Beth Andrews

 Department of Statistics Northwestern University 2006 Sheridan Road Evanston, IL 60208 Phone: (847) 467-4533 Fax: (847) 491-4939 Email: bandrews@northwestern.edu

Appointment

 2003--2010 2010--present Assistant Professor of Statistics, Northwestern University       Associate Professor of Statistics, Northwestern University

Education

B.S. Economics and Mathematics, Davidson College

Research Interests

Time series analysis, stochastic processes and their applications, robust statistics, extreme value theory, and financial mathematics.

Papers

Statistical Theory and Methods

Maximum likelihood estimation for all-pass time series models Journal of Multivariate Analysis 97 (2006) 1638--1659. (With R.A. Davis and F.J. Breidt.) [pdf]

Rank-based estimation for all-pass time series models Annals of Statistics 35 (2007) 844--869. (With R.A. Davis and F.J. Breidt.) [pdf]

Rank-based estimation for autoregressive moving average time series models Journal of Time Series Analysis 29 (2008) 51--73. [pdf]
Corresponding R code written by Y. Wu

Maximum likelihood estimation for $\alpha$-stable autoregressive processes Annals of Statistics 37 (2009) 1946--1982. (With M. Calder and R.A. Davis.) [pdf]

Time series models with asymmetric Laplace innovations Journal of Statistical Computation and Simulation 80 (2010) 1317--1333. (With A.A. Trindade and Y. Zhu.) [pdf]

Rank-based estimation for GARCH processes Econometric Theory 28 (2012) 1037--1064. [pdf]
Corresponding R code written by H. Wang

Model identification for infinite variance autoregressive processes Journal of Econometrics, Annals Issue: Latest Developments on Heavy-Tailed Distributions 172 (2013) 222-234. (With R.A. Davis.) [pdf]

Comment on the paper Quasi-maximum likelihood estimation of GARCH models with heavy-tailed likelihoods, by Jianqing Fan, Lei Qi, and Dacheng Xiu Journal of Business and Economic Statistics 32 (2014) 191-193. [pdf]

Interdisciplinary Research

Changes in performance after implementation of a multifaceted electronic-health-record-based quality improvement system Medical Care 49 (2011) 117--125. (With S.D. Persell, D. Kaiser, N.C. Dolan, S. Levi, J. Khandekar, T. Gavagan, J.A. Thompson, E.M. Friesema, and D.W. Baker.)