About me Bio Publications Talks and posters Contact


I am an Assistant Professor in Statistics at the Department of Mathematics and Computer Science at the University of Southern Denmark.

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.



  1. V. Characiejus, P. Kokoszka, and X. Meng. Estimation of the long-run variance of nonlinear time series with an application to change point analysis. Preprint.


  2. C. Cérovecki, V. Characiejus, and S. Hörmann. The maximum of the periodogram of a sequence of functional data. Journal of the American Statistical Association, 118(544):2712-2720, 2023. Preprint.
  3. A. van Delft, V. Characiejus, and H. Dette. A nonparametric test for stationarity in functional time series. Statistica Sinica, 31(3):1375-1395, July 2021. Preprint.
  4. V. Characiejus and G. Rice. A general white noise test based on kernel lag-window estimates of the spectral density operator. Econometrics and Statistics, 13:175–196, January 2020. Preprint.
  5. P. Bagchi, V. Characiejus, and H. Dette. A simple test for white noise in functional time series. Journal of Time Series Analysis, 39(1):54–74, January 2018. Preprint.
  6. V. Characiejus and A. Račkauskas. Weak law of large numbers for linear processes. Acta Mathematica Hungarica, 149(1):215–232, June 2016. Preprint.
  7. V. Characiejus and A. Račkauskas. Operator self-similar processes and functional central limit theorems. Stochastic Processes and their Applications, 124(8):2605–2627, August 2014. Preprint.
  8. V. Characiejus and A. Račkauskas. The central limit theorem for a sequence of random processes with space-varying long memory. Lithuanian Mathematical Journal, 53(2):149–160, April 2013. Preprint.


Here are some of my talks and posters.


characiejus [at]