Greetings and welcome to my website! I am currently an Associate Professor of Statistics at Arkansas State University and have been here since fall 2009 after completing my doctoral work at Clemson University earlier that year. I encourage you to browse around my website and learn more about my work. Please feel free to contact me anytime at ftunno@astate.edu.
JOURNAL ARTICLES :
A small sample confidence interval for the autoregressive parameter
Arc length tests for equivalent autocovariances
New confidence intervals for the AR(1) parameter
Bounded area tests for comparing the dynamics between ARMA processes
Using arc length to cluster financial time series according to risk
Signal discrimination without denoising
Bounded area as a measure of volatility for financial time series
BOOK REVIEWS, VIDEOS, AND TEXTBOOKS :
Probability Theory in Finance by Sean Dineen