佘睿
- 副教授 硕士生导师
- 职务 副教授 硕士生导师
Email:rshe@swufe.edu.cn
四川省成都市温江区柳台大道555号
研究方向
Heavy-Tailed statistics, Change-Point analysis, Non-Stationary time series.
工作及教育
2010.9-2014.6 四川大学数学专业 本科
2014.6-2018.11 香港科技大学 博士
2018.12-2019.6 西南财经大学统计学院 助理教授
2018.12-2019.6 西南财经大学统计研究中心 助理教授
2019.6-至今 西南财经大学统计学院 副教授
2019.6-至今 西南财经大学统计研究中心 副教授
研究兴趣
Heavy-Tailed statistics, Change-Point analysis, Non-Stationary time series.
2010.9-2014.6 四川大学数学专业 本科
2014.6-2018.11 香港科技大学 博士
2018.12-2019.6 西南财经大学统计学院 助理教授
2018.12-2019.6 西南财经大学统计研究中心 助理教授
2019.6-至今 西南财经大学统计学院 副教授
2019.6-至今 西南财经大学统计研究中心 副教授
研究兴趣
Heavy-Tailed statistics, Change-Point analysis, Non-Stationary time series.
学术论文
Rui She, Shiqing Ling (2020). Inference in heavy-tailed vector error correction models，Journal of Econometrics，214, 433–450.
Rui She, Zichuan Mi, Shiqing Ling. (2022). Whittle parameter estimation for vector ARMA models with heavy-tailed noises, Journal of Statistical Planning and Inference，219, 216-230.
Rui She. (2023). Tests of Unit Root Hypothesis with Heavy-tailed Heteroscedastic Noises，Statistica Sinica，33, 1-22.
Feifei Guo, Rui She, Yaxing Yang.(2024).Inference on nonstationary heavy-tailed AR processes via model selection, Journal of Time Series Analysis, https://doi.org/10.1111/jtsa.12798.
Rui She. (2025). Inference in median AR models with nonstationary and heavy-tailed heteroskedastic noises, Econometric Theory, 0, 1-29.
Rui She, Linlin Dai, Shiqing Ling. (2025). Testing for change-points in heavy-tailed time series--a Winsorized CUSUM approach, Journal of Business and Economic Statistics, in press.
Rui She, Shiqing Ling (2020). Inference in heavy-tailed vector error correction models，Journal of Econometrics，214, 433–450.
Rui She, Zichuan Mi, Shiqing Ling. (2022). Whittle parameter estimation for vector ARMA models with heavy-tailed noises, Journal of Statistical Planning and Inference，219, 216-230.
Rui She. (2023). Tests of Unit Root Hypothesis with Heavy-tailed Heteroscedastic Noises，Statistica Sinica，33, 1-22.
Feifei Guo, Rui She, Yaxing Yang.(2024).Inference on nonstationary heavy-tailed AR processes via model selection, Journal of Time Series Analysis, https://doi.org/10.1111/jtsa.12798.
Rui She. (2025). Inference in median AR models with nonstationary and heavy-tailed heteroskedastic noises, Econometric Theory, 0, 1-29.
Rui She, Linlin Dai, Shiqing Ling. (2025). Testing for change-points in heavy-tailed time series--a Winsorized CUSUM approach, Journal of Business and Economic Statistics, in press.