TEACHING

Statistical Inference (STAT8430), Probability (STAT3920), Advanced Mathematical Statistics (STAT8420), Statistics (STAT3950), Statistics (03-65-351), Statistical Inference (03-65-543), Statistics for the Sciences (03-65-205), Probabilités (STT289) (at Université de Sherbrooke), Statistique appliquée (STT418) (at Université de Sherbrooke), Sujets choisis en statistique I (STT 718) (at Université de Sherbrooke)

The full list of the courses taught is available at TEACHING FULL

RESEARCH INTERESTS

My reasearch interests are

1. Statistical inference: frequentist and Bayesian methods, Pretest and Shrinkage strategies, generalized confidence interval and generalized p-value.

2. Inference in stochastics processes: estimation in diffusion processes, Estimation and testing in regime-switching Markov processes.

3. Applied probability and Asymptotic theory in statistics: asymptotic properties of estimators and large-sample inference.

LIST OF SELECTED PUBLICATIONS

1. Foroushani, A., A., and Nkurunziza, S. (2025). Improved Gaussian Mean Matrix Estimators in high-dimensional data. Journal of Multivariate Analysis, (Accepted).

2. Lyu, Y., and Nkurunziza, S. (2025). Inference methods in time-varying linear diffusion processes. Electronic Journal of Statistics, (Accepted).

3. Lyu, Y., and Nkurunziza, S. (2024). Inference in Generalized Exponential OU Processes with Change-point. Statistical Inference for Stochastic Processes, vol. 27, 63--102.

4. Ghannam, M., and Nkurunziza, S. (2023). Tensor Stein-rules in a Generalized Tensor Regression Model. Journal of Multivariate Analysis, vol. 198, 1--20.

5. Ghannam, M., and Nkurunziza, S. (2022). Improved estimation in tensor regression with multiple change-points. Electronic Journal of Statistics, vol. 16 (2), 4162--4221.

6. Nkurunziza, S. (2021). Inference problem in generalized fractional Ornstein-Uhlenbeck Processes with Change-Point. Bernoulli Journal, vol. 27 (1) 107--134.

7. Nkurunziza, S., and Fu, K. (2019). Improved inference in generalized mean-reverting processes with multiple change-points. Electronic Journal of Statistics, vol. 13, 1, 1400--1442.

8. Chen, F., and Nkurunziza, S. (2016). A class of Stein-rules in multivariate regression model with structural changes. Scandinavian Journal of Statistics, vol. 43, 1, 83--102.

9. Chen, F., and Nkurunziza, S. (2015). Optimal method in Multiple Regression with Structural Changes. Bernoulli Journal, vol. 21, 4, 2217--2241.