Yulia Gel | Statistics and Actuarial Science

Associate Professor

Department of Statistics and Actuarial Science
University of Waterloo
Waterloo, Ontario
CANADA N2L 3G1

Phone: (519)888 4567 ext.36190
FAX: (519) 746-1875

E-mail:
Office: M3 4011

Research and Scholarly Activity

The three areas of my research interests are time series analysis, spatio-temporal modeling and nonparametrics. My main interests stem around time series analysis, ranging from regularization and linearization techniques for real time (online) modeling and forecasting to nonparametric diagnostic procedures for temporally correlated processes and applied spatio-temporal modeling, which in turn provides a plethora of remarkable theoretical and practical links, twists and overlaps. The applications I work with are very diverse, e.g. weather forecasting, environmental and ecological modeling, analysis of fMRI data, financial time series, legal statistics etc, and might seem to be quite remote but in fact do share a lot of similar patterns and interconnected challenges.

Recent Publications

Chen B., Gel, Y., Balakrishna, N. and B. Abraham (2010). Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes. To appear in the Journal of Forecasting. Earlier version.
Chen B. and Gel, Y. (2010). Detecting Hidden Periodicities by Regularized Least Squares. Journal of Multivariate Analysis, 101(7), 1712--1727. Earlier version.
Noguchi K. and Gel, Y. (2010). Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives. Journal of Nonparametric Statistics, 22(7), 897--913. Earlier version.
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Biography

After getting a PhD degree in Mathematics from Saint-Petersburg State University, Russia, Yulia R. Gel held postdoctoral and visiting appointments in the University of Washington, George Washington University and University of California, Berkeley. Since 2004, she is a faculty member of the Department of Statistics and Actuarial Science at the University of Waterloo. (top)