I am a Full Professor of Statistics and Econometrics at Universidade Federal do Rio Grande do Sul (UFRGS), Brazil. I also currently serve as President of the Brazilian Statistical Association.
My research topics of interest are the following:
  • Nonlinear Time Series
  • High Dimensional and Functional 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
  • Extrem Values
I am currently the head of the following research groups/projects:
  • Climatic Extreme Events: Modelling and Forecasting (Funding from FAPERGS)
  • Econometric Modelling of Complex Problems: Functional Time Series, Nonlinear Models, Statistical Learning and High-Dimensional Models (Funding from CNPq)