Minjing Tao

Assistant Professor

Department of Statistics, Florida State University

Address:      209A OSB

117 N. Woodward Ave.
Tallahassee, FL, 32306-4330

Email:           tao at stat dot fsu dot edu


Professional Experience

2013 – Present        Assistant Professor, Department of Statistics, FSU

2012 – 2013             Lecturer, Department of Statistics, University of Wisconsin-Madison



2008 – 2013             Ph.D. in Statistics, UW-Madison

                        Advisor: Professor Yazhen Wang

2008 – 2012             M.S. in Statistics, UW-Madison

2004 – 2008             B.S. in Mathematics, Beijing University of Chemical Technology


Research Interests

High dimensional data analysis, financial time series, statistical inference for high-frequency financial data.



-      Tao, M., Wang, Y. and Zhou H. (2013). Optimal Sparse Volatility Matrix Estimation for High Dimensional Itô Processes With Measurement Errors. Annals of Statistics 41 (4), 1816-1864.

-      Tao, M., Wang, Y. and Chen, X. (2013). Fast Convergence Rates in Estimating Large Volatility Matrices Using High-Frequency Financial Data. Econometric Theory 29 (4), 838-856.

-      Tao, M., Wang, Y., Yao, Q. and Zou, J. (2011). Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches. Journal of the American Statistical Association 106(495), 1025-1040.

-      Tao, M., Ren, X. and Yang Y. (2009). Construction and Choice of Risk Spectrum Function. Journal of Beijing University of Chemical Technology (Natural Science) 36 (2), 105-109.



2013 Fall                   STA3032