**Mathematics Department, University of Maryland, College Park, MD 1967-1999**

**ADVISOR: K. DANIEL**

**Brooks, Lowell (6/70) Linear Programs for the Solutions of Discrete Dynamic Programming and Markov Renewal Programming Problems**

**ADVISOR: M. FREIDLIN**

**Sowers, Richard (5/91) New Asymptotic Results for Stochastic Partial Differential Equations**

**Carmona, Sara (5/92) A Large Deviations Principle and Wave Front Propagation for a Reaction-Diffusion Equation**

**Dunyak, James (5/94) Probabilistic Methods for Diffusions in Regions with Many Small Holes**

**Vilarrubi, Roberto (12/94) Large Deviations Results for Some Stochastic Partial Differential Equations**

**Rowe, Errol (5/96) Probabilistic Approach to a class of PDE systems**

**Pfeiffer, Ruth (8/98) Statistical Problems for Stochastic Processes with Hysteresis**

**ADVISOR: A. KAGAN**

**Tzavelas, George (8/94) Parameter Estimation: Quasi-Likelihood, Generalized Linear Models, Semiparametric Models and Exponential Families**

**ADVISOR: B. KEDEM**

**Reed, George (12/83) Some Properties and Applications of Higher Order Crossings**

**Martin, Donald E. (12/90) Estimation of the Minimal Period of Periodically Correlated Sequences**

**Lopes, Silvia (12/91) Spectral Analysis in Frequency Modulated Models**

**Pavlopoulos, Haralabos (12/91) Statistical Inference for Optimal Thresholds**

**Troendle, James (12/91) An Iterative Filtering Method of Frequency Detection in a Mixed Spectrum Model**

**Li, Ta-Hsin (8/92) Multiple Frequency Estimation in Mixed-Spectrum Time Series by Parametric Filtering**

**Fokianos, Kostantinos (8/96) Categorical Time Series: Prediction and Control**

**Barnett, John T. (8/96) Zero-Crossings of Some Non-Gaussian Processes with Application to Estimation**

**De Oliveira, Victor (8/97) Prediction in Some Classes of Non-Gaussian Random Fields**

**Jeffries, Neal (5/98) Logistic Mixtures of Generalized Linear Models in Time Series**

**Kozintsev, Boris (8/99) Computations With Gaussian Random Fields**

**ADVISOR: T. LEE**

**Torcaso, Fred (8/98) Wave Propagation for Systems of KPP Equations in Random Media**

**ADVISOR: P. MIKULSKI**

**Kaplan, Harold M. (6/67) Large-Sample Tests of Expectations in the Presence of Nuisance Parameters**

**Kalish, George (6/69) The Asymptotic Efficiency of the Smirnov Test**

**Yu, Chin Shih (8/69) On Upper Bounds of Asymptotic Power and on Pitman Efficiencies of Kolmogorov and Smirnov Tests**

**Archambault, William (12/72) On Bounds for the Asymptotic Power and on Pitman Efficiencies for the Cramer-von-Mises Tests**

**Wieand, Harry (Sam) (12/74) On a Condition Under Which the Pitman and Bahadur Approaches to Efficiency Coincide**

**Weiner, Kenneth (5/75) Modified Approximate Efficiencies for General Location Problems**

**Monsour, Michael (8/86) Optimality and Other Asymptotic Properties of the Maximum Likelihood Estimator in the First Order Autoregressive Process**

**ADVISOR: E. SLUD**

**Chambers, Daniel (8/83) Central and Functional Central Limit Theorems for Functionals of Gaussian Processes**

**Koutsoukos, Antonis (8/90) Probabilities of Moderate and Large Deviations of Test Statistics and Estimators in the Presence of Nuisance Parameters**

**Vonta, Filia (8/92) Efficient Estimation of a Structural Parameter in a Non-Proportional Hazards Model in the Two-Sample Problem**

**Kopylev, Leonid (8/97) On Estimation of the Marginal Survival Function in the Cox Model**

**ADVISOR: P. SMITH**

**Lakatos, Edward (12/78) Undiminished Residual Effects Designs and Their Applications to Survey Sampling**

**Hurtado-Donaldson, Ana (5/88) Nonparametric Estimation in a Survival/Sacrifice Experiment**

**Myers, Margaret (8/88) Robustness of Design in Misspecified Logistic Re- gression**

**Chen, Sy-Mien (12/90) Robust Tests in Statistical Quality Control**

**Graubard, Barry I. (8/91) Statistical Methods for the Analysis of Complex Survey Data with Biomedical Applications**

**Chung, Carol (12/97) A Central Limit Theorem for Spatial Regression Based on Generalized Estimating Equations Applications**

**ADVISOR: R. SYSKI**

**Shachtman, Richard H. (8/68) Stieltjes Stochastic Integrals**

**Blake, Louis (8/69) The Preservation of Regularity of Conditional Proba- bilities**

**Kolmus, Peter (8/75) Extension Theorems for Choquet Capacities with Applications in Probability Theory**

**Bushar, Harry (8/76) Continuous Parameter Markov Chains, Classification of Boundary Points and Use of Local Time**

**Harrington, David (8/76) Limit Theorems for Continuous Time Markov Branching Processes with Varying and Random Environments**

**Rosen, Julie (12/81) The Fortet Integral with Respect to a Martingale**

**Cai, Haiyan (5/88) On Reviving Markov Processes and Applications**

**Liu, Ning (5/95) Decomposition Theorems for Standard Processes**

**ADVISOR: C. Z. WEI**

**Chan, Ngai Hang (8/85) Asymptotic Inference of Nonstationary Autore-gressive Processes**

**Winnicki, Jan (5/86) A Unified Estimation Theory for the Branching Process with Immigration**

**Guo, Meihui (8/89) Inference for Nonlinear Time Series**

**Lee, Sangyeol (8/91) Testing Gaussianality of Time Series**

**Karagrigoriou, Alexandros (8/92) Asymptotic Efficiency of Model Selection Procedures in Time Series**

**ADVISOR: G. YANG**

**Fleming, Thomas (12/76) Non-Parametric Estimation for Non-Time-Homogeneous Markov Processes in the Problem of Competing Risks**

**Rubinstein, Lawrence (8/78) Nonparametric Estimation of the Survival Function for Censored Data**

**Conner, Teresa (12/81) A Heteroscedastic Model Arising from Dependence Between the Mean and the Variance**

**Chang, Myron (5/84) Nonparametric Estimation for Doubly Censored Data**

**Foster, Dean (8/88) Conditional Least Squares for Semi-Martingales**

**Lee, Chin San (8/89) Parameter Estimation in Branching Processes with Application to Tumor Growth**

**Wang, Wenyu (5/90) Statistical Inference for Aggregated Markov Processes**

**Chen, Gang (8/92) A Conditional Bootstrap Procedure and its Asymptotic Accuracy: A Nonparametric Approach**

**Xu, Jian-Lun (8/93) Nonparametric Estimation of a Distribution Function in Biased Sampling Models**