Yan Cui

About Me

I am a Postdoctoral Fellow at the University of Alberta, mentored by Prof. Bei Jiang in the Department of Mathematical and Statistical Sciences at University of Alberta and Prof Anne-Sophie Charest in the Department of Mathematics and Statistics at Université Laval. Before that, I was a Postdoctoral Fellow at the University of Toronto, mentored by Prof. Zhou Zhou in the Department of Statistical Sciences during 2022-2023. I received my Ph.D. degree in School of Mathematics at Jilin University in December 2020.

Research Interests

• Data privacy
• Functional time series
• Non-parametric estimation and inference
• Nonlinear and non-stationary time series
• Change point problem

Publications

• Cui, Y., Yang, J. and Zhou, Z. (2023) State-domain change point detection for nonlinear time series regression. Journal of Econometrics, 234, 3-27.
• Cui, Y., Levine, M. and Zhou, Z. (2021) Estimation and inference of time-varying auto-covariance under complex trend: A difference-based approach. Electronic Journal of Statistics, 15, 4264-4294.
• Cui, Y., Li, Q. and Zhu, F. (2021). Modeling Z-valued time series based on new versions of the Skellam INGARCH model. Brazilian Journal of Probability and Statistics, 35, 292-314.
• Mao, H., Zhu, F. and Cui, Y. (2020). A generalized mixture integer-valued GARCH model. Statistical Methods & Applications, 29, 527-552.
• Cui, Y., Zhu, F. and Li, W.K. (2020) Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model. Statistics and Its Interface, 13, 77-89.
• Cui, Y., Li, Q. and Zhu, F. (2020) Flexible bivariate Poisson integer-valued GARCH model, An nals of the Institute of Statistical Mathematics. 72, 1449-1477.
• Cui Y. and Zhu, F. (2018) A new bivariate integer-valued GARCH model allowing for negative cross-correlation. TEST, 2, 428-452.

Work Experience

• Visiting Research Assistant, March-April July-August 2018, Department of Statistics and Actuarial Science, The University of Hong Kong, Advisor: Wai Keung Li
• Teaching Assistant, STA457 Time Series Analysis: September 2019 - April 2020; STA302 Methods of Data Analysis: July 2020 - August 2020; STA2530 Applied Time series Analysis: September 2022 - December 2022 Department of Statistical Sciences, University of Toronto
• Teaching Assistant, Probability Theory and Mathematical Statistics: September 2017-January 2018, School of Mathematics, Jilin University

Contact Information

• Email: cui12@ualberta.ca
• Office: CAB Room 440, Department of Mathematical and Statistical Sciences, Edmonton, AB, Canada, T6G2J5