1375dcb95412d310VgnVCM100000c2b1d38dRCRDapproved/UMICH/LSA People/SStoev,Stilian A.d275dcb95412d310VgnVCM100000c2b1d38d____StoevStilian A.sstoev734.763.9294734.763.4676Associate Professor of Statisticshttp://dept.stat.lsa.umich.edu/~sstoev/Faculty Homepaged9a2dcb95412d310VgnVCM100000c2b1d38d____Ph.D. Mathematics and Statistics, Boston University (2005);M.Sc. Mathematics, University of Sofia (1998)445C West Hallbzuniga1383658709907jkmcdon;lorieann;bzunigastats445C West Hall<br>Department of Statistics<br>University of Michigan<br>1085 South University<br>Ann Arbor, MI 48109-1107<p>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.</p> <p>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.</p>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 NetworksCourses TaughtStatistics 412d275dcb95412d310VgnVCM100000c2b1d38d____e275dcb95412d310VgnVCM100000c2b1d38d____