Giovanni Petris


GPetris@uark.edu



Research | Teaching | Contact Info

Research


Book

Dynamic Linear Models with R, Springer 2009
Click here for the book web page, containing the data sets and the R code used in the book, and a list of typos

Selected Papers
  • "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 inference, Monte Carlo methods in statistics, Time series and state space models.



    Teaching



    Spring 10:
    STAT 5113: Statistical Inference
    STAT 5333: Analysis of Categorical Responses

    Fall 09:
    STAT 5103: Theory of Statistics
    STAT 639V: Topics in Statistics - Statistical computing



    Contact Information


    E-mail: GPetris@uark.edu
    Phone: (479) 575-6324
    Fax: (479) 575-8630
    Office: SCEN 314
    Mailing address:
    Department of Mathematical Sciences
    University of Arkansas
    Fayetteville, AR 72701
    USA



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    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

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