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Department of Statistics
Northwestern University 2006 Sheridan Road Evanston, IL 60208 |
Phone: (847) 467-4533
Fax: (847) 491-4939 Email: bandrews@northwestern.edu |
2003--present Assistant Professor of Statistics, Northwestern University
Education
B.S. Economics and Mathematics, Davidson College
Ph.D. Statistics, Colorado State University
Research Interests
Time series analysis, stochastic processes and their applications, robust statistics, extreme value theory, and financial mathematics.
Papers
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.)
Rank-Based Estimation for All-Pass Time Series Models Annals of Statistics 35 (2007) 844--869. (With R.A. Davis and F.J. Breidt.)
Rank-Based Estimation for Autoregressive Moving Average Time Series Models Journal of Time Series Analysis 29 (2008) 51--73.
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.)
Preprints
Time Series Models with Asymmetric Laplace Innovations Journal of Statistical Computation and Simulation, to appear. (With A.A. Trindade and Y. Zhu.)
Rank-Based Estimation for GARCH Processes
Corresponding R code written by H. Wang
Links
Northwestern University Department of Statistics