Dr. Stilian Stoev

Biography

Stilian Stoev is a Professor in the Department of Statistics at the University of Michigan. He serves as the Bridge Program Director and the Associate Director of the PhD Program. He obtained his Ph.D. in Mathematics Statistics from Boston University in 2005, and he holds an M.Sc. in Mathematics from the University of Sofia, earned in 1998. His research interests include stochastic processes and time series analysis, focusing on processes with infinite variance, stable distributions, and their statistical properties. He develops methods for computer simulation and studies aspects of long-range dependence phenomena, particularly in modeling finite and infinite variance situations. His work addresses estimation of the Hurst parameter related to long-range dependence utilizing wavelets. Stoev teaches various courses, including Statistics 412, and engages in research areas encompassing Time Series, Longitudinal Data, Inference, Stochastic Processes, Limit Theorems, Markov Chains, Extreme-Value Theory, and Stochastic Finance.

Research Interests

Courses