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Zhou Li

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