报告题目：Inference for non-stationary time series quantile regression with inequality constraints

报 告 人：崔嫣 博士

所在单位：Illinois State University

报告时间：2025年7月2日 9:00-10:00

报告地点：数学楼第二报告厅

校内联系人：朱复康 [email protected]

报告摘要：We consider parameter inference for linear quantile regression with non-stationary predictors and errors, where the regression parameters are subject to inequality constraints. We show that the constrained quantile coefficient estimators are asymptotically equivalent to the metric projections of the unconstrained estimator onto the constrained parameter space. Utilizing a geometry-invariant property of this projection operation, we propose inference procedures -- the Wald, likelihood ratio, and rank-based methods -- that are consistent regardless of whether the true parameters lie on the boundary of the constrained parameter space. In this talk, an application to the exchange rate time series will illustrate the advantages of considering the inequality constraints in our analyses.

报告人简介：崔嫣，2020年博士毕业于娱乐城 ，2021-2022曾在哈尔滨工业大学任教，随后曾在多伦多大学，阿尔伯塔大学从事博士后工作。2024-2025在美国Reed College工作，2025年8月将去Illinois State University担任助理教授。主要研究领域为时间序列分析，目前主要从事函数型时间序列的研究。