Research

	Research Interests
	probability and stochastic processes: self-similarity, anomalous diffusions time series analysis: long range dependence multiscale (wavelets) and multivariate methods applications.in Biophysics and Signal Processing

	Selected publications and submitted papers
	1. “Exponents, symmetry groups and classification of operator fractional Brownian motions”, with Vladas Pipiras. To appear in Journal of Theoretical Probability.
	2. “Integral representations and properties of operator fractional Brownian motions”, with Vladas Pipiras. Bernoulli 17(1), pp.1-33 (2011).
	3. “Adaptive wavelet decompositions of stationary time series”, with Vladas Pipiras. Journal of Time Series Analysis, vol. 31, issue 3, May, pp.182-209 (2010).
	4. “On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM Tests”, with Alexandre Belloni. Annals of Statistics, vol. 36, no. 5, pp.2377-2408 (2008).
	5. “Gaussian stationary processes: discrete approximations, adaptive wavelet decompositions and their convergence”, with Vladas Pipiras. Journal of Fourier Analysis and Applications, vol. 14, no. 2, April, pp.203-234 (2008).

	Working papers
	6. “Riesz property of L2-unbounded transformation of orthogonal wavelet bases”, with Vladas Pipiras.
	7. “Subdiffusion detection in microrheological experiments”, with John Fricks.
	8. “On multivariate long range dependence”.
	9. “Multivariate adaptive wavelet decompositions”, with Vladas Pipiras.

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