Richard Davis the Howard Levene Professor of Statistics at Columbia University. He received his Ph.D. degree in Mathematics from the University of California at San Diego in 1979 and has held academic positions at MIT, Colorado State University, and visiting appointments at numerous other universities. He was Hans Fischer Senior Fellow at the Technical University of Munich ( 2009-12), Villum Kan Rasmussen Visiting Professor (2011-13) at the University of Copenhagen, and Chalmers Jubilee Professor at Chalmers University of Technology. Davis is a fellow of the Institute of Mathematical Statistics and the American Statistical Association, and is an elected member of the International Statistical Institute. He was president of IMS in 2015-16 and Editor-in-Chief of Bernoulli Journal 2010-12. He is co-author (with Peter Brockwell) of the bestselling books, Time Series: Theory and Methods, Introduction to Time Series and Forecasting, and the time series analysis computer software package, ITSM2000. Together with Torben Andersen, Jens-Peter Kreiss, and Thomas Mikosch, he co-edited the Handbook in Financial Time Series and with Holan, Lund, and Ravishanker) the book, Handbook of Discrete-Valued Time Series. In 1998, he won (with collaborator W.T.M Dunsmuir) the Koopmans Prize for Econometric Theory. He has advised/co-advised 34 PhD students and has delivered numerous short courses on time series and heavy-tailed modeling. His research interests include time series, applied probability, extreme value theory, heavy-tailed modeling with applications to network models, and spatial-temporal modeling.

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