**Research interests:**

- Time series analysis, stochastic processes
- Limit theorems of probability theory
- Aggregation of random processes
- Long memory processes
- Statistical data analysis
- Evaluation of econometric models

**Conferences:**

- 11th international Vilnius conference on probability theory and mathematical statistics, Vilnius, Lithuania, June 30 – July 4, 2014.
- The First German-Polish Joint Conference on Probability Theory and Mathematical Statistics, Torun, Poland, June 6-9, 2013.
- Conference “Non-stationarity in Statistics and Risk Management”, Luminy, Marseille, France, January 21 – 25, 2013.
- 53rd Conference of the Lithuanian Mathematical Society, Klaipėda, Lithuania, June 11 – 12, 2012.
- Journée des doctorants, Nantes, France, April 26, 2012.
- 2nd Conference by Lithuanian Academy of Sciences “Interdisciplinary research in physical and technological sciences”, Vilnius, Lithuania, February 14, 2012.
- 1st Conference by Lithuanian Academy of Sciences “Interdisciplinary research in physical and technological sciences”, Vilnius, Lithuania, February 8, 2011.
- 10th international Vilnius conference on probability theory and mathematical statistics, Vilnius, Lithuania, June 28 – July 2, 2010.
- 50th Conference of the Lithuanian Mathematical Society, Vilnius, Lithuania, June 18 – 19, 2009.