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 (2020-present). Current advisee (joint with Rajasekaran Sanguthevar)

Namitha Pais (2020-present). Current advisee (joint with Rajasekaran Sanguthevar)

Ziyang Wang (2020-present). Current advisee (joint with Haiying Wang)

Sreeram Anantharaman (2020-present). Current advisee.