Richard A. Davis
Department of Statistics

Richard Davis is Chair and Howard Levene Professor of Statistics at Columbia University. He is currently president of the Institute of Mathematical Statistics. He received his Ph.D. degree in Mathematics from the University of California at San Diego in 1979 and has held academic positions at MIT, Colorado State University, and visiting appointments at numerous other universities. Recently he was Hans Fischer Senior Fellow at the Technical University of Munich and Villum Kan Rasmussen Visiting Professor at the University of Copenhagen. Davis is a fellow of the Institute of Mathematical Statistics and the American Statistical Association, and is an elected member of the International Statistical Institute. He is co-author (with Peter Brockwell) of the bestselling books, "Time Series: Theory and Methods", "Introduction to Time Series and Forecasting", and the time series analysis computer software package, "ITSM2000". Together with Torben Andersen, Jens-Peter Kreiss, and Thomas Mikosch, he co-edited the "Handbook in Financial Time Series." In 1998, he won (with collaborator W.T.M Dunsmuir) the Koopmans Prize for Econometric Theory.

He has served on the editorial boards of major journals in probability and statistics and most recently was Editor-in-Chief of the Bernoulli Journal, 2010-2012. He has advised/co-advised 31 PhD students and has presented short courses on time series and heavy-tailed modeling. His research interests include time series, applied probability, extreme value theory, and spatial-temporal modeling.

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