VAIDOTAS CHARACIEJUS

BIO

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.

PUBLICATIONS

Submitted

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.

   Published

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.

TALKS AND POSTERS

Here are some of my talks and posters.

• The A&E seminar of the Department of Economics, Universidad Carlos III de Madrid (UC3M), Madrid, Spain, September 11, 2023. Slides.
• The 29th Nordic Conference in Mathematical Statistics, NORDSTAT 2023, Gothenburg, Sweden, 19 – 22 June 2023. Slides.
• The 15th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, United Kingdom, 17 – 19 December 2022. Slides.
• The 24th International Conference on Computational Statistics, Bologna, Italy, 23 – 26 August 2022. Slides.
• The seminar of the Data Science and Statistics group at the University of Southern Denmark, Denmark, 19 December 2021. Slides.
• The 13th International Conference of the ERCIM WG on Computational and Methodological Statistics, Virtual Conference, 19 – 21 December 2020. Slides.
• Statistics Seminar Series at the Department of Statistics at the University of California, Davis, USA, 28 May 2020. Slides.
• The Final CRoNoS Meeting and the 2nd Workshop on Multivariate Data Analysis and Software, Limassol, Cyprus, 14 – 16 April 2019. Slides.
• The 26th Annual Meeting of the Royal Statistical Society of Belgium, Ovifat, Belgium, 17 – 19 October 2018. Slides.
• The 4th Conference of the International Society for Nonparametric Statistics, Salerno, Italy, 11 – 15 June 2018. Slides.
• The econometrics seminar of Vilnius University, Vilnius, Lithuania, 22 December 2017. Slides.
• The joint statistics seminar of KU Leuven, Leuven, Belgium, 28 September 2017. Slides.
• The XXXIV. International Seminar on Stability Problems for Stochastic Models, Debrecen, Hungary, 25 – 29 August 2017. Slides.
• The 4th International Workshop on Functional and Operatorial Statistics, A Coruña, Spain, 15 – 17 June 2017. Poster.
• The joint Université libre de Bruxelles and Université catholique de Louvain seminar, Louvain-la-Neuve, Belgium, 10 March 2017. Slides.
• The 12th German Probability and Statistics Days, Bochum, Germany, 1 – 4 March 2016. Slides.

CONTACT

characiejus [at] imada.sdu.dk