Research

Last modified: 22 October, 2024

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Current research projects

  • NSERC Discovery Grant Extremes of Complex Data Structures: Probabilistic Properties and Statistical Inference (2024-2029). See details.
  • Data privacy (See details.)
    • MITACS project Statistical framework and methodology for risk and privacy in complex and high-dimensional data (2023-2027).
    • Office of the Privacy Commissioner project Benchmarking Large Language Models and Privacy Protection (2024-2025).

Preprints

  • with S. Bai and Y. Wang, A remarkable example on clustering of extremes for regularly-varying stochastic processes. Submitted (2024). .pdf file on Arxiv.org.
  • with Z. Chen, Asymptotic expansions for blocks estimators: PoT framework. Submitted (2023). .pdf file on Arxiv.org.
  • with Z. Chen, Limit theorems for unbounded cluster functionals of regularly varying time series. Submitted (2023). .pdf file on Arxiv.org.

Papers in refereed journals - published and/or accepted

  • with P. Kokoszka, Principal component analysis of infinite variance functional data. Journal of Multivariate Analysis 193, (2023).
    Final version available at JMVA webpage.
  • with G. Ivanoff and H. Loukrati, Integral Functionals and the Bootstrap for the Tail Empirical Process. Extremes 26, 1-41, (2023).
    Final version available at Extremes webpage.
  • with Y. Cissokho, Estimation of cluster functionals for regularly varying time series: sliding blocks estimators. Electronic Journal of Statistics 15(1), 2777-2831, (2021).
    Final version available at EJS webpage.
  • with Y. Cissokho, Estimation of cluster functionals for regularly varying time series: Runs estimators. Electronic Journal of Statistics 16(1), 3561-3607, (2021).
    Final version available at EJS webpage.
  • with Betken A., Giraudo D., Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series. Statistica Sinica (2021). .pdf file on Arxiv.org.
  • with Jentsch C., Bootstrapping tail array sums. Bernoulli 27(2)1409--1439 (2021). pdf file.
    Final version available at Bernoulli webpage
  • with Kriesche B., Chaput MA, Gajewski K., Schmidt V., Estimation of Spatio‐Temporal Correlations of Prehistoric Population and Vegetation in North America. Geographical Analysis 52(3)371--393 (2021).
    Final version available at Geographical Analysis webpage
  • with Bilayi-Biakana C. and Soulier P., Statistical inference for heavy tailed series with extremal independence. Extremes 231-33 (2020). .pdf file on Arxiv.org.
    Final version available at Extremes webpage
  • with Bilayi-Biakana C. and Ivanoff G., The tail empirical process for long memory stochastic volatility models with leverage. Electronic Journal of Statistics 133453--3484 (2019).
    Final version available at EJS webpage
  • with Betken A., Testing for change in stochastic volatility with long-range dependence. Journal of Time Series Analysis 40707--738 (2019). .pdf file on Arxiv.org.
    Final version available at JTSA webpage
  • with Soulier P., Wintenberger O., The tail empirical process of regularly varying functions of geometrically ergodic Markov chains. Stochastic Processes and their Applications 1294209--4238 (2019). .pdf file on Arxiv.org.
    Final version available at SPA webpage
  • with Tong Z., Estimation for the expected shortfall given an extreme component under conditional extreme value model. Extremes 2229--70 (2019).
    Final version available at Extremes webpage
  • with Abdelrazeq I, Ivanoff G., Goodness-of-fit tests for Lévy-driven Ornstein-Uhlenbeck processes. Canadian Journal of Statistics 46(2)353--376 (2018).
    Final version available at CJS webpage
  • with B. Collins, T. Kousha, T. Szarek, K. Zyczkowski., The Accessibility of Convex bodies and Derandomization of the Hit and Run Algorithm. Journal of Convex Analysis 24903--916 (2017). .pdf file on Arxiv.org.
    Final version available at JCA webpage
  • with Csaki E., Csorgo M., Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes. Periodica Mathematica Hungarica.
  • with Chaput M., Kriesche B., Betts M., Martindale A., Schmidt V., Gajewski K., Spatiotemporal distribution of Holocene populations in North America. Proceedings of the National Academy of Sciences 112(39) 12127-12132 (2015).
  • with P. Soulier, Heavy tailed time series with extremal independence. Extremes 18(1) 273--299 (2015). .pdf file on Arxiv.org.
    Final version available at Extremes webpage.
  • with Gaiselmann, G. and Schmidt, V., Statistical inference for curved fibrous objects in 3D - based on multiple short observations of multivariate autoregressive processes. Australian \& New Zealand Journal of Statistics 57(1) 31-54 (2015).
    Final version available at the journal website.
  • with Sapatinas, T. and Wishart, J., Multichannel deconvolution with long-range dependence. Applied and Computational Harmonic Analysis 38(3) 357-384 (2015). .pdf file on Arxiv.org.
    Final version available at the journal website.
  • with Abdelrazeq, I. and Ivanoff, G., Model verification for Levy-driven Ornstein-Uhlenbeck processes. Electronic Journal of Statistics 8(1) 1029-1062 (2014).
    Final version available at the journal website.
  • with Benhaddou, R., Pensky, M., Sapatinas, T., Multichannel deconvolution with long-range dependence: A minimax study. Journal of Statistical Planning and Inference 148 1-19 (2014). .pdf file on Arxiv.org.
    Final version available at the journal website.
  • with Lorek, P., Empirical process of residuals for regression models with long memory errors. Statistics and Probability Letters 86 7-16 (2014). .pdf file on Arxiv.org.
