Last modified: 4 April, 2013
- Hicham Loukrati (PhD; co-supervised with Gail Ivanoff); 2011-. Project title: Probabilistic properties and statistical analysis of network tra±c models.
- Ibrahim Abdelrazeq
(PhD; co-supervised with Prof. Gail Ivanoff); 2010-. Project title: Statistical inference for CARMA models.
- Kevin Tong (PhD); 2012-2016. Probabilistic properties and statistical inference for fractional continuous time models.
- Herve Dimy Anguima Ibondz Anguimaibondzi (MSc), 2012-2013. Project title: Asymptotically Independent Regularly Varying Time Series.
- Sabrina Sixta (NSERC USRA), Fall 2013. Project title: Stochastic Differential Equations, with applications to
- Termeh Kousha (PDF; co-supervised with Benoit Collins); 2012. Termeh works at Health Canada.
- Kevin Tong (MSc); 2010-2012. Option pricing for long memory stochastic volatility models
- James Younker (MSc); 2010-2011. Ridge Estimation and its Modi¯cations for Linear Regression
with Deterministic or Stochastic Predictors. James works at Bank of Canada.
Pawel Lorek (PDF; co-supervised with David McDonald).
- Ling Luo (MSc; co-supervised with Mahmoud Zarepour); 2011. Thesis title: High quantile estimation for some Stochastic Volatility models.
- Luk Arbuckle (MSc; co-supervised with Mahmoud Zarepour); 2011. Thesis title: Short-Term Occupancy Prediction at the Ottawa Hospital Using Time-Series Data for Admissions and Longitudinal Patient Data for Discharge.
- Stella Nansukusa (MSc; co-supervised with Mayer Alvo); 2010. Thesis title: ANALYSIS OF MALARIA AND HIV/AIDS DATA FROM
THE 2006 UGANDA DEMOGRAPHIC HEALTH SURVEY.
- Joanna Wang (Honours student at the University of Sydney); 2007. Project title: Extreme Value Theory and Applications.
- Di Mei. Testing for leverage in financial data. University of Ottawa Undergraduate Research
Opportunity Program (UROP) 2013. UROP poster
- Wenqiang Li. Large covariance matrices for time series
data . University of Ottawa Undergraduate Research
Opportunity Program (UROP) 2013. UROP poster.
- Chrismas Egbewole (Honours project 2012). Testing for presence of leverage in financial time series
- Louis-Etienne Salmon-Belisle (Honours project 2012). Testing for presence of leverage in financial time series
- Dioulde Habibabotu Mariko; 2011. Statistical
analysis of non-standard time series
models. University of Ottawa Undergraduate Research
Opportunity Program (UROP)