Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Prof. Dr. Jigao Yan


  • E-mail:

    For VISA


    +49 30 2093-5728


    Office hours:

    SPA1 306

    upon agreement

    Postal address:

    Ladislaus von Bortkiewicz Chair of Statistics

    CASE - Center for Applied Statistics & Economics

    School of Business and Economics

    Humboldt University Berlin
    Unter den Linden 6
    10099 Berlin, Germany


  • 2004-2006: PHD of Probability, University of Science and Technology of China, China
  • 1994-1998 : Bachelor of Mathematics, Soochow University, China


Research interests

  • Probability limit theory
  • Dependence structure




  • J.G. Yan, Complete moment convergence for randomly weighted sums of END sequences and its applications. Submitted
  • A. Kuczmaszewska, J.G. Yan, On complete convergence in Marcinkiewicz- Zygmund type SLLN for random variables. Submitted
  • J.G. Yan, On Complete Convergence in Baum-Katz-Type SLLN for Randomly Weighted Sums of Martingale Differences. Submitted
  • J.G. Yan, Some Limit Theorems for Widely Negative Orthant Dependent Random Variables. Submitted
  • J.G. Yan, On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and its Applications. Submitted
  • J.G. Yan, Almost sure convergence for weighted variables of WNOD random variables and its applications to nonparametric regression models. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018
  • J.G. Yan, Complete Convergence and Complete Moment Convergence for Maximum Weighted Sums of Extended Negative Dependent Random Variables. Acta Mathematica Sinica, 2018