个人简历

Research Interests:
Limit theory in Probability and Statistics,Econometrics
Educations:
1.Jun.2005,Ph.D.in Probability and Mathematical Statistics,Department of Mathematics,Zhejiang University,P.R.China.
2.Jun.2000,B.S.in Statistics,Department of Mathematics,Zhejiang University,P.R.China.
Positions Held:
1.Dec.2007-present:Associate professor,Department of Mathematics/School of Mathematical Sciences,Zhejiang University,P.R.China.
2.Jul.2007-Nov.2007:Lecture,Department of Mathematics,Zhejiang University,P.R.China.
3.Jul.2006-Jul.2007:Post-doctor fellow,Institute of Statistical Science,Academia Sinica&National Central University,Taiwan.
4.Jul.2005-Jun.2006:Lecture,Zhejiang University,City College,P.R.China.
Visiting Experience:
1.Dec.2011-Dec.2012:Visiting scholar,Department of Statistics,Yale University,USA.
2.Jan.2009-Feb.2009:Visiting scholar,Gyeongsang National University,South Korea.
3.Jul.2008-Aug.2008:Visiting scholar,Institute of Statistical Science,Academia Sinica,Taiwan.
教学与课程
本科生课程：
概率论（专业课）
教材：《概率论》（第三版），林正炎、苏中根、张立新编著，浙江大学出版社
参考书：1.《概率论基础》（第三版），李贤平编著，高等教育出版社
2.《概率论》（第二版），苏淳编著，科学出版社
回归分析（专业课）
教材：无（提供上课的课件）
参考书：1.《线性统计模型》，王松桂、陈敏、陈立萍编著，高等教育出版社
2.《Linear Models with R》(2nd Edition),Julian J.Faraway,CRC Press
概率论与数理统计（公共课）
教材：《概率论与数理统计》，张帼奋、张奕主编，高等教育出版社
参考书：《概率论与数理统计》，陈希孺编著，中国科学技术大学出版社
研究生课程：
计量经济学
教材：《高级计量经济学》，洪永淼编著，赵西亮、吴吉林译，高等教育出版社
数据挖掘与机器学习
教材：《大数据教程——数据分析原理和方法》，林正炎、张朋、梁克维、庞天晓编著，科学出版社
科研
概率极限理论
统计中的大样本理论
计量经济学
概率论与数理统计
教材：《概率论与数理统计》，张帼奋、张奕主编，高等教育出版社
课件：
ch1概率论的基本概念.ppt
ch2随机变量及其概率分布.ppt
ch3多元随机变量及其分布.ppt
ch4随机变量的数字特征.ppt
ch5大数定律及中心极限定理.ppt
ch6统计量与抽样分布.ppt
ch7参数估计.ppt
ch8假设检验.ppt
概率论
教材：《概率论》（第三版），林正炎、苏中根、张立新编著，浙江大学出版社
课件：
ch0.pdf
ch1.pdf
ch2.pdf
ch3.pdf
ch4.pdf
回归分析
课件:
ch0.pdf
ch1.pdf
ch2.pdf
ch3.pdf
ch4.pdf
ch5.pdf
ch6.pdf
ch7.pdf
计量经济学
TBA
数据挖掘与机器学习
TBA

研究领域

概率论与数理统计""

