Bio
I am a Full Professor of Statistics at Universidade Federal do Rio Grande do Sul (UFRGS), Brazil.
My research topics of interest are the following:
- Nonlinear Time Series
- High Dimensional and Infinite Dimensional Time Series
- Dynamic Copulas
- Regularisation in Time Series
- Financial Econometrics
- Frontier Estimation Methods
- Machine Learning for Forecasting and Causal Analysis
- Applied Statistics in Finance and Economics
... and I love London!
