报告人简介： 黄磊博士，2010年本科毕业于中国科学技术大学，2015年博士毕业于新加坡国立大学，现任职于西南交通大学数学学院统计系，硕士研究生导师，主要研究方向有半参数时间序列模型，金融统计分析，医学生物统计。发表SCI期刊文章10余篇，其中若干篇发表在Annals of Statistics, Statistical Methods in Medical Research, Computational Statistics&Data Analysis和Journal of Statistical Computation and Simulation, Statistics in Medicine, Scandinavian Journal of Statistics等期刊上。主持自然科学基金青年项目一项，参与自然科学基金面上项目、青年项目各一项，2017年留基委(CSC)访问学者。

报告题目：A novel partial-linear single-index model for time series data

摘要：Partial-linear single-index models have been widely studied and applied, but their current applications to time series modeling still need some strong and inappropriate assumptions. A novel method which relaxes those assumptions is proposed. It extends the applicability of partial-linear single-index models to time series modeling, taking both lag variables and autocorrelated errors into consideration. An estimation procedure based on Whittle likelihood is proposed and some asymptotical properties of the corresponding estimators are derived. In addition, some simulation studies are conducted to elaborate that the proposed model is necessary in certain situations. The proposed models are also shown to be useful and reasonable in real data analysis, indicating the feasibility and practicability of the proposed estimation method.