Rong Chen

Distinguished Professor of Statistics
Rutgers University

Chair, Department of Statistics

Office: 506 Hill Center

Phone: (848)-445-7690
FAX: (732)-445-3428.
E-mail: rongchen at stat dot rutgers dot edu
Address: Department of Statistics, School of Arts and Sciences ,
Rutgers University , Hill Center, Busch Campus, 110 Frellinghuysen Road, Piscataway, NJ 08854-8019, USA.

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Research Interests

• Nonlinear and Multivariate Time Series Analysis
• Monte Carlo Methods, Statistical Computing and Bayesian Analysis
• Statistical Applicatons in Science, Engineering and Business.

Curriculum Vita

• Vita

Publications

• Publication List

Book

• Nonlinear Time Series Analysis (with Ruey Tsay) and its accompanying site for additional material

Teaching

• FSRM/MSDS 581: Probability and Statistical Inference [Course syllabus is here]
• FSRM 563: Regression Analysis in Finance [Course syllabus is here] .
• FSRM 565: Financial Time Series Analysis. [Course syllabus is here] .
• Stat 960:690:2: Special Topics: Topics in Time Series and Risk Management [Course syllabus is here] .
• Special Topics: Monte Carlo Methods in Science, Engineering and Business. [Course syllabus is here] .