Stergios Fotopoulos Faculty: Professor Department of Management and Operations Washington State University, Pullman Office: Todd 337J Phone: 509-335-1728 Email: fotopo@wsu.edu Home Page: www.cb.wsu.edu/~fotopo/ Media: Please contact Frances Ryan for more information         Expertise: Decision Sciences: Stochastic models Teaching Area: Undergraduate - Decision Sciences Research: Poisson processes, change-point analysis, mixtures of Gaussian processes, stable processes, financial statistical modeling     The published work deals with both theoretical and applied problems in statistics, probability theory and stochastic processes. Most of the studies devote to solve problems on both parametric (mainly) and non parametric estimation through observation of Poisson, stable processes and general process with independent increments defined on general spaces. All the above processes are quite popular in applied research and they attract the attention to many statisticians. Major part of the published articles deal with characterization properties as well as indentifying asymptotic theory of statistics related to those problems. Specifically, the change-point analysis for Gaussian, Poisson and general type of distributions appear to dominate most of the articles the last decade and a half. Further, the scale mixtures of Gaussian processes take huge part of the main body of the published work. The early work is related to lead-time demand and sequential analysis. Part of the work is also dedicated to de-convolution and kernel estimation of a density. Education: Ph.D., Mathematical Statistics & Probability, The University of Liverpool, 1980 MS, Mathematical Statistics & Probability, The University of Liverpool, 1978 BS, Mathematics, Aristotle University of Thessaloniki, 1975 Professional Memberships: American Statistical Association The Institute of Mathematical Statistics Publications: Article (Refereed journal): "Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives," Journal of Statistical Planning and Inference, 2008     Article (Refereed journal): "Flexible supply contracts under price uncertainty.," European Journal of Operations Research, 2008     Article (Refereed journal): "The geometric convergence rate of the classical change-point estimate," Statistics and Probability Letters, 2008     Article (Refereed journal): "On Hinkleys estimator: Inference about the change-point.," Statistics and Probablity Letters, 2007     Article (Refereed journal): "Nonlinear properties of conditional returns under scale mixtures.," Computational Statistics & Data Analysis,, 2007     Article (Refereed journal): "Estimating the unknown change-point in the parameters of the log-normal distribution," Environmetrics, 2007     Article (Refereed journal): "Type G and spherical distributions on R^d," Statistics and Probability Letters, 2005     Article (Refereed journal): "Tempered distributions and their application in computing conditional moments for normal mixtures," Statistics and Probability Letters, 2004     Article (Refereed journal): "Rank based Dickey-Fuller test statistics," Journal of Time Series Analysis, 2003     Article (Refereed journal): "A stochastic incipient motion criterion for spheres under various bed packing," Journal of Hydraulic Engineering, 2002    V I E W   A B S T R A C T Article (Refereed journal): "Testing and locating variance change-points with applications to stock prices," Journal of American Statistical Association, 2002     Article (Refereed journal): "Unit root test with infinite variance innovations," Econometric Reviews, 2001     Article (Refereed journal): "Maximum likelihood estimation of a change-point for exponential random variables," Statistics and Probability Letters, 2001    V I E W   A B S T R A C T Article (Refereed journal): "Rate of convergence of the maximum likelihood estimate of a change-point," Sankya Ser.A, 2001    V I E W   A B S T R A C T Article (Refereed journal): "Invariance principles of deconvoluting kernel density under stationary sequences of random variables," Journal of Inference and Statistical Planning, 2000     Article (Refereed journal): "On the conditional variance of scale mixtures of normal distributions," Journal of Multivariate Analysis, 2000     Experience:    Teaching Associate Professor, University of Patras, 1998 Associate Professor, Department of Mathematics, University of Patras, Greece, 1997-1998 Associate Professor, Department of Statistics, University of North Carolina, 1991-1992 Assistant Professor (visiting position), Simon Fraser, Canada, 1981-1982 Research Officer, Birkbeck College, University of London, 1980-1982 Service: Faculty Led-Program, Director Academic Affairs Committee, Member Catalog Sub-Committee, Member Applied Stochastic Models in Business and Industry, Editor International Journal of Statistics & Systems (IJSS), Associate Editor Graduate Studies Committee, member Tecnometrics, Associate Editor (Book reviewer) Communication In Statistics, Ser B,, Ad-hoc Reviewer European Journal of Operations Research, Ad-hoc reviewer Mathematical Reviews, Associate Editor Academic Affairs Committee, member Catalog Sub-Committee, member Applied Stochastic Models in Business and Industry, Wiley InterScience, Editor Mathematical Reviews, Associate editor Technometrics, Associate Editor Ad-hoc reviewer, Refereing Corriculum Committee (Department of Statistics), member MBA core faculty, member Core courses Coordinator, member Academics Affairs Committee, member Catalog Subcommittee, member Research and Arts Committee, member Regents Scholars Program Faculty Reviewer, member University Senate, Senator Advising and Reinstatement Sub-Committee, member Coordinator of the PhD in Decision Sciences, Coordinator MBA Sub-Committee, Chair Curriculum Committee, Department of Statistcs, member Applied Stochastic Models in Business and Industry, Wiley, Editor Awards: Grant , NATIONAL SCIENCE FOUNDATION GRANT: DMS-0806133 , 2008 Outstanding Faculty Service Award , College of Business, Washington State University , 2008 Dean's Excellence Fellow , College of Business, Washington State University , 2008 Teaching Innovative Award , College of Business, Washington State University , 2006 Outstanding Faculty Service Award , College of Business, Washington State University , 2005 Dean's Excellence Fellow , College of Business, Washington State University , 2005 2003 A.D. Welliver Fellowship , Boeing , 2003 Welliver Fellow , Boeing , 2003 Scholarship/Research Award , College of Business and Economics , 2000 MBA Professor of the Year , College of Business and Economics, Washington State University , 1997 State Award of Service Recognition , State Of Fthiotis, Greece , 1996 Languages: Greek                                                         Contact us: business@wsu.edu Phone: 888-585-5433 Fax: 509-335-3851 | Accessibility | Copyright | Policies College of Business, PO Box 644750, Washington State University, Pullman, WA 99164-4750 USA