Theory and Methods
- Identification of (multivariate) ARMA and state space systems: Structure theory, estimation procedures.
- Modeling high dimensional time series by generalized linear dynamic factor models.
- Singular AR Systems and Yule-Walker estimators.
- Identifiability and estimation of linear systems from mixed frequency data, extended Yule-Walker equations, asymptotic distributions. Blocking.
- Analysis of EEG-data (electroencephalogram data): Focus detection of epileptic seizures from ECoG's, EEG and Alzheimer
- Forecasting for supply chain management systems
Analysis of sales data
- Analysis and forecasting for financial time series
- Forecasting of electricity demand and electricity prices