
Assistant Professor Erasmus School of Economics Econometrics
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- ET-45
- Telephone
- 0104081268
- wan@ese.eur.nl
More information
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Profile
- P. Wan & R.A. Davis (2020). Goodness-of-fit testing for time series models via distance covariance. Journal of Econometrics. doi: 10.1016/j.jeconom.2020.05.008
- A. Janssen & P. Wan (2020). K-means clustering of extremes. Electronic journal of statistics, 14 (1), 1211-1233.
- P. Wan, T. Wang, R.A. Davis & S.I. Resnick (2020). Are extreme value estimation methods useful for network data? Extremes, 23, 171-195. doi: 10.1007/s10687-019-00359-x
- J. Auerbach & P. Wan (2020). Forecasting the Urban Skyline with Extreme Value Theory. International Journal of Forecasting, 36 (3), 814-828. doi: 10.1016/j.ijforecast.2019.09.004
- R.A. Davis, M. Matsui, T. Mikosch & P. Wan (2018). Applications of distance covariance to time series. Bernoulli, 24 (4A), 3087-3116. doi: 10.3150/17-BEJ955
- P. Wan & R.A. Davis (2018). Threshold selection for multivariate heavy-tailed data. Extremes, 1-36. doi: 10.1007/s10687-018-0316-x
- P. Wan, T. Wang, R.A. Davis & S.I. Resnick (2017). Fitting the linear preferential attachment model. Electronic journal of statistics, 11 (2), 3738-3780.
- G. Samarodnitsky, S.I. Resnick, D. Towsley, R.A. Davis, A. Willis & P. Wan (2016). Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Journal of Applied Probability, 53 (1), 146-161. doi: 10.1017/jpr.2015.15
Applied Statistics 2
- Title
- Applied Statistics 2
- Year
- 2020
- Year level
- bachelor 2, bachelor 2, bachelor 2
Applied Statistics 2
- Title
- Applied Statistics 2
- Year
- 2020
- Year level
- bachelor 2, pre-master, pre-master
Topics in Advanced Statistics
- Title
- Topics in Advanced Statistics
- Year
- 2020
- Year level
- master
Assistant Professor
- University
- Erasmus University Rotterdam
- School
- Erasmus School of Economics
- Department
- Econometrics
- Country
- The Netherlands
- Telephone
- 0104081268