Research fields: time series econometrics, nonlinear process, locally stationary processes

Publications:

French journals:

Proceedings:

Editorial positions:

PhD supervision:

Grants:

Conferences:

25/ International Work-Conference on Time Series Analysis, ITISE 2015. Granada, july 1-3, 2015; 24/ Meeting on Statistics and Data Mining (MSDM). Hammamet, March 12-13, 2015. 23/ 8th CSDA international conference on computational and financial econometrics, Pisa, december 6-8, 2014. 22/ 46èmes journées de statistique de la SFdS, Rennes, june 2-6, 2014. 21/ Workshop at the University of Waseda, Tokyo, january 6-7, 2014. 20/ Fifth French Econometrics Conference, Toulouse, november 14-15, 2013, poster. 19/ Workshop on Industry and Practices for forecasting (WIPFOR), Paris, june 5-7, 2013, poster. 18/ 45èmes journées de statistique de la SFdS, Toulouse, may 27-31, 2013. 17/ Meeting on Statistics and Data Mining (MSDM). Hammamet, march 14-15, 2013. 16/ 66th European Meeting of the Econometric Society (ESEM), Malaga, august 27-31, 2012. 15/ Statistical models for financial data III, Graz University of Technology, may 23-26, 2012. 14/ Conference on new developments in time series econometrics, European University Institute (EUI), Florence, september 15-17, 2011. 13/ 43èmes journées de statistique de la SFdS, Tunis, may 23-27, 2011. 12/ Second French Econometrics Conference, Paris, december 13-14, 2010. 11/ 4th CSDA international conference on computational and financial econometrics, London, décember 10-12, 2010. 10/ 42èmes journées de statistique de la SFdS, Marseille, may 24-28, 2010. 9/ 64th European Meeting of the Econometric Society (ESEM), Barcelone, august 23-27, 2009. 8/ Fourth Brussels-Waseda seminar, Rennes and Bruxelles, june 18-22, 2009. 7/ 63rd European Meeting of the Econometric Society (ESEM), Milan, august 27-31, 2008. 6/ 2nd International Workshop on Computational and Financial Econometrics, Neuchâtel, june 19-21, 2008. 5/ Journées des doctorants en mathématiques de la région Nord Pas de Calais, Wimereux, march 31- april 1, 2008. 4/ Deuxièmes rencontres des jeunes statisticiens, Aussois, september 3-7, 2007. 3/ Journées de statistique fonctionnelle et opératorielle, Lille, june 21-22, 2007. 2/ 39èmes journées de statistique de la SFdS, Angers, june 11-15, 2007. 1/ 2nd Tinbergen Institute Conference 20 Years of Cointegration: Theory and Practice in Prospect and Retrospect, Rotterdam, march 23-24, 2007, poster.

Seminars:

17/ Universidad de Valparaíso (CIMFAV), april 6. 16/ Pontifica Universidad Catolica de Chile, january 22, 2016. 15/ Laboratoire de Mathématiques Nicolas Oresme (LMNO), Caen, march 24, 2015. 14/ Laboratoire Manceau de Mathématiques, Le Mans, february 24, 2015. 13/ Ecole Supérieure des Sciences et de Technologie (MAPSFA), Hammam Sousse, november 1, 2014. 12/ ESSAI (MASE), Tunis, october 31, 2014. 11/ University of Waseda, Kamakura, january 8, 2014. 10/ Pontifica Universidad Catolica de Chile, july 20, 2012. 9/ Université de Neuchâtel, june 21, 2012. 8/ Université de Franche Comté, Besançon, october 17, 2011. 7/ Ecole polytechnique de Tunisie (MASE), Tunis, june 17, 2011. 6/ Université de Lille (EQUIPPE), march 30, 2009. 5/ Laboratoire de Mathématiques Nicolas Oresme (LMNO), Caen, march 4, 2009. 4/ International Financial Group Tunisia (IFGT), Université Tunis El Manar, december 27, 2008. 3/ Centre de Recherche en Economie et Management (CREM), Rennes, november 6, 2008. 2/ Institut de Science Financière et d’Assurances, Lyon, march 26, 2008. 1/ European Centre for Advanced Research in Economics and Statisitics (ECARES), Bruxelles february 14, 2008.

Manuscript refereeing:

Econometric Theory, Journal of Econometrics, Computational Statistics and Data Analysis, Statistical Inference for Stochastic Processes, Statistics, Recherches Economiques de Louvain-Louvain Economic Review, Mathematical Methods in the Applied Sciences, Journal of Statistical Computation and Simulation, Cogent Mathematics, Journal of Applied Statistics, Communications in Statistics-Theory and Methods, Quantitative Finance, Canadian Journal of Statistics, Communications in Statistics-Simulation and Computation.