Last modified: 13 January, 2015
- Hicham Loukrati (PhD; co-supervised with Gail Ivanoff); 2011-. Project title: Statistical Inference for extremes of regularly varying vectors.
- Kevin Tong (PhD); 2012-2016. Project title: Statistical inference for weakly dependent multivariate regularly varying time series .
- Kevin is a recipient of the doctoral NSERC scholarship.
- Dioulde Habibatou Mariko (MSc, co-supervised with Raluca Balan). Project title: Multivariate Regular Variation and its
- Clemonell Bilayi (MSc; co-supervised with Gail Ivanoff); 2014-2016. Project title: Regularly varying time series with long memory: probabilistic properties and esti-
- Colin Jones (University of Ottawa Undergraduate Research
Opportunity Program). Project title: Extremal dependence of financial time series.
Former students: PhD
- Ibrahim Abdelrazeq
(PhD; co-supervised with Prof. Gail Ivanoff); 2010-2014. Project title: Statistical Inference for Levy-Driven Ornstein-Uhlenbeck
The paper Model verification for LÚvy-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
- 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
Former students: MSc
- Nivoleta Babutiu (MSc with project), 2014. Project title: .
- Herve Dimy Anguima Ibondz Anguimaibondzi (MSc with thesis), 2012-2013. Project title: Estimation of Limiting Conditional
Probabilities for Regularly Varying Time
- 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
- 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
- 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
- Joanna Wang (Honours student at the University of Sydney); 2007. Project title: Extreme Value Theory and Applications.