Hume Hall 308
Phone: (662) 915-7436
Fax: (662) 915-5491
Teaching - Spring 2014
Office hours : MW 11:20 am - 12:35 pm, and by appointment
Math 305 (Foundations of Mathematics) : MW 10:00 - 11:15 am in South
Residential College 113
Math 555 (Advanced Calculus I) : MW 2:30 - 3:45 pm in Hume 331
Theory (Stochastic processes, Markov chains, Reversible Markov chains,
Central limit theorems, dependence coefficients and
Statistics (Kernel estimation of dependent data, Bayesian analysis, Survival analysis, Methods of estimation, Modelling and testing with Markov chains, Large sample theory)
Publication List in MathSciNet
- Remarks on limit theorems for reversible Markov processes, in preparation.
- On mixtures of copulas and mixing coefficients, in preparation.
- On CLT for reversible Markov chains (with M. Peligrad, and H. Sang), in preparation.
- An Objective Bayesian Estimation of Parameters in a Log-binomial Model (with R. Zhou, S. Sivaganesan), Journal of Statistical Planning and Inference (2013).
- Remarks on the speed of convergence of mixing coefficients and applications. Statistics and Probability letters, 83 (2013) pp. 2439-2445.
- On Dependence Structure of Copula-based Markov chains. ESAIM PS, (2013).
- Some aspects of modeling dependence in copula-based Markov chains (with M. Peligrad). J. Multivariate Anal. 111 (2012), pp. 234–240.
- On the functional central limit theorem for reversible Markov chains with nonlinear growth of the variance (with C. Peligrad, M. Peligrad). J. Appl. Probab. 49 (2012), no. 4, pp. 1091–1105.