Yan Cui
Assistant Professor
- About
- Education
- Awards & Honors
- Selected Research
Current Courses
MAT 350.002 Applied Probability Models
MAT 448.002 Applied Probability Models
MAT 353.001 Regression And Time Series Analysis
MAT 457.001 Regression And Time Series Analysis
PhD Probability Theory and Mathematical Statistics
Jilin University
Changchun, Jilin, China
Stillman Drake Fund
Reed College
2024
The Postdoctoral Fellows Association Travel Awards
University of Alberta
2024
Poster Competition Award
the Fifth ICSA-Canada Chapter Symposium
2022
Journal Article
Optimal short-term forecast for locally stationary functional time series.
Yan Cui, Zhou Zhou.
(2025)
State-domain change point detection for nonlinear time series regression.
Yan Cui, Jun Yang, Zhou Zhou.
(2023)
Estimation and inference of time varying auto-covariance under complex trend: a difference-based approach.
Yan Cui, Michael Levine, Zhou Zhou.
(2021)
Modeling Z-valued time series based on new versions of the Skellam INGARCH model.
Yan Cui, Qi Li, Fukang Zhu.
(2021)
A generalized mixture integer-valued GARCH model.
Huiyu Mao, Fukang Zhu, Yan Cui.
(2020)
Flexible bivariate Poisson integer-valued GARCH model.
Yan Cui, Qi Li.
(2020)
Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model.
Yan Cui, Fukang Zhu, Wai Keung Li.
(2020)
new bivariate integer-valued GARCH model allowing for negative cross-correlation.
Yan Cui, Fukang Zhu.
(2018)
Presentations
Fully functional simultaneous inference for locally stationary functional time series
Yan Cui, Zhou Zhou.
The 52nd Annual Meeting of the Statistical Society of Canada, Saskatoon, Canada, May, 2025
Fully functional simultaneous inference for locally stationary functional time series
Yan Cui, Zhou Zhou.
The 18th International Joint Conference on Computational and Financial Econometrics– Computational and Methodological Statistics, Hybrid Conference, December, 2024
Optimal short-term forecast for locally stationary functional time series.
Yan Cui, Zhou Zhou.
The Sixth ICSA-Canada Chapter Symposium, Niagara Falls, Canada, June, 2024
Optimal short-term forecast for locally stationary functional time series.
Yan Cui, Zhou Zhou.
The Fifth ICSA-Canada Chapter Symposium–Statistics, Banff, Canada, July, 2022
State-domain change point detection for nonlinear time series regression
Yan Cui, Jun Yang, Zhou Zhou.
The Joint Statistical Meetings, Online, August, 2020