Beth Andrews
Assistant Professor of Statistics
Ph.D., 2003, Colorado State University
Research Interests
My general research interests include time series analysis, stochastic processes and their applications, robust statistics, extreme value theory, and financial mathematics. The focus of my recent research is model fitting and prediction for non-Gaussian and nonlinear time series processes. This work has applications in the areas of economics and finance, the geosciences, and signal processing.
Recent Publications
Parameter estimation for all-pass time series models. Ph.D. Dissertation, Department of Statistics, Colorado State University (2003).
Maximum likelihood estimation for all-pass time series models (with R.A. Davis and F.J. Breidt). Journal of Multivariate Analysis 97 (2006), 1638--1659.
Rank-based estimation for all-pass time series models (with R.A. Davis and F.J. Breidt). Annals of Statistics 35 (2007), 844--869.
Rank-based estimation for autoregressive moving average time series models. Journal of Time Series Analysis 29 (2008), 51--73.
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