Research

Research interests

• Asymptotic inference for Lévy driven stochastic processes
  • Balancing efficiency, robustness, and high practical utility
  • Model assessment
• Stochastic approximation methods in statistics
• Stability of stochastic processes

Application fields of current interest

• Forecasting electricity demand
• Biostatistics for neuroimaging: statistical analysis for spatiotemporal dependence
• Mathematical biology: randomly perturbed dynamical systems
• Life sciences; ecology