Research
Time series analysis in time and frequency domains, prediction theory, robustness in time series, counting processes, long-memory, cointegration, periodic multivariate time series, environmental and econometrics data analysis, linear and non-linear regression with time series covariates, quantile regression, multivariate analysis for temporal correlated data, factorial analysis.
Teaching
Time series analysis (graduate students, CentraleSupélec, since 2015).
Probability theory and Mathematical statistics (bachelor degree, Supélec, 2008 – 2018).
Education
Habilitation à diriger des recherches, Université Paris-Saclay, 1998.
Doctorat en sciences, Université Paris-Saclay, 1991.
Ecole Normale Supérieure de Paris-Saclay, 1984 – 1988.
Mathématiques Supérieures et Spéciales, 1982 – 1984.
