C. Gallagher, Assistant Professor of Mathematical Sciences; PhD, UCSB,
1998.
Technical
Reports
Classes
MTHSC 400
MTHSC 301
Dr. William's Computing Resources
MTHSC
885 PAGE
Statistix
supplement
Splus
notes
Splus
guide
Current Research Interests:
-
Modeling heavy tailed data with infinite variance distributions. Including:
-
Stable ARMA Processes.
-
Testing for dependence in heavy tailed data.
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Limit distributions for dependent random sequences with infinite second
moment.
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Testing and variance estimation in nonparametric Multiple regression
Splus Programs:
-
Click here
for program which simulates quantiles of the limiting distribution in ``
A large sample independence test for finite mean processes'', Gallagher
(2001).
-
Click here
to see an Splus program which simulates data from a symmetric distribution
with infinite variance.
Recent publications:
-
R. J. Adler,
R. E. Feldman and C. Gallagher, "Analysing Stable Time Series", in
R. J. Adler, R. E. Feldman, M. S. Taqqu, (eds), A Practical Guide to
Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions
and Processes (1998), Birkhauser, Boston.
-
Gallagher (2001), "A Method for Fitting Autoregressive Models Using the
Autocovariation Function", Stat. & Prob. Letters,
53, 381-390.
-
Gallagher(2001), "Order Identification for Gaussian Moving Averages using
the Covariation", J. of Stat. Comp. and Sim.,
to appear.
Surfing pictures:
Links
Send E-Mail to: cgallag@math.clemson.edu
