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Amit Mitra
PhD (IIT Kanpur)
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Email:
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Office Phone: 0512-2596064
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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.
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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 (1989), University of Calcutta.
Website(s)
CV
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- 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, Anurag
Prasad, 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: 0512-2596064
Email:
This email address is being protected from spambots. You need JavaScript enabled to view it.
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