Research Interests

Mathematical statistics & Econometric theory

• Robust inference via M-estimators

• Saddlepoint approximations and higher-order asymptotics

• Time series (stationary and locally stationary)

• Statistical analysis (via spectral techniques) of random fields 

• Semiparametric R-estimation 

• Resampling methods 

• Spatial panel data models with time-varying covariates

Financial econometrics

• Option pricing using realized volatility 

• Yield curve modeling via nonparametric (kernel-based) methods

• Financial modeling via time-homogeneous and time-inhomogenous diffusions 

Biostatistics and bioengineering

• Robust signal analysis for heart rate variability 

• Outlier-resistant nonparametric methods for functional Magnetic Resonance Imaging (fMRI)