wang (2009). Memory parameter estimation for long range dependent random fields. Statistics and Probability Letters, 79(21), 2297-2306
7. Lihong Wang (2008). Change-point estimation in long memory nonparametric models with applications. Communications in Statistics: Simulation and Computation, 37(1), 48-61
8. Lihong Wang (2008). Change-point detection with rank statistics in long memory time series models. Australian and New Zealand Journal of Statistics, 50(3), 241-256
9. Lihong Wang (2008). Change-in-mean problem for long memory time series models with applications. Journal of Statistical Computation and Simulation, 78(7), 653-668
10. Lihong Wang (2007). Gradual changes in long memory processes with applications. Statistics, 41(3), 221-240
11. Lihong Wang (2007). Testing for a change of the density function in long memory processes. Far East Journal of Theoretical Statistics, 22(1), 33-45
12. M. Csörgő, B. Szyszkowicz and Lihong Wang (2006). Strong invariance principles for sequential Bahadur–Kiefer and Vervaat error processes of long-range dependent sequences. The Annals of Statistics, 34(2), 1013-1044
13. Lihong Wang and Jinde Wang (2006). Testing and estimating for change in long
14. memory parameter. Journal of Statistical Computation and Simulation, 76(4), 317-329
15. Lihong Wang and Jinde Wang (2006). Change-of-variance problem for linear processes with long memory. Statistical Papers, 47, 279-298
16. M.Csörgő, B.Szyszkowicz and Lihong Wang (2005). Limit theorems for nearest-neighbor density estimation under long-range dependence. Journal of Statistical Research, 39(1), 121-138
17. Lihong Wang (2005). Change in non-parametric regression with long memory errors. Statistics and Decisions, 23, 147-159
18. Lihong Wang and Jinde Wang (2004). The limiting behavior of least absolute deviation estimators for threshold autoregressive models. J. Multivariate Anal., 89(2), 243-260
19. Lihong Wang (2004). Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations. Ann. Inst. Statist. Math., 56(2), 251-264
20. Lihong Wang (2004). Asymptotics of L1-estimators in moving average time series models. Communications in Statistics: Theory and Methods, 33(1), 107-118