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Position: Lecturer Department: School of Mathematics and Statistics Research Interests: Statistic problems for stochastic process TEL: E-mail:zhou.li@sdu.edu.cn |
EDUCATION:
2009-2013 Doctor on statistics, University of Maine
《Statistical Problems for SDEs and for BSDEs》
2008-2009 Master on applying mathematics, University of Maine
2004-2007 Master on financial mathematics and financial engineering, Shandong University
2000-2004 Bachelor on statistics, Shandong University
PROFESSIONAL APPOINTMENTS:
2013- Lecturer, Shandong University, Weihai
2010-2013 ATER, University of Maine
PUBLICATIONS:
Ilia Negri and Li Zhou, On goodness-of-fit testing for ergodic diffusion process with shift parameter, Statistical Inference for Stochastic Processes, 17-1 (2014).
Li Zhou, On asymptotically parameter free test for ergodic diffusion process, Revue des Annales de l'ISUP, 58-1-2(2014).
Yury A. Kutoyants and Li Zhou, On approximation of forward backward stochastic differential equation, Journal of Statistical Planning and Inference, 150 (2014).
Yury A. Kutoyants and Li Zhou, On asymptotically parameter free tests for ergodic diffusion processes. Wiley-ISTE, 416 (2013).
RESEARCH PROJECTS:
Statistic Problems for Kalman Filter System Basing on Continuous Observations, NSFC, 2018-2020
Estimation for Stochastic Processes on Small Noise, Shandong University, 2015-2016
AWARDS
First Prize, Youth Teaching Competition, Shandong University