Dr Darfiana Nur

Lecturer in Statistical Science

College of Science and Engineering

Research expertise

Darfiana's research interests include nonlinear time series analysis (ergodicity or estimation aspects) and modelling, focusing on Smooth Threshold Autoregressive models; Bayesian regime switching volatility models; Markov Chain Monte Carlo (MCMC) related algorithms and its convergence diagnostics; DNA sequence modelling in Bioinformatics; Bayesian Hidden Markov Models (HMMs) in Genetics.

Research expertise

Darfiana's research interests include nonlinear time series analysis (ergodicity or estimation aspects) and modelling, focusing on Smooth Threshold Autoregressive models; Bayesian regime switching volatility models; Markov Chain Monte Carlo (MCMC) related algorithms and its convergence diagnostics; DNA sequence modelling in Bioinformatics; Bayesian Hidden Markov Models (HMMs) in Genetics.

place Tonsley (4.05)
1284 South Road, Clovelly Park SA 5042

Dr Darfiana Nur is a Lecturer in Statistical Science in the College of Science and Engineering. She received her BMath degree from The University of Gadjahmada (UGM) Indonesia, MSc (Research) from The University of Western Australia and her PhD in Statistics from Curtin University of Technology Australia respectively.

After completing her doctorate, she became a postdoctoral researcher in the School of Mathematical Sciences at Queensland University of Technology in 1999-2001 and at The University of Newcastle in 2001-2003 respectively, before took up an academic appointment at The University of Newcastle until 2014. She then joined Flinders University in 2014.

Qualifications
  • PhD, Curtin University of Technology Australia
  • Graduate Certificate in Teaching, The University of Newcastle Australia
  • Postgraduate Diploma in Science, University of Western Australia
  • Master of Science (Research), University of Western Australia
Research expertise
Other mathematical sciences
Statistics
Stochastic Modelling
Research interests

My research interests are in:

  • nonlinear time series analysis and modelling
  • Bayesian analysis of regime switching and volatility models
  • DNA sequence segmentation modelling

I am currently working with some collaborators and RHD students in the following topics:

  • Classical estimation of regime switching volatility model namely TAR(p) with GARCH error models
  • A fully Bayesian analysis of regime switching volatility STAR(p) models with GARCH errors
  • Bayesian Hidden Markov Models to model short sequence in DNA sequence
  • Joint longitudinal and survival model
Teaching interests

The main areas of expertise are mathematical statistics, time series analysis and Bayesian methods. I have taught the following courses/topics:

  • a few first year service topics (Data Analysis Laboratory (STAT1412); Biostatistics (STAT1122); Statistics for the Sciences; Statistics in Business);
  • second year topics (Fundamental Statistics; Regression and Forecasting);
  • third year topics (Statistical Inference; Time Series Analysis; Applied Bayesian Methods; Generalised Linear Models; Surveys and Experiments) and
  • graduate topics (Statistical Methods in Engineering and Science (STAT9702); Heteroscedastic Financial Modeling; Probability Theory and Stochastics Processes and Nonparametric Statistics).
Topic coordinator
STAT3702 Stochastic Processes
STAT9702 Statistical Methods for Engineering and Science
STAT1122 Biostatistics
STAT8702 Stochastic Processes
STAT3701 Statistical Science
STAT8701 Statistical Science GE
Topic lecturer
STAT8702 Stochastic Processes
MATH7720 Bayesian Modelling - Honours topic
STAT9702 Statistical Methods for Engineering and Science
STAT1122 Biostatistics
STAT3702 Stochastic Processes
STAT3701 Statistical Science
STAT8701 Statistical Science GE
Supervisory interests
Bayesian analysis in time series or bioinformatics
DNA sequence modelling in bioinformatics
Nonlinear time series theory and modelling
Higher degree by research supervision
Current
Associate supervisor: Nonlinear time series (at UWA) (1), Bayesian Networks in Education (1)
Completion
Principal supervisor: Bayesian regime switching volatility (at Uni of Newcastle) (1), Survival (1), Bayesian Gaussian HMM (1)
Associate supervisor: Statistical modelling (1), Bayesian meta analysis (1)
Publications

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