Assistant Professor of Statistics,
Department of Mathematics and Physics, University of Campania "Luigi Vanvitelli", Italy
Contact information:
Address: viale Lincoln, 5, Caserta (CE), 801100, Italy.
Email: raffaele.mattera@unicampania.it
Links:
Assistant Professor of Statistics,
Department of Mathematics and Physics, University of Campania "Luigi Vanvitelli", Italy
Contact information:
Address: viale Lincoln, 5, Caserta (CE), 801100, Italy.
Email: raffaele.mattera@unicampania.it
Links:
I am an Assistant Professor (tenure-track) of Statistics at the Department of Mathematics and Physics, University of Campania “Luigi Vanvitelli”. I hold a Ph.D. in econometrics from the University of Naples “Federico II” and I serve on the faculty board of the Doctoral School in Social and Economic Sciences at Sapienza University of Rome.
My research currently develops along three directions. The first concerns the statistical modelling and forecasting of multivariate structured time series, including spatial, networked, hierarchical and grouped time series, as well as complex data such as interval-valued and fragmented time series. The second direction concerns latent heterogeneity and clustering. A substantial part of my work has focused on time series clustering, but I more generally study how latent group structures interact with other forms of dependence and become part of the statistical model itself. The third and recent direction is astrostatistics, where I develop and apply statistical methods tailored to astronomical data analysis and cosmological inference. My current interests in this area include population inference and scaling-relations, statistical inference under incomplete information, and methods for time-domain astronomy.
I have published over 60 peer-reviewed articles in scientific journals, including the JRSS (Series C), International Journal of Forecasting, Quantitative Finance, International Journal of Approximate Reasoning, Spatial Statistics, and Astronomy and Computing among others. I serve as Associate Editor for the journals Communications in Statistics - Theory and Methods, Communications in Statistics - Simulation and Computation, Operations Research Forum, Frontiers in Astronomy and Space Sciences | Astrostatistics and Cogent Economics & Finance | Econometrics and Data Analytics.
I have mainly taught courses in statistics and statistical computing, statistical learning, time series analysis and forecasting, experimental statistics and applied econometrics. I am a consultant and member of the International Institute of Forecasters, and a member of both the International Statistical Institute and Italian Statistical Society.