The Department of Mathematics offers not only Master and PhD degrees in statistics but also the Master degree in applied statistics. Members of our group conduct methodological research in a broad range of areas, including mathematical statistics, applied statistics, probability theory, stochastic processes, and financial mathematics. The main research interesting:
Change point analysis
Financial Statistics
High dimensional statistical inference
Nonparametric modeling
Reliability Statistics
Statistical process control
Time series analysis
Limiting theorem
Interacting particle systems
Random graph and complex networks
Semi-martingale theory
Stochastic analysis and its computation
Credit risk analysis and management
Financial Econometrics
Pricing of financial derivatives
Xin Chen
Xinxing Chen
Samuel Drapeau
Jinyan Fan
Zhenguo Gao
Dong Han
Lei Li
Songting Li
Jianzhong Lin
Yiqing Lin
Lin Liu
Weidong Liu
Peng Luo
Shan Luo
Shiyang Ma
Xiaojun Mao
Haojie Ren
Mingyang Ren
Min Tang
Cheng Wang
Di Wang
Dong Wang
Tao Wang
Shuzhi Wei
Jinguo Xian
Qian Xiao
Dewen Xiong
Peirong Xu
Zhiqin Xu
Zhangsheng Yu
Deng Zhang
Xiaoqun Zhang
Yaoyu Zhang
Douglas Zhou