Research

My research interests include model fitting, estimation, inference, and forecasting in non-linear time series models, with special emphasis on statistical analysis of financial data in nonstandard and massive data setups. The concepts and tools used for weak convergence of stochastic processes in metric spaces, bootstrap methods, and goodness-of-fit tests play important roles in most of my research. I have growing interests in developing and applying bootstrap based methods for inference in high-dimensional statistics/data analysis.