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Students |
Last modified: 10 April, 2021
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Current students
- Devyani Biswal (PhD). Project title: Differential Privacy
- Youssouph Cissokho (PhD). Project title: Cluster functionals
- Dioulde Habibatou Mariko (MSc, co-supervised with Raluca Balan). Project title: Multivariate Regular Variation and its
applications.
Former students: PhD
- Clemonell Bilayi (PhD; co-supervised with Gail Ivanoff);
Project title: Regularly Varying Time Series with Long
Memory: Probabilistic Properties and
Estimation.
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PhD thesis
-
Bilayi-Biakana C., Kulik R., and Soulier P.,
Statistical inference for heavy tailed series with extremal independence. Extremes 231-33 (2020).
Final version available at
Extremes webpage
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Bilayi-Biakana C., Ivanoff G., Kulik R., The tail empirical process for long memory stochastic volatility models with leverage.
Electronic Journal of Statistics 133453--3484 (2019).
Final version available at
EJS webpage
- Prizes and grants: For his presentation, Clemonell received received a prize for the best oral
presentation at the Probability Section Student Competition during
the 2017 Statistical Society of Canada Annual General Meeting in Winnipeg
- Hicham Loukrati (PhD; co-supervised with Gail Ivanoff);
Project title: Tail Empirical Processes: Limit Theorems and Bootstrap
Techniques, with Applications to Risk Measures.
- Kevin Tong (PhD); Project title: Statistical inference for weakly dependent multivariate regularly varying time series .
- Kulik R, Tong Z., Estimation for the expected shortfall given an extreme component under conditional extreme value model.
Extremes 2229--70 (2019).
Final version available at
Extremes webpage
- Kevin was a recipient of the doctoral NSERC scholarship.
- Ibrahim Abdelrazeq
(PhD; co-supervised with Prof. Gail Ivanoff); Project title: Statistical Inference for Levy-Driven Ornstein-Uhlenbeck
Processes.
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PhD thesis
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The paper Model verification for Lévy-driven Ornstein-Uhlenbeck processes
has been published in the Electronic Journal of Statistics 8 (2014), 1029-1062.
- Prizes and grants: For his presentation, Ibrahim received a prize during the Statistical Society of Ottawa Annual
Student Research Day (2014); travel grant to attend the Statistical Society of Canada Annual Meeting (Toronto, 2014)
Former students: Postdocs
- Termeh Kousha (PDF; co-supervised with Benoit Collins); 2012.
- Pawel Lorek (PDF; co-supervised with David McDonald).
- Associate Professor at the Univesity of Wroclaw. Poland.
- R. Kulik, P. Lorek. Empirical process of residuals for regression models with long memory errors.
Statistics & Probability Letters 86 (2014), 7-16. Final version available at
SPL website
- R. Kulik, P. Lorek. Some results on random design regression with long memory errors and predictors.
Journal of Statistical Planning and Inference 141 (2011), 508-523. Final version available at
JSPI website
Former students: MSc
- Dioulde Habibatou Mariko (MSc, co-supervised with Raluca Balan). Project title: Multivariate Regular Variation and its
applications.
- Nivoleta Babutiu (MSc with project), 2014.
- Herve Dimy Anguima Ibondz Anguimaibondzi (MSc with thesis), 2012-2013. Project title: Estimation of Limiting Conditional
Probabilities for Regularly Varying Time
Series.
- Kevin Tong (MSc with thesis); 2010-2012. Option pricing for long memory stochastic volatility models
- James Younker (MSc); 2010-2011. Ridge Estimation and its Modifications for Linear Regression
with Deterministic or Stochastic Predictors. James works at the Bank of Canada.
- 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.
Former students: undergraduate
- Colin Jones (University of Ottawa Undergraduate Research
Opportunity Program). Project title: Extremal dependence of financial time series.
- Youssouph Cissokho (Memoirs at AIMS ); 2015. Title of the project: Large sample covariance matrices with some statistical applications
- Speciose Mure Katete (Memoirs at AIMS ); 2015. Title of the project: Principal Component Analysis for genomic data
- Katiso Seeiso Letsie (Memoirs at AIMS ); 2015. Title of the project: Portfolio diversification using Value at Risk and Expected Shortfall
- Sabrina Sixta (NSERC Undergraduate Student Research Award), Fall 2013. Project title: Stochastic calculus applied to finance.
- Nzaba Kaya Davy Cardorel (Memoirs at AIMS ); 2013. Title of the project: Heavy Tailed Time Series
- Lantonirina Sendrasoa Laurence (Memoirs at AIMS ); 2013. Title of the project: Continuous Time Series.
- Di Mei (University of Ottawa Undergraduate Research
Opportunity Program); 2013. Project title:
Testing for leverage in financial data.
- Wenqiang Li (University of Ottawa Undergraduate Research
Opportunity Program); 2013. Project title: Large covariance matrices for time series
data .
- Riha srivastava (MITACS Globalink); 2012. Project title: Statistical Analysis of Duration Driven Long Memory Processes
- 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 (University of Ottawa Undergraduate Research
Opportunity Program); 2011. Project title: Statistical analysis of non-standard time series
models.
- Joanna Wang (Honours student at the University of Sydney); 2007. Project title: Extreme Value Theory and Applications.