Rate My Professor Nan Zou

Zou's research focuses on time series analysis, generative modelling, extreme value theory, statistical inference for massive datasets, and statistical inference of dynamical systems. His publications appear in leading journals including the Annals of Statistics, Econometrics and Statistics, Journal of Nonparametric Statistics, and Statistics and Probability Letters. Key works include 'Multiple block sizes and overlapping blocks for multivariate time series extremes' (Annals of Statistics, 2021, with S. Volgushev and A. Bücher), 'Bootstrap seasonal unit root test under periodic variation' (Econometrics and Statistics, 2021, with D.N. Politis), 'Reweighted madogram-type estimator of Pickands dependence function' (Statistics and Probability Letters, 2023), 'Estimating POT second-order parameter for bias correction' (Journal of Nonparametric Statistics, 2024), and 'On a penalised likelihood approach for joint modelling of longitudinal covariates and partly interval-censored data' (Biometrical Journal, 2025, accepted, with A. Webb, S. Lo, and J. Ma). In 2023, he was recognized as a winner of the Faculty of Science and Engineering Award for Inter-School Collaboration.