Research
Interests
- Prediction Theory and
Time Series Analysis,
- Analysis of Financial
Data,
- Multivariate
Statistics (Longitudinal Data, Panel Data , etc)
- Classification and Clustering,
- Structured Covariance
Matrices, Graphical Models and Networks.
Teachings
- STAT 626 Time Series Analysis,
(Summer, 2022-2012)
STAT 408 Linear Models and Regressions
(Spring, 2022-2017)STAT 689 Large-Scale Inference & Covariance Estimation
(Spring, 2014, 2018)
- STAT 674 Time Series Analysis II
(Spring, 2013)
- STAT 674 Time Series Analysis II
(Spring, 2011)
- STAT 673 Time Series Analysis I
(Fall, 2010)
- STAT 689 Missing Data in
Longitudinal Studies (Spring, 2010)
- STAT 612 Theory of
Linear Models (Fall, 2009)
- STAT
674:Time Series Analysis, II (Spring, 2009)
- STAT 414 Theory of
Statistics (Fall, 2008)
Books
·
High-Dimensional
Covariance Estimation (Wiley, 2013)
·
Foundations
of Time Series Analysis and Prediction Theory (Wiley, 2001)
o
For two recent reviews of the book on Foundations of Time Series Analysis and
Prediction Theory, Wiley (2001), see J. Andel and E. Parzen.They provide
information about its coverage and objectives. Some of the datasets used in
the book are: the famous lynx data,
the snotel series and snow
series.
Recent Talks
Some
Papers and Preprints
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