Profiles

Huong

Nguyen Huong Thu

Postdoktor

Visa sidan på svenska
Works at Department of Mathematics (incl. Math. Statistics)
Email thu@math.su.se
Visiting address Kräftriket hus 6
Room 310
Postal address Matematiska institutionen 106 91 Stockholm

About me

Welcome!

I hold a Ph.D. at Department of Statistics from Universidad Carlos III de Madrid, Spain.

Currently, I am a Postdoctoral Research Fellow at the Division of Mathematical Statistics, Department of Mathematics, Stockholm University.

Journal publications

• (with Santiago Vellila). A goodness-of-fit test for  VARMA(p,q) models, Journal of Statistical Planning and Inference, vol. 197 (2018), 126-140.

https://doi.org/10.1016/j.jspi.2018.01.002

• (with Magnus Lindmark and Jesper Stage). Weak support for weak sustainability: Genuine savings and long-term wellbeing in Sweden, 1850 – 2000, Ecological Economics, vol. 145 (2018), 339-345.

On multivariate model selection involving time series of Environmental Kuznets Curve, International Journal of Ecological Economics & Statistics, vol. 37, no. 3 (2016), 20-29 .

A note on the distribution of residual autocorrelations in VARMA(p,q) models, Journal of Statistical and Econometric Methods, vol. 4, no. 3 (2015), 93-99.

Book chapter

• Nguyen Thu H. (2017) Diagnostic Checks in Multiple Time Series Modelling. In: Rojas I., Pomares H., Valenzuela O. (eds) Advances in Time Series Analysis and Forecasting. ITISE 2016. Contributions to Statistics. Springer, Cham.

Thesis

My PhD thesis can be found here.

Last updated: May 29, 2018

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