Jincheng Pang

I am a Ph.D. candidate in the Department of Mathematics and Statistics at Washington University in St. Louis, supervised by Prof. José E. Figueroa-López. Before that, I did my bachelors at the School of the Gifted Young (SGY), University of Science and Technology of China (USTC), where I was advised by Prof. Canhong Wen on my undergraduate thesis.

Email: jinchengp@wustl.edu / Telephone: (314)665-0834

Office: Cupples I Hall, Room 213, Washington University, St. Louis, MO 63130, USA.

Research

I'm interested in nonparametric estimation and model selection, developing inference methods for stochastic processes based on high-frequency sampling data.

Publication:

The Behavior of the Bandwidth Selector Based on Cross-Validation Function in the Kernel Estimate of the Realised Spot Volatility (under revision)
supervised by José E. Figueroa-López.

Teaching

(Spring 2023) Math 3200 Elementary to Intermediate Statistics and Data Analysis (Subsection)

(Fall 2022) Math 2200 Elementary Probability and Statistics (R Lab)

(Spring 2022) Math 3200 Elementary to Intermediate Statistics and Data Analysis (Subsection)

(Fall 2021) Math 3200 Elementary to Intermediate Statistics and Data Analysis (Subsection)