Staff profile

Qualifications

• BA(S. Pac.), PGD-maths(S. Pac.), ME(Osaka), PhD(Osaka).

Teaching areas

• Statistical Science at 1st year level (STA1SS/STA2SS).

• Statistics Projects at 2nd year level (STA2PR).

• Applied Statistics at 3rd year level (STA3AS).

Research interests

• Financial time series.
• Multivariate analysis.

• Non-parametrics and econometrics.

Recent publications and presentations

• Chandra, A. (2009). Testing the equality of error distributions from k independent GARCH models. Journal of Multivariate Analysis, Vol. 100, No. 6, 1245-1260.
• B. Sharma, B., Vanualailai, J. and Chandra, A. (2007). Dynamic Trajectory Planning for a Standard Trailer System. Far East Journal of Applied Mathematics, Vol. 28, No. 3, 465 - 486.

• Chandra, A. and Taniguchi, M. (2006). Minimum alpha-divergence Estimation for ARCH Models. Journal of Time Series Analysis, Vol. 27, No. 1, 19-39.

• Chandra, A. and Rao, D. (2006). Asymptotic Distribution of Cramer von-Mises Statistics for ARCH Processes. Journal of Statistical Theory and Applications, Vol. 5, No. 2, 201-225.

• Chandra, A., Vanualailai, J., Sharma, B. and Prasad, A. (2006). Multi-sample Cramer-von Mises Tests for ARCH Residual Empirical Processes.  Far East Journal of Theoretical Statistics, 20(1), 37-72.
• Chandra, A. and Jayaraman, T. K. (2007). Economic Growth and Public Debt in Fiji. Development Problems and Prospects in Pacific Islands States, 157-166.

• Asymptotic distribution of Cramer-von Mises statistics for ARCH processes, Australian Statistics Conference 2008, Melbourne, 2 July 2008.