School of Mathematics, Statistics & Actuarial Science


Prior to joining SMSAS in 2017 Maria was a Senior Lecturer in Statistics and Financial Econometrics at Christ Church Business School. Her research interests overlap those of the Statistics group and CASRI.

Contact Information


Room 238

back to top


Also view these in the Kent Academic Repository

Kalli, M. and Griffin, J. (2018). Bayesian nonparametric vector autoregressive models. Journal of Econometrics [Online] 203:267-282. Available at:
Griffin, J., Kalli, M. and Steel, M. (2017). Discussion of "Nonparametric Bayesian Inference in Applications": Bayesian nonparametric methods in econometrics. Statistical Methods & Applications [Online]. Available at:
Kalli, M. and Griffin, J. (2015). Flexible Modelling of Dependence in Volatility Processes. Journal of Business and Economic Statistics [Online] 33:102-113. Available at:
Kalli, M. and Griffin, J. (2014). Time-varying sparsity in dynamic regression models. Journal of Econometrics [Online] 178:779-793. Available at:
Kalli, M., Walker, S. and Damien, P. (2013). Modelling the conditional distribution of daily stock index returns: an alternative Bayesian semiparametric model. Journal of Business and Economic Statistics [Online] 31:371-383. Available at:
Kalli, M., Griffin, J. and Walker, S. (2011). Slice Sampling Mixture Models. Statistics and Computing [Online] 21:93-105. Available at:
Total publications in KAR: 6 [See all in KAR]
back to top

Research Interests

Econometrics, mathematical finance, Bayesian non-parametric methods, Bayesian regression and variable selection, MCMC methodology, and financial time series modelling. back to top

School of Mathematics, Statistics and Actuarial Science (SMSAS), Sibson Building, Parkwood Road, Canterbury, CT2 7FS

Contact us

Last Updated: 04/02/2019