Prof. Dr. Lionel Truquet
Ecole Nationale de la Statistique et de l’Analyse de l’Information (ENSAI), Center for Research in Economics and Statistics (CREST)
As Associate Professor of Statistics at Ensai (ensai.fr), a top graduate school for Statistics and Data Science, and member of the research Lab CREST (crest.science), I have been working on time series analysis and point processes. In particular, my work includes probabilistic modeling and statistical inference for stationary and non-stationary Markov models including time series of counts and categorical time series. I am also interested in modeling temporal dependence taking in account of exogenous regressors in complex non-linear dynamics.