    Final version available at the journal website.
  • with Basrak, B. and Palmowski, Z.., Heavy tailed branching process with immigrations. Stochastic Models 29(4) 413-434 (2013). .pdf file on Arxiv.org.
    Final version available at the journal website.
  • with P. Soulier, Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process. Extremes 16(2), 203-239 (2013). .pdf file on Arxiv.org.
    Final version available at the journal website.
  • with P. Soulier, Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances. Advances in Applied Probability 44(4), 1113-1141. (2012). .pdf file on Arxiv.org.
    Final version available at the journal website.
  • with C. Wichelhaus, Conditional variance estimation in regression with long memory. Journal of Time Series Analysis 33(3) 468-483 (2012). .pdf file
    Final version available at the journal website.
  • with C. Wichelhaus, Nonparametric conditional variance and error density estimation in regression models with long memory. Electronic Journal of Statistics 5 (2011), 856-898.
    Final version available at the journal website.
  • with Z. Palmowski, Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations. .pdf file on Arxiv.org
    Queueing Systems 68 (2011), 275-284.
  • with P. Soulier, The tail empirical process for long memory stochastic volatility sequences. .pdf file on Arxiv.org.
    Stochastic Processes and their Applications 121 (2011), 109-134. Final version available at SPA webpage.
  • with P. Lorek, Some results on random design regression with long memory errors and predictors. .pdf file on Arxiv.org.
    Journal of Statistical Planning and Inference 141 (2011), 508-523.
  • with J. Wishart, Kink estimation in stochastic regression with dependent errors and predictors. .pdf file on ARxiv.org.
    Electronic Journal of Statistics 4 (2010), 875-913.
  • with M. Raimondo, Wavelet regression in random design with heteroscedastic dependent errors. pdf file
    Annals of Statistics 37 (2009), 3396-3430.
  • with M. Raimondo, $L^p$ wavelet regression with correlated errors and inverse problems. pdf file.
    Statistica Sinica 19 (2009), 1479--1489.
  • with G. Ivanoff, A. Dabrowski, Some notes on Poisson limits for empirical point processes. pdf file.
    Canadian Journal of Statistics 37 (2009), 347--360.
  • with R. Balan, Weak invariance principle for mixing sequences in the domain of attraction of normal law. pdf file.
    Studia Sci. Math. Hungarica 46 (2009), 329-343.
  • Empirical process of long-range dependent sequences when parameters are estimated. pdf file.
    Journal of Statistical Planning and Inference 139 (2009), 287--294.
  • Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance. pdf file.
    Electronic Journal of Probability 13 (2008), 961-979.
  • Nonparametric deconvolution problem for dependent sequences. pdf file.
    Electronic Journal of Statistics 2 (2008), 722-740.
  • with M. Csorgo, Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences. pdf file.
    Probability Theory and Related Fields 142 (3-4) (2008), 339-366.
  • with M. Csorgo, Weak convergence of Vervaat and Vervaat Error processes of long-range dependent linear sequences. pdf file.
    Journal of Theoretical Probability 21 (3) (2008), 672-686.
  • with M. Ould Haye, Trimmed sums of long-range dependent moving averages. pdf file.
    Statistics and Probability Letters 78 (15) (2008), 2536-2542.
  • Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes. pdf file.
    Bernoulli (2007) 13, 1071--1090.
  • with C. Wichelhaus, Dependence in Lag for Markov chains on partially ordered state spaces with applications to degradable networks. pdf file.
    Stochastic Models (2007) 23, 683--696.
  • Limit theorems for self-normalized linear processes. pdf file.
    Statistics and Probability Letters 76 (2006), 1947-1953. F
  • Limit theorems for moving averages with random coefficients and heavy tailed noise. pdf file.
    Journal of Applied Probability 43 (2006), 245-256.
  • with M. Schwarz, C. Sauer, H. Daduna, R. Szekli, M/M/1 - Queueing Systems with inventory. pdf file.
    Queueing Systems, 54 (2006), 57-78.
  • with H. Daduna, C. Sauer and R. Szekli, Dependence Ordering for Queueing Networks with Breakdown and Repair. Probability in the Engineering and Informational Sciences 20 (2006), 575-594. Final version available at Cambridge journals webpage.
  • with Z. Palmowski, Tail behaviour of the area under queue length process of a single server queue with regularly varying service times. pdf file.
    Queueing Systems, 50 (2005), 299--323.
  • with R. Szekli, Dependence orderings for some functionals of multivariate point processes. pdf file.
    Journal of Multivariate Analysis 92 (2005), 145--173.
  • Monotonicity in lag for non-monotone Markov chains.
    Probability in the Engineering and Informational Sciences 18, (2004), 485--492. Final version available at Cambridge journals webpage.
  • Stochastic comparison of multivariate random sums. pdf file.
    Applicationes Mathematicae 30 (2003), 379-387.
  • with R. Szekli, Sufficient conditions for long range count dependence of stationary point processes on the real line. pdf file.
    Journal of Applied Probability 38 (2001), 570-581.

    • Papers in refereed conference proceedings - published and/or accepted
    • with E. Csaki and M. Csorgo, On Vervaat processes for sums and renewals in weakly dependent cases. pdf file.
      Dependence in probability, analysis and number theory (2010), 145-156. Kendrick Press.

    Slides from the recent talks