Broadly speaking, my research interests lie in developing tools and methodologies to analyze and interpret sequences of high-dimensional or infinite-dimensional objects and how they evolve over time. In particular, I focus on theory and applications of functional data analysis as well as time series analysis. I am also interested in long-range dependence and large-dimensional covariance matrix estimation.
I completed my PhD studies at Vilnius University in Lithuania under the supervision of Professor Habil. Dr. Alfredas Račkauskas and was awarded a PhD in Mathematics in February 2015. The main focus of my PhD studies was functional time series with long range dependence.
After completing my PhD studies, I had postdoctoral positions at Ruhr-Universität Bochum in Germany and at Université libre de Bruxelles in Belgium. In Germany, my advisor was Professor Dr. Herold Dehling and I also collaborated with Professor Dr. Holger Dette. My advisor in Belgium was Professor Dr. Siegfried Hörmann. Before joining the University of Southern Denmark, I was a Visiting Assistant Professor at the Department of Statistics at the University of California, Davis in the United States.
Here is my full CV.
Here are some of my talks and posters.
characiejus [at] imada.sdu.dk