Vita

Research Interests

• Prediction Theory and Time Series Analysis,
• Analysis of Financial Data,
• Multivariate Statistics  (Longitudinal Data, Panel Data , etc)
• Data mining, Classification and Clustering,
• Modeling Covariance Matrices.

Teaching

 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)

Book

• Foundations of Time Series Analysis and Prediction Theory (Wiley, 2001)

  • 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

Recent  Papers and Preprints