• Source: Scopus
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20012020

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Personal profile

Research Biography

Dr Darfiana Nur is a Lecturer in Statistical Science in the College of Science and Engineering. She received her BMath degree from The University of Gadjahmada (UGM) Indonesia, MSc (Research) from The University of Western Australia and her PhD in Statistics from Curtin University of Technology Australia respectively.

After completing her doctorate, she became a postdoctoral researcher in the School of Mathematical Sciences at Queensland University of Technology in 1999-2001 and at The University of Newcastle in 2001-2003 respectively, before took up an academic appointment at The University of Newcastle until 2014. She then joined Flinders University in 2014.

Research Interests

My research interests are in:

  • nonlinear time series analysis and modelling
  • Bayesian analysis of regime switching and volatility models
  • DNA sequence segmentation modelling

I am currently working with some collaborators and RHD students in the following topics:

  • Classical estimation of regime switching volatility model namely TAR(p) with GARCH error models
  • A fully Bayesian analysis of regime switching volatility STAR(p) models with GARCH errors
  • Bayesian Hidden Markov Models to model short sequence in DNA sequence
  • Joint longitudinal and survival model

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