Current location:
New York, NY
Contact Clifford:
Phone: (212) 998-0449
E-mail: churvich@stern.nyu.edu
Clifford's Links:
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Clifford M. Hurvich
Position:
Leonard N. Stern Professor of Statistics & Operations Research, Doctoral Coordinator of IOMS-Statistics
Department:
Information, Operations and Management Science (IOMS)
School:
Leonard N. Stern School of Business
Institution:
New York University
Clifford knows about....
- Time Series Analysis
- Model selection for parametric models as well as smoothing parameters and regularization parameters
- FFT-Based Algorithms for solving large ill-conditioned Toeplitz systems with applications to forecasting
- Point process methods with applications to high-frequency financial data
- Long-Range Dependence (scaling laws)
Bibliography for Clifford:
- http://cds.nyu.edu/people/
- http://people.stern.nyu.edu/churvich/
