Ashis Gangopadhyay 

Associate Professor
Department of Mathematics and Statistics
Faculty Affiliate of the Center for Innovation in Social Science (CISS)
Boston University
Office: CCD 413

Mailing address
Boston University
Department of Mathematics and Statistics
Center for Computing and Data Sciences
665 Commonwealth Ave
Boston, MA 02215


Fall 2023 Courses (see Blackboard)

  • GRS MA750: Nonparametric and Semiparametric Data Modeling. 

Research Interests

    My current reserach interests include:
  • Modeling volatility of financial time series
  • Change-point identification in financial time series
  • Predictive Modeling of Alzheimer's Disease and Related Disorders
  • Nonparametric and semiparametric methods

Selected Publications

  • Di, J. and Gangopadhyay, A. (2015). A data-dependent approach to modeling volatility in financial time series. Sankhya, Ser B. 77, page 1-26.
  • Di, J. and Gangopadhyay, A. (2014) One-step semiparametric estimation of the GARCH model. Journal of Financial Econometrics, 12, page 382-407.
  • Miao, X., Wang, Y-C. and Gangopadhyay, A. (2012) An entropy-based nonparametric test for the validation of surrogate endpoints. Statistics in Medicine, 31, 1517-1530.
  • Di, J. and Gangopadhyay, A. (2011) On the asymptotic efficiency of semiparametric GARCH models. Econometrics Journal , 14, page 257-277.
  • Gangopadhyay, A. and Gau, G. (2007). Bayesian nonparametric approach to credibility modeling. Annals of Actuarial Science , 2, page 91-114 .
  • Gangopadhyay, A. and Gau, G. (2004) Interval Estimation of Credibility Factor Using Markov Chain Monte Carlo. Proceedings of the applied actuarial research conference 2003.
  • Gangopadhyay, A. and Gau, G. (2003) Credibility Modeling via Spline Nonparametric Regression. Casualty Actuarial Society Forum , page 215-252.
  • Gangopadhyay, A. K., Cheung, K. (2002). A Bayesian approach to the kernel density estimation. Journal of Nonparametric Statistics, 14, page 655-664.
  • Denison, D. G. T., Mallick, B. K. and Gangopadhyay, A. K. (2002). A Bayesian Curve Fitting Approach to Power Spectrum Estimation. Journal of Nonparametrics , 14, page 141-153.
  • Gangopadhyay, A. K. and DiSario, R. (2001). Estimation of spectral components of a linear time series model. journal of Statistical Research , 35, page 79-80.
  • Gangopadhyay, A. K., Mallick, B. K. and Denison, D. G. T. (1999). Estimation of spectral density of a stationary time series via an asymptotic representation of the periodogram. Journal of Statistical Planning and Inference, 75, page 281-290.
  • Gangopadhyay, A. K., DiSario, R., Dey, D. (1997). A nonparametric approach to the k- sample inference based on entropy. Journal of Nonparametric Statistics, 8, page 237-252.
  • Gangopadhyay, A. K. (1995). A note on the asymptotic behavior of conditional extremes. Statistics and Probability Letters , 25, page 163-170.
  • Pawitan, Y. and Gangopadhyay, A. K. (1991). Efficient bias corrected nonparametric spectral estimation. Biometrika, 78, page 825-832.
  • Gangopadhyay, A. K. and Sen, Pranab K. (1991). Contiguity in nonparametric estimation of a conditional functional. Nonparametric Statistics and Related Topics . page 141-161, North-Holland, Amsterdam.
  • Gangopadhyay, A. K. and Sen, Pranab K. (1990). Bootstrap confidence intervals for conditional quantile functions. Sankhya, 52, Ser. A, 3, page 346-363.
  • Bhattacharya, P.K. and Gangopadhyay, A. K. (1990). Kernel and nearest neighbor estimation of a conditional quantile. <em>Annals of Statistics</em>, 78, 3, page 1400-1415.


Confidence Intervals for Discrete Data in Clinical Research (CRC Press, 2021)
-Vivek Pradhan, Ashis Gangopadhyay, Sandeep Menon, Cynthia Basu, and Tathagata Banerjee
    -Information about the book, including the updates and  SAS/R codes, can be found here.

Book Chapters

  • Di, J. and Gangopadhyay, A. (2011) Some recent advances in semiparametric estimation of the GARCH model. Chapter 17, In F. Samaniego et. al., Nonparametric Statistical Methods and Related Topics: A Festschrift in Honor of Professor P. K. Bhattacharya , World Scientific.
  • Gangopadhyay, A. K. and Sen, Pranab K. (1993). Contiguity in Badahur type representation of a conditional quantile and application in conditional quantile process. Festschrift in honor of R.R. Bahadur, page 219-232, Wiley Eastern.

Ph.D. Students

  • Charles Jones (1994), Robert DiSario (1995), Kin Chung (2000), Gary Gau (2002),  Ya-Jung Chen(2002), Mei-Fang Kao (2006), Jianing Di (2007), Mei Yang (2010), Xiaopeng Miao (2011), Nikolay Nikolaev (2013),  Huaiyu Hu (2021), Calvin Guan (Current), Yudong Feng (Current)