Giovanni Petris

"A geometric approach to transdimensional MCMC", The Canadian Journal of Statistics, 31, with Luca Tardella.

"On mixtures of distributions of Markov chains", Stochastic Processes and Their Applications, 100 with E. Regazzini, S. Fortini, L. Ladelli.

"Recent developments in heteroskedastic time series," in Statistics and Finance: An Interface, with N. H. Chan.

"Long memory stochastic volatility: a Bayesian approach," Communications in Statistics: Theory and Methods 29, with N. H. Chan.

"Bayesian time series modelling with long-range dependence," Technical Report 686, Department of Statistics, Carnegie Mellon University, with Mike West

"Simulating from mixed distributions, with applications to Bayesian model selection," Technical Report 681, Department of Statistics, Carnegie Mellon University, with Luca Tardella. (Revised version.)

"Bayesian spectral analysis of long memory time series," Proceedings of the 1996 Joint Statistical Meetings

"Bayesian inference for contingency tables with given marginals," Journal of the Italian Statistical Society 4, with Eugenio Melilli

"Some critical aspects of the use of exchangeability in statistics," Journal of the Italian Statistical Society 1, with Eugenio Regazzini

"On de Finetti's representation theorem," Metron 47, with Piercesare Secchi

Research Interests
Bayesian statistics, Markov chain Monte Carlo methods, Time series and state space models.

Spring 08:
STAT 5113: Statistical Inference (Last updated April 08, 2008)
STAT 5333: Analysis of Categorical Responses (Last updated April 11, 2008)

Fall 07:
STAT 5103: Theory of Statistics
STAT 639V: Topics in Statistics

Mailing address:: Department of Mathematical Sciences
University of Arkansas
Fayetteville, AR 72701
USA

Other links:	Department of Mathematical Sciences, U of A
	Department of Statistics, CMU
	ISDS Duke University
	CNR-IAMI, Milano
	Department of Mathematics, University of Milano

This page last modified 01/14/08 - 17:04