Mathematical statistics & Econometric theory
Robust inference via M-estimators
Saddlepoint approximations and higher-order asymptotics
Statistical analysis of random fields (spatio-temporal processes)
Semiparametric R-estimation
Optimal transportation in statistics
Factor models
Financial econometrics
Option pricing using realized volatility
Yield curve modeling via nonparametric (kernel-based) methods
Financial modeling via time-homogeneous and time-inhomogenous diffusions (local stationarity)
Biostatistics and bioengineering
Robust signal analysis for heart rate variability
Outlier-resistant nonparametric methods for functional Magnetic Resonance Imaging (fMRI)