statistics faculty at unc-ch
____________

hurd@stat.unc.edu

208 New West
919 962-2379

Suite 200 University Square
919 962-0123

Fax: 919 962-1279

Harry L. Hurd

Adjunct Professor



Education

B.S. (1963), M.S. (1964), University of Kentucky; Ph.D. (1970), Duke University

Positions

Bell Telephone Laboratories (1964-76); Xybion Corporation (1976-83); Harry L. Hurd Associates (1983-); UNC-Chapel Hill (1994- ).

Research Interests

Hurd's primary interest is nonstationary random processes with emphasis on the periodically and almost periodically correlated processes. Periodically correlated processes are also called cyclostationary. Processes with this structure typically appear whenever systems that would otherwise generate stationary random processes are perturbed periodically with respect to time. Natural examples occur in meteorology, physiology, astronomy, mechanical systems, and in many animal sounds including voiced human speech. An Introduction to Periodically Correlated (Cyclostationary) Sequences gives a more precise definition of these processes, along with some simple mathematical models for generating them. Also included are some real world examples, some results of simultaions and a brief historical review.

His theoretical interests include Fourier theory of correlation; the role of unitary operators and process representation; harmonizable processes; nonstationary random fields; prediction theory; generalized harmonic analysis; periodically perturbed dynamical systems.

Hurd's application-oriented interests are primarily focused on issues of time-series analysis for the aforementioned nonstationary process. These include estimation of the family of coefficient functions describing the correlation; estimation of the corresponding spectral densities; testing a time series for the presence of periodic correlation; statistical inference in the presence of nonstationary measurement errors; modeling by parametric systems (such as ARMA) with periodically time-varying coefficients.

Publications

The complete list of Hurd's publications can be viewed here.

The following is a list of reprints and reports in postscript format that can be downloaded.

Spectral theory for periodically and almost periodically correlated random processes: A survey, with D. Dehay. Center for Stochastic Processes Tech Report No. 412, published as "Representation and estimtaion for periodically and almost periodically correlated random processes" in Cyclostationarity in Communications" and Signal Processing", W.A. Gardner, ed., IEEE Press, 1993.

The Wold insomorphism for cyclostationary sequences, with T. Koski. Center for Stochastic Processes Tech Report No. 484, 1997.

Correlation and spectral theory for periodically correlated fields indexed on Z^Z, with G. Kallianpur and J. Farshidi. Center for Stochastic Processes Tech Report No. 448, 1997.



Teaching:

Richard Smith's notes and datasets for Time Series and Multivariate Analysis


Harry Hurd's datasets and programs.


Harry Hurd's teaching notes. These are short notes on various subjects. The intent is to help the prospective or current student. These are to be taken as work in progress and comments and suggestions would be appreciated.




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