Paul L. Anderson
Professor and chair of Mathematics and Computer Science Department, Albion College
B.S., 1976, M.S., 1979, Ph.D., 1989, Colorado School of Mines. Appointed 1990.
Research Areas: Probability and statistics; time-series analysis
Office: 250 Putnam Hall
Phone: 517/629-0304
E-mail: [email protected]
Publications
- Anderson Paul L., Sabzikar Farzad, Meerschaert Mark M., Parsimonious time series modeling for high frequency climate data, Journal of Time Series Analysis, Version of Record online: 2 February 2021. https://doi.org/10.1111/jtsa.12579
- Anderson, P., Meerschaert, M., Zhang, K. (2013) Forecasting with prediction intervals for periodic autoregressive moving average models, Journal of Time Series Analysis, 34, 187-193.
- Tesfaye, Y.G., Anderson, P.L., Meerschaert, M.M. (2011) Asymptotic Results for Fourier-Parma Time Series, Journal of Time Series Analysis, 32, 157-174.
- Anderson, P., Kavalieris, L., Meerschaert, M. (2008) Innovations algorithm asymptotics for periodically stationary time series with heavy tails, Journal of Multivariate Analysis, 99, 94-116.
- Anderson, P., Tesfaye, Y.G., Meerschaert, M. (2007) Fourier-PARMA Models and Their Application to Modeling of River Flows, Journal of Hydrologic Engineering, Vol. 12, No. 5, 462-472.
- Tesfaye, Y.G., Meerschaert, M.M., Anderson, P.L. (2006) Identification of PARMA Models and Their Application to the Modeling of River Flows, Water Resources Research, Vol. 42, No. 1, 11 pages.
- Anderson, P., Meerschaert, M., (2005) Parameter Estimation for Periodically Stationary Time Series, Journal of Time Series Analysis, Vol. 26, No. 4, 489-518.
- Anderson, P., Meerschaert, M., and Vecchia, A. (1999) Innovations Algorithm for Periodically Stationary Time Series. Stochastic Processes and their Applications, Vol. 83, No. 1, 149-169.
- Anderson, P. and Meerschaert, M. (1998) Modeling River Flows with Heavy Tails. Water Resources Research, 34 2271-2280.
- Anderson, P. and Meerschaert, M. (1997) Periodic Moving Averages of Random Variables with Regularly Varying Tails, The Annals of Statistics, 25 771-785.
- Anderson, P.L. and Vecchia, A.V. (1993) Asymptotic results for periodic autoregressive moving-average processes, Journal of Time Series Analysis, 14, 1-18.
- Anderson, P.L., Dissertation: Asymptotic Results and Identification for Cyclostationary Time Series, Colorado School of Mines, December 1989.