Stephan Smeekes

Stephan’s main research interests lie in the statistical analysis of time series data, combining techniques on the interface between econometrics, statistics and data science. Much of his research involves uncertainty quantification, often using the bootstrap. Among the applications he considers are the analysis of high-dimensional (big data) time series, long-run trends in macroeconomic and climatological time series, inference on risk measures for volatile financial series, and the forecasting of economic and financial time series.