Research topics:

I work in mathematical statistics, more precisely on non parametric estimation methods for classical models and stochastic processes.

    - projection methods and model selection,
    - kernel methods and bandwidth selecetion,
    - optimality issues,
    - multidimensional and anisotropic settings

Some application settings are:

• Survival models (hazard rate, censoring, mean residual life)

• Stochastic processes; diffusion models, Lévy processes, counting processes, renewal processes

• Deconvolution and models with errors in variables

• Econometric models (regression, heteroscedastic models, ARCH models)