PhD Student in the
School of Mathematics and Statistics at the
University of Sydney.
Mr Andrew Phillip
School of Mathematics and Statistics F07
Carslaw Building, Room 807
University of Sydney NSW 2006
||+61 2 9114 1274
My current research interests are in the timely computational estimation of robust time series models, in particular financial time series.
I am a member of the Statistics research group.
- Fractionally integrated time series processes
- Stochatic Volatility
- Gegenbauer processes
- Hidden Markov models
- Markov Chain Monte Carlo procedures