Student supervision

I am available to supervise thesis/projetcs/Honours projects in the following areas:

• PhD thesis: Dependence effect in time series for asymptotics. Improving testing/forecasting methods, frequency-domain methods, non normal inference 
• MSC thesis: Research in Time series analysis and statistical inference (with empirical/simulated data)
• MSC and Honours projects: State space models, Kalman filter, smoothing, signal extraction, time series regression, lag distributed models, decomposition methods, estimation, forecasting, Coding, simulation, seasonal adjustment, transfer function models, as well as some published paper reviews.