Dr. Richard Davis

Biography

Richard Davis is a faculty member at the Data Science Institute of Columbia University, where he holds the position of Howard Levene Professor of Statistics. He specializes in areas such as applied probability, time series, and stochastic processes. His dissertation work focused on extreme values and general stationary processes, and his research interests have gravitated towards problems in time series analysis, including inference, estimation, and the prediction of general properties of time series models. Notably, in the 1980s, he collaborated with Sid Resnick, developing the theory of extremes across a wide range of time series models, including linear models and special cases like bilinear models. His work employs point process techniques to establish limit theories for various statistics related to time series. His research extends into Non-Gaussian linear and nonlinear time series models, frequently investigating estimation problems in nonstandard situations. Additionally, he has been exploring spatial modeling applications for environmental problems, emerging as a new theme in his research.

Research Interests

Experience