Research interests

I have extensive experience in working with continuous objects. Among the themes I have been studying there are:

• Quantile scalar-on-function regression;

• Hierarchical models;

• Functional time series;

• Registration;

• Global and interval-wise testing.

I work on random fields as a statistical alternative to PDE solvers, in particular on:

• Covariance and spectral models;

• Simulation methods;

• Geometry-informed estimation.

I am interested in the detection of tail events and systems changing their dynamics. I have focussed on:

• Extremile scalar-on-function regression;

• Regime-switching stochastic models;

• Mixed Poisson models.