Graduated in December 2024 with a Ph.D. in Science from the School of Statistics, Southwestern University of Finance and Economics. From May 2023 to May 2024, participated in a one-year joint training program at the London School of Economics and Political Science. Currently a postdoctoral researcher at the School of Statistics, Southwestern University of Finance and Economics. Main research interests include high-dimensional time series analysis and functional data analysis.
Yang Lin
/Doctor
E-mail：yanglin AT swufe.edu.cn
Awards and honors
Lead research projects
Representative papers
- Chang, J., He, J., Yang, L., & Yao, Q. (2023). Modeling matrix time series via a tensor CP-decomposition. Journal of the Royal Statistical Society Series B, 85, 127-148.