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
Education
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.
Publications
-
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.
Teaching
2013 Fall STA3032