(a)        Completed:

(i)         Efficiency of Estimation Techniques for Differencing Parameter of Fractional Integrated Time Series

(ii)       On Comparison of Criteria For Estimating The Order Of Autoregressive Process: A Monte Carlo Approach

(ii)       On ARCH and GARCH techniques for Modeling of Volatility in the Nigerian Stock Exchange Market.

(b)        In progress:

(i)         Study of the Performance of the Fourier and Wavelet analysis of Time Series Data

(ii)        Non- stationary and Non- Linear Time Series Analysis.

(iii)       Specification and estimation of Parameters of AFRIMA models in Chaotic Time Series

(iv)             Data Mining of Some economic variables using VAR and Transfer Function Models.

(v)               Study of the Autoregressive Fractional Unit Integrated Moving Average (ARFUIMA) Process .

PUBLICATIONS

            (a)        Books Already Published:

1.         Adewoye G.O and Shittu O.I (1999):”Introduction to Socio-Economic Statistics (Survey Methods and Indicators)” Victory Ventures, Lagos, Nigeria. Chapters(1-6,10-12) pgs. (1-94,124-151).  ISBN 978-33867-1-9, 158 Pgs.

2          Shangodoyin D.K; Olubusoye O.E; Shittu O.I and Adepoju A.A:(2002)”Statistical Theory and Methods” Joytal printing Press, Agbowo, Ibadan. Chapters(1-3), Pgs.(1-71) ISBN 978-2906-23-9,

        3              Shittu O.I (2007):”Descriptive Statistics” A Book written for Distance Learning Students, University of Ibadan, Nigeria. University of Ibadan Press Ltd. ISBN 978-021-269-8, 123 Pgs.

4          Shittu O.I (2008): ”Statistical Inference III”.  A Lecture Note for Distance Learning Students, University of Ibadan, Nigeria. University of Ibadan Press Ltd.

5         Shittu O.I (2011)

            (b)       Books Or Chapters in Books Already Published:  Nil

(c)        Articles that Have Already Appeared in Refereed Conference Procedings:      

5          Olubusoye, O. E. and Shittu, O.I . (1998): A diagnostic review of

   Statistics Education in Nigeria”.   Proceedings of  Annual Conference of the Nigerian Statistical Association (NSA).Pgs.25-33.

6          Shittu, O.I. (2007):” Statistical Consultancy Services: A Nigerian Perspective” A Paper Presented at the  2007 Conference of the Nig. Statistical Ass.in Asaba, Delta State between 4-8 september, 2007.

(d)       Patents:  Nil

            (e)        Articles that Have Already Appeared in Learned Journals:

7          Shangodoyin D.K and Shittu O.I. (2000): “Some Recent Advances in Multiple Outlier Detection Technique”.  Journal of Science Research.Vol. 6 pp 12 – 19. Read Abstract

8          Shittu O.I  (2001):”Processing and Analysis of Socio-Economic Data  (Issues,Problems,and Prospects)    Nigerian Journal Of Development Issues:Education,Socio- Political and Economic Development.Vol .5,No.1&2,2001 Pgs. 38-56. 

9          Shangodoyin D.K and Shittu O.I (2003):”Single Outlier Generating Models – New Strategies” Jour.Sci. Engr. Tech. 10(3) : 5166 – 5177. Read  Abstract

10        Shangodoyin D. K. and Shittu O.I. (2004): “Another Approach to Estimate of Parameters and Residual Variance of Subset Autoregressive Models”  Nig. Jour. of Science, Vol. 38, No. 1 pgs.(53 – 64) . Read Abstract

11        Raji. Y; Osonuga. O.A Shittu. O.I Akinsomisoye O S, Togun V.A and Mistura. O Azeez (2006): Age at Menarche and Its Predicting Factors in Cities of Ibadan and Ogbomoso of Southwestern Nigeria”.J. Med.Sci.  (5) Pg. 772-778,  Read Abstract

12        Shangodoyin D.K. Shittu O.I. and Raji. Y (2006): “An Alternative Approach to Detection of Outliers: An Application to Biological Data “ Nig. Jour. of  Science.  Vol.40 Pg. 47 - 52 .

13        Shittu O.I. and  Shangodoyin D.K.  (2008): “Detection of  Outliers in Time Series data: A Frequency Domain Approach” Asian Jour. Sci. Research.1 (2):130 – 137. 

14        Shittu O.I. (2008):      “Accommodation of Outliers in Time Series data: An Alternative Metod”.  Asian Jour. of Maths. And Stat  1 (1):24 – 33.

15        Shangodoyin D.K; Shittu O.I. and Alaba O.O (2008)” “Nigerian Population Dynamics And Its Implication For Development”  Medwell  Jour. of Social Sciences. 3 (2): 83 – 87.

16        Shittu. O.I; Oyeniyi, T.A and Olatayo T.A (2008):”The Seasonality Of Birth In Urban Southwestern Nigeria”, Journal of Advances and Applications in Statistics, Vol.10. No. 2, Pgs. 219 – 235   Vol. 10, No. 2, 2008. http://www.pphmj.com . Read Abstract

17        Shittu O.I and Asemota M.J (2008): “ Comparison of Criteria For Estimating The Order Of Autoregressive Process: A Monte Carlo Approach” European Journal of Scientific Reaearch Vol. 30 Issue 3. Read Abstract

18        Shittu O.I. (2007) “ On Spectral Method of Detection of Outliers”.  Jour. of Nigerian Statistical Association (JNSA) Vol. 19, :19 – 37.

19        Shittu O.I (2008):”Modeling Exchange Rate in Nigeria In The Presence of Financial and Political Instability: An Intervention analysis Approach. Middle Eastern Finance and Economics, Issue 5 .Pp. 117-122. Read Abstract

20        Shittu O.I and Yaya Olaoluwa Samuel (2009): “Measuring Forecast Performance of ARMA and ARFIMA Models: An Application to US Dollar/ UK pound Foreign Exchange Rate”. European Journal of Scientific Reaearch, Vol. 32 No.2, pp.167-176. http://www.eurojournals.com/ejsr_32_2_04.pdf. Read Abstract

21        Yaya Olaoluwa Samuel and Shittu O.I  (2009): “Long Memory and Estimation of Memory Parameters: Nigerian and US Inflation Rates”.  International Journal of Pure and Applied Sciences.

22        Shittu O.I , Yaya O. S and Oguntade, E.S  (2009): “Modeling Volatility of Nigerian Stock Exchange”. Global Journal of Mathematics and Statistics, Vol. 1 No. 2.

23        Yaya, O. S. and Shittu, O. I. (2010). “On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment”. American Journal of Scientific and Industrial Research, 1(2):115-117. Read Abstract

24        Shittu, O.I. and Yaya, O.S. (2009). “Comparison of the Efficiency of Estimation Techniques for Differencing Parameter of Fractional Integrated Time Series”. Advances in Theoretical and Applied Mathematics, 4 (1): 63–76. Read Abstract

            (f)        Books , Chapters in Books already Accepted for Publication:     Nil.

                   25              Shittu, O. I. and Yaya, O. S. (2010). “On Fractionally Integrated Logistic Smooth Transitions in ime Series”. American Journal of Scientific and Industrial Research, 1(3):

(g)        Technical Reports and/or Monographs:    

                 26    Johnson,T.L; Shangodoyin D.K; and Shittu O.I(1998)”Fundamental                   Statistical Tables”     Published by Kola Okanlawon Publishers Ltd. Lagos.