PhD Students

Jeffrey S. Pai (1994) Bayesian analysis of ARIMA processes.

Zuqiang Qiou (1996) Bayesian inference for stable processes.

Madhuja Mallick (2004) Frailty modeling of multivariate times to events based on the positive stable family.

Zhaohui Liu (2006) Bayesian inference for NHPP models for software reliability.                                               

Jaydip Mukhopadhyay (2007) Mining tools for high-dimensional time series data using spectral methods.

Shan Hu (2012) Dynamic modeling of discrete-valued time series, with applications.

Volodymyr Serhiyenko (2015) Dynamic Modeling of Multivariate Counts-Fitting, Diagnostics, and Applications.

Yaohua Zhang (2017) Structure Learning and Break Detection in High-Frequency Data.

Renjie Chen (2019) Topological Data Analysis for Clustering and Classifying Time Series.

Ellis Shaffer (2020) Temporal Modeling Frameworks for Coastal Wave Heights.

Chiranjit Dutta (2022) Modeling Multiple Irregularly Spaced High-Frequency Financial Time Series.

Patrick Toman (2023) Classification and Bayesian Models for Internet of Things (IoT) Time Series. (co-major advisor: Sanguthevar Rajasekaran, CSE UConn).

Namitha Pais (2023) Topic Modeling of Cross-sectional, Repeated Measures and Time Series Data Structures. (co-major advisor: Sanguthevar Rajasekaran, CSE UConn).

Ziyang Wang (2023) Subsampling Techniques for Time Dependent Data (co-major advisor: Haiying Wang).

Ahmed Soliman, CSE (2023) Novel Techniques for Big Data Processing and Record Linkage Applications. (served as co-major advisor).

Sreeram Anantharaman (2024) Investigations in Irregularly-Spaced High Frequency Financial Time Series.