معرفی
Beth Andrews is an Associate Professor of Statistics and Data Science at Northwestern University, where she has served since 2003. She holds a Ph.D. in Statistics from Colorado State University (2003) and a B.S. in Economics and Mathematics from Davidson College. Her research focuses on time series analysis, stochastic processes, robust statistics, extreme value theory, and financial mathematics, with applications in economics, finance, geosciences, and signal processing.
Her work emphasizes model fitting and prediction for nonlinear, non-Gaussian processes observed over space and time. Key contributions include rank-based estimation techniques for GARCH and ARMA models, maximum likelihood estimation for α-stable autoregressive processes, and model identification for infinite variance processes. These methodologies are widely applied in financial econometrics and time series analysis. She has developed R tools for implementing these methods, as seen in collaborative coding projects with her students.
