RESEARCH INTERESTS

• Evolving structure in multivariate time series

• Multivariate time series analysis with multiple data types

• Nonlinear time series

• Outlier detection in spatiotemporal data

• Hierarchical Bayesian model development

   RESEARCH PROJECTS

• Evolving Structure in Multivariate Time Series with application to stock sector data

• Estimation for an LSTR model using a categorical transition variable

• Outlier Detection in Environmental Monitoring Network Data with application to ambient ozone measurements for Houston, Texas

• Trading Strategy Development for the Comovement between International Equity Markets

• Hierarchical Bayesian Markov Switching Models with Application to Predicting Spawning Success of Shovelnose Sturgeon