Colin M Gallagher

Position:
Associate Professor of Mathematical Sciences

Education:
PhD, Statistics, University of California at Santa Barbara, 1998
MA, Mathematical Statistics, University of California at Santa Barbara, 1994
BS, Applied Mathematics, Sonoma State University, 1993

Professional Interests:
Modeling heavy tailed Data with infinite variance distributions. Including: Stable ARMA Processes; Testing for linear (and non-linear) dependence in heavy tailed data; Limit distributions for dependent random sequences with infinite second moment; Berry-Essen type inequalities for central limit theorems for sequences with infinite second moment.

Selected Publications:

• C. Gallagher, "Order identification for Gaussian moving averages using the covariation", Jo of Stat Computation and Simulation (2001).
• C. Gallagher, "Testing for Linear Dependence in Heavy-tailed Data", Communications in Statistics: Theory and Methods, (2002).
• K. B. Kulasekera and C. Gallagher, "Variance estimation in nonparametric multiple regresion", Comm. in Stat: Theory and Methods (2002).

Related Web Sites:
Personal homepage.
Department of Mathematical Sciences.