TC Affiliations:
Faculty Expertise:
Educational Background
PhD in Statistics, Université catholique de Louvain, Belgium
Master of Science in Econometrics, Université catholique de Louvain
Scholarly Interests
High-dimensional Time Series, Non-parametric Smoothing, Dimension Reduction
Selected Publications
- Evolutionary Correspondence Analysis of the Semantic Dynamics of Frames. Journal of the Royal Statistical Society, Series A, 2024. Joint with Christian Baden.
- sqrt2-estimation for smooth eigenvectors of matrix-valued functions. Biometrika, 2023. Joint with Wei Biao Wu and Mohsen Pourahmadi.
- Periodic Variable Stars Modulated by Time-varying Parameters. The Astrophysical Journal, 2022. Joint with Darlin Soto and Márcio Catelan.
- Joint Mean-Vector and Var-Matrix estimation for Locally Stationary VAR(1) processes. Arxiv, 2021.
- Evolutionary Factor Analysis of the Semantic Dynamics of Frames. Communication Methods and Measures, 2013. Joint with Christian Baden.
- Evolutionary Factor Analysis of Replicated Time Series. Biometrics, 2012. Joint with Hernando Ombao.
- Locally Stationary Factor Models: Identification and Nonparametric Estimation. Econometric Theory, 2011. Joint with Christian Hafner and Rainer von Sachs.
- Fitting Dynamic Factor Models to Nonstationary Times Series. Journal of Econometrics, 2011. Joint with Michael Eichler and Rainer von Sachs.
Honors and Awards
August 2014. Honorable mention Article of the Year Award, Association for Education in Journalism and Mass Communication.
Professional Presentations
Evolutionary Correspondence Analysis of the Semantic Dynamics of Frames
08/25/2022 The 24th International Conference on Computational Statistics (COMPSTAT-2022, Bologna, Italy).
sqrt2-estimation for Smooth Eigenvectors
06/08/2023 Invited speaker, International Workshop on Applied Probability (IWAP-2023, Thessaloniki, Greece).
06/29/2022 Weekly Seminar organized by the Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology. Inviting Prof. Manfred Deistler (Vienna, Austria).
06/21/2022 International Symposium on Nonparametric Statistics (ISNPS-2022 Paphos, Cyprus). Invited session orgainzed by Prof. Enno Mammen (Heidlberg, Germany).
09/13/2021 Weekly Seminar of the Statistics Department at Rice University (Houston, Texas).
Adaptive methods for time-modulated stars
05/20/2021 IISA-2021, University of Illinois, Chicago. Invited session orgainized by Prof. Samiran Sinha (Texas A&M).
03/03/2020 Adaptive methods for time-modulated stars, CHASC Astro-Statistics , Center for Astrophysics, Harvard University.
02/18/2020 Astronomical Data-Science Workshop, Texas A&M University.
The Short-Run And Long-Run Components Of Financial Market Volatility
06/20/2019 3rd International Congress On Actuarial Science & Quantitative Finance (Manizales, Colombia). Invited session orgainized by Prof. Alexander Aue (UC Davis).
Semi-Parametric Factor Models For Non-Stationary Time Series
02/08/2019 Weekly Seminar organized by the Department of Statistics at Texas A&M. Inviting Professor: Mohsen Pourahmadi.
02/07/2019 Weekly Seminar organized by the Stevanovich Center for Financial Mathematics, University of Chicago. Inviting Professor: Wei Biao Wu.
12/09/2016 9th International Conference on Computational And Methodological Statistics Computational and Mathematical Statistics (Sevilla, Spain). Invited session organized by Prof. Rainer Dahlhaus (Heidelberg, Germany).
Locally Stationary Latent factors
11/02/2015 Weekly seminars organized by the Department of Mathematics at UCSD. Inviting Professor: Dimitris Politis.
04/15/2015 Department of Statistics and Data Science, Yale University. Inviting Professor: Harry Zhou.