Research
 

Selected Talks

• December 1-3, 2012. 5th International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM 2012), Oviedo (Spain). Organizer of the session: Alessandra Luati.
• August 26-31, 2012. Invited session on Statistical methods for analyzing neurophysiological signals. 26th International Biometric Conference (IBC 2012), Kobe (Japan). Organizer of the session: Sati Mazumdar.
• June 15-19, 2012. Invited session on Locally Stationary Processes. 1st conference of the International Society for NonParametric Statistics (ISNPS), Chalkidiki (Greece). Organizer of the session: Rainer Dahlhaus.
• March 9, 2012. Invited Speaker, Department of statistics, University of California at Irvine (UCI), Irvine (California, USA). Inviting Professor: Hernando Ombao.
• December 19, 2011. Invited session on Analysis of large-dimensional datasets: recent advances. 5th CSDA International Conference on Computational and Financial Econometrics (CFE'11), University of London (UK). Organizer of the session: Marco Lippi.
• August 4, 2011. Invited session on Sparsity, non-stationarity and dimension reduction in financial statistics. Joint Statistical Meetings (JSM 2011), Miami Beach (Florida). Organizer of the session: Piotr Fryzlewicz.
• July 9, 2011. Parallel session on Financial Econometrics: Volatility, 17th International Panel Data Conference, Montreal (Canada).
• June 27, 2011. Contributed Session on Time Series Analysis, 31st International Symposium on Forecasting (ISF), Prague (Czech Republic).
• May 27, 2011. Parallel session on Advanced Modelling, Eighteenth International Conference on Forecasting Financial Markets (FFM 2011), Marseille (France).
• April 28, 2011. Invited Speaker, Institut für Kommunikationswissenschaft und Medienforschung, Ludwig Maximilians Universität München (Germany). Inviting Professor: Christian Baden.
• October 15, 2010. Invited Speaker, Department of Statistics, London School of Economics, London (United Kingdom). Inviting Professor: Piotr Fryzlewicz.
• August 1, 2010. Topic-contributed session on Statistical Analysis of Brain Signals, Joint Statistical Meetings (JSM 2010), Vancouver (Canada).
• July 28, 2010. Invited Speaker, Swartz Center for Computational Neuroscienze, University of San Diego (California, USA). Inviting Professor: Scott Makeig.
• January 25, 2010. Invited Speaker, Department of Mathematics and Statistics, University of Amherst (Massachussetts, USA). Inviting Professor: Michael Lavine.
• January 21, 2010. Invited Speaker, Department of Mathematics and Statistics, Boston University (Massachussetts, USA). Inviting Professor: Murad Taqqu.
• December 17, 2009. Invited Speaker, Department of Economics, Brown University, Providence (Rhode Island, USA). Inviting Professor: Frank Kleibergen.
• December 7, 2009. Invited Speaker, Center for Statistical Sciences, Brown University, Providence (Rhode Island, USA). Inviting Professor: Hernando Ombao.
• October 8, 2009. Invited Speaker, Joint Statistics Seminars of the Department of Mathematics (Section of Statistics), Katholieke Universiteit Leuven (Belgium). Inviting Professor: Irène Gijbels.
• June 12, 2009. Annual meeting of the Netherlands Econometric Study Group, Amsterdam (The Netherlands). Keynote Speaker: Donald Andrews.
• October 10, 2008. Invited Speaker, Séminaires de l'ECARES, Université Libre de Bruxelles (Belgium). Inviting Professor: Marc Hallin.
• October 26, 2007. Conference on Multivariate Volatility Models, Faro (Portugal). Keynote Speaker: Robert Engle.
• June 15, 2007. Annual meeting of the Netherlands Econometric Study Group, Maastricht (The Netherlands). Keynote Speaker: Yuichi Kitamura.
• March 30, 2007. Invited Speaker, Séminaires de Statistique de l'Institut de Mathématique, Université de Liège (Belgium). Inviting Professor: Cédric Heuchenne.
• March 5, 2007. Invited Speaker, Seminar of the Econometrics Group of the Department of Quantitative Economics, School of Business and Economics of Maastricht University (The Netherlands). Inviting Professor: Jean-Pierre Urbain.
• May 19, 2006. Invited Speaker, Seminar of the Center for Finance, University of Göteborg (Sweden). Inviting Professor: Catalin Starica.