Stilian A. Stoev

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Stilian Stoev

Associate Professor of Statistics

445C West Hall
Department of Statistics
University of Michigan
1085 South University
Ann Arbor, MI 48109-1107

Office Location(s): 445C West Hall
Phone: 734.763.9294
Fax: 734.763.4676
sstoev@umich.edu
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  • About

    I am interested in stochastic processes and time series analysis. In particular, processes with infinite variance, stable distributions. I study their stochastic and statistical properties and develop methods for their computer simulation.

    I am also interested in various aspects of the long-range dependence phenomenon. Its modeling in the finite and infinite variance situations and its statistical study. In that context, I have done some work on the estimation of the Hurst long-range dependence parameter by using wavelets.

  • Education
    • Ph.D. Mathematics and Statistics, Boston University (2005)
    • M.Sc. Mathematics, University of Sofia (1998)
  • Research Areas of Interest
    • Time Series and Longitudinal Data, Inference for Stochastic Processes, Limit Theorems for Markov Chains and Stochastic Processes, Extreme-Value Theory, Long-range Dependence, Stochastic Finance, Computer and Communication Networks
  • Courses Taught
    • Statistics 412