Research

 

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:

  1. 11th international Vilnius conference on probability theory and mathematical statistics, Vilnius, Lithuania, June 30 – July 4, 2014.
  2. The First German-Polish Joint Conference on Probability Theory and Mathematical Statistics, Torun, Poland, June 6-9, 2013.
  3. Conference “Non-stationarity in Statistics and Risk Management”, Luminy, Marseille, France, January 21 – 25, 2013.
  4. 53rd Conference of the Lithuanian Mathematical Society, Klaipėda, Lithuania, June 11 – 12, 2012.
  5. Journée des doctorants, Nantes, France, April 26, 2012.
  6. 2nd Conference by Lithuanian Academy of Sciences “Interdisciplinary research in physical and technological sciences”, Vilnius, Lithuania, February 14, 2012.
  7. 1st Conference by Lithuanian Academy of Sciences “Interdisciplinary research in physical and technological sciences”, Vilnius, Lithuania, February 8, 2011.
  8. 10th international Vilnius conference on probability theory and mathematical statistics, Vilnius, Lithuania, June 28 – July 2, 2010.
  9. 50th Conference of the Lithuanian Mathematical Society, Vilnius, Lithuania, June 18 – 19, 2009.

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