John Haddad is an associate professor in the mathematics and statistics department. His main interest is Time Series Analysis. Other interests include Actuarial Science, Biostatistics, and Environmetrics. Currently, his research focuses on likelihood methods for identifying ARMA models.

Ph.D., Statistics, University of Waterloo, Ontario, Canada, 1992.

M.A., Mathematics and Statistics, Wayne State University, Detroit, Michigan, USA, 1983.

License, Mathematics, Lebanese University, Beirut, Lebanon, 1980.

Refereed Journal Articles

Haddad, J.N., (2009), Preliminary estimation in Gaussian stationary processes. Communications in Statistics: Theory and Methods, Vol. 38, pp: 742-747.

Haddad, J.N., Provost, S.B., and Sanjel, D. (2008) Test statistics for discrimination between autoregressive models of consecutive orders. South African Stat. Journal, Vol. 42, pp: 1-15.

Haddad Y., Haddad J.N., Olabi A. Shuyto N., Haddad T., Toufeili I. (2007) Mapping determinants of purchase intent of concentrated yougurt (labneh) by conjoint analysis. Journal of Food Quality and Preference, Vol. 18, pp: 795-802.

Haddad, J.N., Provost, S.B., and Sanjel, D. (2007) A relationship between the Yule-Walker and the maximum likelihood estimator for the AR(1) coefficient. International Journal of Mathematics and Computer Science, Vol. 2, pp: 11-24.

Haddad, J.N., Nimah, M.N., and Farajallah, N. (2007) Modeling annual rainfall: A robust Maximum Likelihood approach. Environmetrics, Vol.18, pp: 101-105.

Haddad, J.N. (2007) A note on parameter reduction in AR(p) processes. International Journal of Mathematics and Computer Science, Vol. 2, pp: 287-296.

Ziadeh G., Shadarevian S., Malek A., Khalil J., Haddad T., Haddad J.N., Toufeily I., (2005) Determination of sensory thresholds of selected calcium salts and formulation of calcium fortified pocket-type flat bread. Journal of Food Science, Vol. 70, No. 8, pp:548-552.

Haddad, J.N. (2004) On the closed form of the covariance matrix and its inverse of the causal ARMA process. Journal of Time Series Analysis, Vol. 25, pp: 443-448.

Nimah, M.N., Hamed, M.N., Haddad, J.N., and Darwish, R., (2002) Water and Food Security: Optimal Allocation of Water Resources in Agriculture. A Case Study for Lebanon. The Land, Vol. 5, pp: 119-135.

Provost, S.B., Haddad, J.N., and Cheong, Y.H. (2001) Order selection in moving average processes using the coefficient of determination. Statistical Methods, Vol. 3, No. 1, pp: 26-35.

Haddad, J.N., and Nimah, M.N. (2001) Water quality monitoring of the Litani river. Lebanese Science Journal, Vol. 2, No. 1, pp: 81-87.

Haddad, J.N. (2000) On robust estimation in the first order autoregressive processes. Communications in Statistics: Theory and Methods, Vol. 29, pp: 45-54.

Haddad, J.N., and Abraham, B., (2000) Robust Estimation in autoregressive processes. Statistical Methods, Vol. 2, No. 1, pp: 123-131.

Haddad, J.N. (1998) A simple method for computing the covariance matrix and its inverse of a stationary autoregressive process. Communications In Statistics: Simulation and Computation, Vol. 27, pp: 617-623.

Umphrey, G.J., and Haddad, J.N. (1996) Maximum likelihood estimation of allele frequencies in eusocial hymenoptera using offspring genotypes. Biometrics, Vol. 52, pp: 1026-1032.

Haddad, J.N. (1995) On the closed form of the likelihood function of the first order moving average model. Biometrika, Vol. 82, pp: 232-234.

Haddad, J.N. (1995) The recursive property of the covariance function of the moving average model. Journal of Time Series Analysis, Vol. 16, pp: 551-554.

Chapters in Books

Haddad, J.N., and Nimah, M.N. (2003) Water quality monitoring of a watershed. River Basin management II. Edited by C.A. Brebbia, WIT press, pp: 231-236.

Nimah, M.N., Haddad, J.N., and Dandan, M. (2001) Modeling water quality in time and space: case study the Litani river, Lebanon. River Basin Management. Edited by R.A. Falconer and W.R. Blair, WIT press, South Hampton and Boston, pp: 241-253.

Conference Proceedings

Haddad, J.N., (1997) Estimation of the first order autoregressive process parameter by the median substitute method. Proceeding of the American Statistical Association, Business and Economics Section, pp: 93-97.