近期论文

Zhu,X.and Pang,T.(2020)Inference on a structural break in trend with mildly integrated errors.(Submitted)
Fuh,C.-D.,Pang,T.,Wong,H.-C.and Chung,M.-H.(2020).Robust test of stock return predictability under heavy-tailed innovations.(Submitted)
Xu,C.and Pang,T.(2020).Composite quantile autoregression inference for the unit root model.(In Chinese,Submitted)
Xi,D.,Fuh,C.-D.and Pang,T.(2020).Estimating common break points in means under long-range dependent panel data models.(Submitted)
Pang,T.,Du,L.and Chong,T.T.L.(2019).Estimating multiple breaks in nonstationary autoregressive models.(Journal of Econometrics,In press,https://doi.org/10.1016/j.jeconom.2020.06.005)Manuscript.pdf
Pang,T.,Chong,T.T.L.and Zhang,D.(2019).Non-identification of structural change in non-stationary AR(1)models.(Communications in Statistics—Theory and Methods,In press)
Du,L.and Pang,T.(2019a).Asymptotic theory for a stochastic unit root model.(Communications in Statistics—Theory and Methods,In press)
Du,L.and Pang,T.(2019b).Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept.(Methodology and Computing in Applied Probability,In press)
Xi,D.and Pang,T.(2019a).Estimating multiple breaks in mean sequentially with fractionally integrated errors.(Statistical Papers,In press)
Xi,D.and Pang,T.Common breaks in means for panel data under short-range dependence.Communications in Statistics—Theory and Methods 50(2021),no.2,486–505.
Shen,J.and Pang,T.Asymptotic inference for AR(1)panel data.Applied Mathematics-A Journal of Chinese Universities Series B 33(2020),no.3,265-280.
Naz,F.,Abid,M.,Nawaz,T.and Pang,T.Enhancing efficiency of ratio-type estimators of population variance by a combination of information on robust location measures.Scientia Iranica,27(2020),no.4,2040-2056.
Naz,F.,Nawaz,T.,Pang,T.and Abid,M.Use of nonconventional dispersion measures to improve the efficiency of ratio-Type estimators of variance in the presence of outliers.Symmetry 12(2020),1-26.
Javed,M.Irfan,M.,Pang,T.Utilizing bivariate auxiliary information for enhanced estimation of population mean.J.Natn.Sci.Foundation Sri Lanka 47(2019),no.2,199-211.
Javed,M.,Irfan,M.;Pang,T.Hartley-Ross type unbiased estimators of population mean using two auxiliary variables.Scientia Iranica E(2019),no.26(6),3835-3845.
Javed,M.,Irfan,M.,Pang,T.and Lin,Z.On improved estimation of population mean using known coefficient of skewness of an auxiliary variable.Iran.J.Sci.Technol.Trans.A Sci.43(2019),no.3,1139–1149.
Pang,T.,Chong,T.T.L.,Zhang,D.and Liang,Y.Structural change in non-stationary AR(1)models.Econometric Theory 34(2018),985-1019.
Xu,C.and Pang,T.Limit theory for moderate deviations from a unit root with a break in variance.Communications in Statistics-Theory and Methods 47(2018),no.24,6125-6143.
Pang,T.X.Yan,P.S.and Zhou,H.H.Asymptotic efficiency of parameter estimation for ordinary differential equations.Sci.China Math.60(2017),no.11,2263-2286.Manuscript.pdf
Chong,T.T.L.,Ding,Y.and Pang,T.Extreme risk value and dependence structure of the China securities index 300.Economics Bulletin,1(2017),no.37,520-529.
Lin,Z.,Pang,T.X.and Hwang,K.S.On the almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables.Communications in Statistics-Theory and Methods,45(2016):3411-3420.
Pang,T.X.,Zhang,D.N.Asymptotic inferences for an AR(1)model with a change point and possibly infinite variance.Communications in Statistics-Theory and Methods,44(2015):4848-4865.
