Overseas Institutional Visit to Research Centre for Statistics, University of Geneva

Hang Liu, Social Statistics, Lancaster University, 2017 Cohort

I found the OIV extremely helpful for both my PhD research and future career. During this visit, Professor Davide La Vecchia from University of Geneva and I spent the first two days discussing my PhD research topic—center-outward R-estimation. We had a deeper understanding of the methods and potential applications. Meanwhile, he kindly introduced to me the generalized dynamic factor model, which has numerous applications in economics, finance, etc .We then had a thorough discussion on this topic with Professor Matteo Barigozz from LSE. Right after this visit, we started working on this topic as we had a paper planned to be submitted to a premium journal. We also had a Skype meeting with Professor Marc Hallin, discussing future cooperation on another paper on multivariate robust testing, which is scheduled after finishing the work with Professor Davide La Vecchia and Professor Matteo Barigozz.

I would recommend the OIV Scheme to other students for mainly two reasons. First, it is a good chance for students and their co-authors to have a face-to-face and comprehensive discussion on the ongoing and future research topics. Second, students can interact and share the ideas with the researchers from other institutions. In this way, they can enrich their research experiences and be more prepared for their future careers.

Professor Davide La Vecchia added ‘I agree completely with my student on the huge benefits of OIV. Students come across external collaborators when they visit home institutions or when the students attend conferences. I think we both gained deeper understanding of the R-estimation for multivariate time series. Thanks to these new insights, we identified some possible further developments of our current theory, like e.g. for testing in the setting of VAR models. Moreover, I firmly believe that our new project about factor models can diversify your research portfolio and it will introduce in your research agenda a hot topic, very popular in machine learning and econometrics—I mean, the dimensionality reduction for big data about spatio-temporal random fields. Finally, my PhD students had very interesting conversations and exchanges with you: your visit was beneficial also for them. I thank you again for the time you spent with us and I look forward to our next meeting. To continue collaborations and visits and to develop new ideas, funding for visit is necessary. While such funding is available for academic staff, these are not available for PhD students.’

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