|
|
Amit Mitra
PhD (IIT Kanpur)
|
Email: amitra[AT]iitk.ac.in
Office Phone: 0512-259-6064
|
Professor, Department of Mathematics and Statistics
Specialization
Statistics
Research Interest
- Statistical Signal Processing,
- Datamining of Financial & Economic Time Series
- Parameter Estimation of Non-Linear, Time Series Models.
|
|
|
|
Education
- PhD (1996), Indian Institute of Technology Kanpur.
Thesis Title:Estimating the parameters of signal processing models Supervisor:Prof. Debasis Kundu
- M.Sc. Statistics (1991), Indian Institute of Technology Kanpur.
- B.Sc. Statistics Honors (1988), University of Calcutta.
Website(s)
CV
|
-
Efficient algorithm for estimating the parameters of chirp signal, Ananya Lahiri, Debasis Kundu and Amit Mitra, Journal of Multivariate Analysis,vol. 108,15-27, 2012.
-
Sequential estimation of the sum of sinusoidal model parameters, AnuragPrasad, Debasis Kundu and Amit Mitra,Journal of Statistical Planning and Inference,vol. 138 (5), pages 1297 - 1313, 2008.
-
Forecasting daily foreign exchange rates using genetically engineered neural networks", Ashok K. Nag and Amit Mitra, Journal of Forecasting, vol. 21(7), pp. 501-511, 2002.
-
The Asymptotic Cramer-Rao bound for 2-D superimposed exponential signals", Amit Mitra and Petre Stoica, Multidimensional Systems & Signal Processing, Vol.13, pp.317-331, 2002.
-
On Cramer-Rao bound of spectral density estimation", Simon Sando, Amit Mitra & Petre Stoica, IEEE Signal Processing Letters, vol. 9(2), pp.68-71, 2002.
Statistics Group: IIT Kanpur, India.
-
January 2008-March 2012: Associate Professor, Department of Mathematics & Statistics, Indian Institute of Technology Kanpur, India.May 2005- December 2007: Assistant Professor, Department of Mathematics & Statistics, Indian Institute of Technology Kanpur, India.
-
August 2002-April 2005: Assistant Professor, Department of Mathematics, Indian Institute of Technology Bombay, Mumbai, India.
-
anuary 2001-July 2002: Assistant Adviser, Department of Statistical Analysis & Computer Services, Reserve Bank of India, Mumbai, India.October 1996-March 2000: Research Officer, Department of Statistical Analysis & Computer Services, Reserve Bank of India, Mumbai, India.
-
April 2000-January 2001: Postdoctoral Guest Researcher, Department of Systems & Control, Uppsala University, Sweden.May-June 2013: Guest Researcher, Department of Systems & Control, Uppsala University, Sweden.
-
June-July 2006: Visiting Academic, ARC Centre for Complex Dynamic Systems and Control, University of Newcastle, Australia.May-July 2008: Visiting Academic, Department of Econometrics and Business Statistics, Monash University, Australia.June 2014: Visiting Guest Researcher, Ludwig Maximillians University, Munich.
-
June-July 2007: Visiting Consultant Statistician, Politis, Cyprus.
-
Distinguished Teacher Award, 2010, Indian Institute of Technology Kanpur.
-
M. N. Murthy Award, Indian Statistical Institute for best research work done in India by a young scientist in the field of Applied Statistics, 2002.
-
Post doctoral research award from Swedish Foundation for Strategic Research (SSF) to work as a visiting researcher at the Department of Systems & Control, Uppsala University, Sweden, April 2000.
-
Research award from the National Board for Higher Mathematics, Department of Atomic Energy, Government of India, July 1992
-
Best Outgoing Student' award in M.Sc. Statistics at I.I.T. Kanpur, 1991.National Scholarship from the University of Calcutta for 1st position secured in B.Sc. Honors examination, 1988.
Office
FB-506, Department of Mathematics and Statistics IIT Kanpur, Kanpur 208016
Office Phone: 0512-259-6064 (O)
Email: amitra[AT]iitk.ac.in
|
|
|