Dr Darfiana Nur

Dr Darfiana Nur is a conjoint Lecturer in Statistics in the School of Mathematical and Physical Sciences. She received her BMath degree from The University of Gadjahmada (UGM) Indonesia in 1988, MSc (Research) from The University of Western Australia in 1993 and her PhD in Statistics from Curtin University of Technology Australia in 1999 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 taking up her present appointment at The University of Newcastle in 2003 until 2014. She is now a Lecturer in Statistical Science at the School of Computer Science, Engineering and Mathematics at Flinders University, Australia.

Her research interests include nonlinear time series analysis (ergodicity or estimation aspects) and modelling, focusing on Smooth Threshold Autoregressive models; Markov Chain Monte Carlo (MCMC) related algorithms and its convergence diagnostics; DNA sequence modelling in Bioinformatics; Bayesian Hidden Markov Models (HMMs) in Genetics.

Research Expertise
I have conducted high quality research in statistics and stochastic modelling, both theory and applications, in the following topics: - ergodicity and adaptivity estimation of regime switching model namely STAR(p) models. - convergence diagnostics of Markov Chain Monte Carlo (MCMC) - Bayesian Hidden Markov Models for DNA sequence in Bioinformatics I am currently working with some collaborators and RHD students in the following topics: - ergodicity and adaptivity estimation of regime switching volatility model namely STAR(p)with GARCH error models - A fully Bayesian analysis of STAR models with GARCH errors - Bayesian Hidden Markov Models to model short sequence in DNA sequence

Teaching Expertise
The main areas of expertise are mathematical statistics and time series analysis courses. I have taught a first year service courses (Statistics for the Sciences,Statistics in Bussiness); second year courses (Fundamental Statistics, Regression and Forecasting); third year courses (Statistical Inference, Time Series Analysis, Generalised Linear Models, Survey and Experiments) and graduate courses such as Heteroscedastic Financial Modeling, Probability Theory and Stochastics Processes and Nonparametric Statistics I have taught Statistics courses between 2003 until now as listed below: First-year courses • Statistics for the Sciences (STAT1070, 750 students), Semester 1, 2009 (Lecturer); Semester 1, 2010 (Course Coordinator and Lecturer); Semester 1, 2012 (Lecturer) [Face to face, Blackboard]; Semester 1, 2013 (Course Coordinator and Lecturer) • Business Decision Making (STAT1050/1060, 300 students), Semester 1, 2006. [Face to face, Blackboard]. Second-year courses • Fundamental Statistics (STAT2010, 30-40 students). Semesters 1, in 2004, 2006 and 2007. • Regression and Forecasting (STAT2020, 20-30 students), Semester 2, 2003. Third-year courses • Time Series Analysis (STAT3040, 8-15 students), On campus and Distance, Semesters 1, 2002, 2004, 2006, 2008 and Semesters 2, 2009, 2010,2011,2012, 2013 • Applied Bayesian Methods (STAT3120, 5-10 students). On campus and Distance, Semesters 2, 2009, 2010,2011,2012, 2013. • Generalised Linear Models (STAT3030, 10-15 students), On campus and Distance, Semester 2, 2005. • Surveys and Experiments (STAT3170, 10-15 students ), On campus and Distance, Semesters 2, 2002, 2003, 2005, 2007, 2008 and 2009. • Statistics for Forensic Sciences (FORS3020, 10 students), School of Enviromental and Life Sciences, Semesters 2, 2004 and 2005. • Statistical Inference (STAT3010, 8-10 students), Semester 1, 2005. Honours/Postgraduate courses • Heteroscedastic Financial Modelling (Honours/Postgraduate), Semesters 1 in 2005, 2009, 2013. • Probability Theory and Stochastic Processes (Honours/Postgraduate), Semester 2, 2004. • Nonparametric Statistics (Honours/Postgraduate), On Campus and Distance, Semesters 2, 2004 and Semester 1, 2006.

Administrative Expertise
I have held the following administrative tasks representing the School of Mathematical and Physical Sciences, The University of Newcastle: - Member of Faculty of Science and IT Board, representing School of Mathematical and Physical Sciences, 2005-2007. - International Students Advisor within the School. - Program Convenor of Postgraduate in Statistics by Coursework, Semester 1, 2005, 2007- 2010. - Coordinator for students majoring in Statistics in Bachelor of Mathematics (BMath), BMath combined programs and Bachelor of Science program, 2012 - School RHD Recruitment

Collaborations
- Linear and Nonlinear Time Series Analysis and Modelling - Bayesian approaches in regime switching volatility models - Markov Chain Monte Carlo (MCMC) related algorithms and convergence diagnostics - DNA sequence modelling in Bioinformatics - Bayesian Hidden Markov Models in Genetics