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Short Vita
Professor
Department of Statistics
Colorado State University
Ft. Collins, CO 80523
970-491-6786
jbreidt@stat.colostate.edu.
Education:
B.A., Mathematics and English Literature, summa cum laude with honors, 1987, The College of Idaho
M.S., Statistics, 1989, Colorado State University
Ph.D., Statistics, 1991, Colorado State University
Professional Experience:
July 2002 - Present, Professor, Department of Statistics, Colorado State University.
January 2001 - July 2002, Associate Professor, Department of Statistics, Colorado State University.
May 1996 - December 2000, Associate Professor, Department of Statistics, Iowa State University
August 1991 - May 1996, Assistant Professor, Department of Statistics, Iowa State University
Honors:
1997, Early Excellence in Research Award, College of Liberal Arts and Sciences, Iowa State University
1990, James L. Madison Memorial Award, Department of Statistics, Colorado State University
1989, Franklin A. Graybill Award, Department of Statistics, Colorado State University
Special Appointments:
1998, American Statistical Association/NSF Senior Research Fellow, US Census Bureau and Bureau of Labor Statistics
Editorial positions:
Associate editor for Journal of the American Statistical Association, 2000 - present
Associate editor for Journal of Forecasting, 1999 - present
Contracts, Grants and Fellowships:
US Environmental Protection Agency, 2001-2005.
US Forest Service, 2001-2004.
US Bureau of Labor Statistics, 1999, 2001-2002.
USDA Natural Resources Conservation Service, 1991-2002.
NSF Research Fellow, 1998.
Iowa Soybean Promotion Board, 1997-1998.
NSF SCREMS, 1997-2000
Office of Naval Research, 1996-1998.
Minnesota Department of Natural Resources, 1994-1995.
Selected Publications:
Breidt, F.J. and Opsomer, J.D. (2000). Local polynomial regression estimators in survey sampling. Annals of Statistics 28 , 1026-1053.
Breidt, F.J., Crato, N. and de Lima, P. (1998). On the detection and estimation of long memory in stochastic volatility. J. Econometrics 83, 325-348.
Breidt, F.J. and Davis, R.A. (1998). Extremes of stochastic volatility models. Annals of Applied Probability 8, 664-675.
Breidt, F.J. and Davis, R.A. (1992). Time-reversibility, identifiability, and independence of innovations for stationary time series, J. Time Series Analysis 13, 377-390.
Breidt, F.J., Davis, R.A., Lii, K.S., and M. Rosenblatt (1991). Maximum likelihood estimation for noncausal autoregressive processes, J. Multivariate Analysis 36, 175-198.
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