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