Research Summary

My research interest is time series analysis with applications to economics, finance, climate models, social science (connections and communications between people). I developed several strong and weak weighted approximations of partial sums. The probabilistic results are used to study the stability of models, find the beginning and end of ``bubbles" (burst of bubbles). Our method showed the effect of interventions in economic as well as political/epidemic interventions during a pandemic.

Education

  • PhD, Mathematics, Szeged University

Biography

Awards:
Econometric Theory Award (multa scripsit), 2007
Econometric Theory Award (plura scripsit), 2010
Best paper published in the Canadian Journal  of Statistics in 2009
ISI highly cited researcher
Distinguished Author Journal of Time Series Analysis (Wiley) 2020
 
Number of published books: 5
Number of published research papers:325
 
Number of citations: 20322
h-index: 64
i10-index: 270 
(source: scholar.google.hu)