Pang,T.X.,Lin,Z.and Hwang,K.S.Precise asymptotics in the law of the iterated logarithm for R/S statistic.Journal of Inequalities and Applications,2014:137,23 pages.
Pang,T.X.,Zhang,D.N.and Chong,T.T.L.Asymptotic inferences for an AR(1)model with a change point:stationary and nearly non-stationary cases.Journal of Time Series Analysis,35(2014),133-150.
Huang,S.H.,Pang,T.X.and Weng,C.Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance.Methodology and Computing in Applied Probability,16(2014),187-206.
Hwang,K.S.and Pang,T.X.A nonclassical law of the iterated logarithm for self-normalized partial sums.Acta Math.Hungar.,141(2013),no.3,238-253.
Pang,T.X.,Lin,Z.and Hwang,K.S.Precise asymptotics in the law of the logarithm for the rescaled range statistic.Journal of the Korean Statistical Society 42(2013),pp.177-189.
Fuh,C.D.and Pang,T.X.A self-normalized central limit theorem for Markov random walks.Adv.in Appl.Probab.44(2012),no.2,452-478.
Pang,T.X.On the rates of the almost sure convergence for self-normalized law of the iterated logarithm.Bull.Korean Math.Soc.48(2011),No.6,pp.1137-1146.
Huang,S.H.,Pang T.X.and Sun,Z.L.A result on the almost sure convergence for the R/S statistic.Mathematical and Computer Modelling.54(2011),2252-2258.
Pang,T.X.and Lin,Z.On the rates of the Chung-type law of logarithm.Theory Probab.Appl.54(2010),no.4,703-717.
Huang,S.H.and Pang T.X.An almost sure central limit theorem for self-normalized partial sums.Comput.Math.Appl.60(2010),no.9,2639-2644.
Hwang,K.S.and Pang,T.X.Asymptotic inference for nearly nonstationary AR(1)processes with possibly infinite variance.Statist.Probab.Lett.79(2009),no.22,2374-2379.
Pang,T.X.,Lin,Z.,Jiang,Y.and Hwang,K.S.Precise rates in the law of the logarithm for the moment convergence of i.i.d.random variables.J.Korean Math.Soc.45(2008),no.4,993--1005.
Pang,T.X.,Zhang,L.X.and Wang,J.F.Precise asymptotics in the self-normalized law of the iterated logarithm.J.Math.Anal.Appl.340(2008),no.2,1249--1262.
Pang,T.X.and Wang,J.F.Precise asymptotics in Chung's law of the iterated logarithm via self-normalization.(Chinese)Chinese Ann.Math.Ser.A 28(2007),no.4,507--518;translation in Chinese J.Contemp.Math.28(2007),no.3,289-300.
Pang,T.X.,Lin,Z.and Hwang,K.S.Asymptotics for self-normalized random products of sums of i.i.d.random variables.J.Math.Anal.Appl.334(2007),no.2,1246--1259.
Lin,Z.,Hwang,K.S.and Pang,T.X.Functional limit theorems for the infinite series of OU processes in H'{o}lder norm.Comput.Math.Appl.53(2007),no.11,1644--1657.
Lin,Z.,Hwang,K.S.and Pang,T.X.Functional modulus of continuity for d-dimensional fractional Brownian motion in H'{o}lder norm.(Chinese)Chinese Ann.Math.Ser.A 28(2007),no.2,167--182;translation in Chinese J.Contemp.Math.28(2007),no.2,125-140.
Pang,T.X.and Lin,Z.A nonclassical Chung-type law of the iterated logarithm for i.i.d.random variables.Theory Probab.Appl.51(2007),no.4,723-729.
Jiang,Y.,Zhang,L.X.and Pang,T.X.Precise rates in the law of logarithm for the moment convergence of i.i.d.random variables.J.Math.Anal.Appl.327(2007),no.1,695--714.
Pang,T.X.and Lin,Z.A self-normalized LIL for conditionally trimmed sums and conditionally censored sums.J.Korean Math.Soc.43(2006),no.4,859-869.
Pang,T.X.and Lin,Z.Precise rates in the law of logarithm for i.i.d.random variables.Comput.Math.Appl.49(2005),no.7-8,997--1010.
Lin,Z.Y.and Pang,T.X.A note on weak laws of large numbers for arrays of rowwise negatively quadrant dependent random variables.Progr.Natur.Sci.(English Ed.)13(2003),no.7,557-560.