Spatial ARCH Model (SpaSta)
Inspired by the time-series ARCH model developed by Robert F. Engle (1982), for which he was awarded the Nobel Prize, we have introduced a univariate spatial ARCH model in 2016 (first published arXiv paper).
Researcher in Spatial Statistics and Environmetrics (among top 10 worldwide)
Inspired by the time-series ARCH model developed by Robert F. Engle (1982), for which he was awarded the Nobel Prize, we have introduced a univariate spatial ARCH model in 2016 (first published arXiv paper).
We comprehensively reviewed various spatial and spatiotemporal volatility models, including GARCH and stochastic volatility models, providing detailed insights.
Real-time monitoring of ANN applications: Detect nonstationarity using multivariate control charts on data embeddings
Dataset published: comprehensive daily air quality, weather, and agricultural/livestock activity data for Lombardy, Italy, to support and enhance air quality research.
We propose an adaptive LASSO estimation procedure to fully recover the unknown weight matrix of spatial autoregressive panels with locally varying mean levels.
Fully data-driven statistical model to understand the spatial and temporal evolution of coastal profiles (e.g. for efficient intervention designs against coastal erosion).
Novel spatial GARCH process in a unified framework, which also covers all previously proposed spatial ARCH models.
Since July 2024, I have been a Professor of Statistics and Data Science at the School of Mathematics and Statistics at the University of Glasgow, following a year as an Associate Professor (Reader) from 2023 to 2024. Additionally, I regularly teach in the PhD and M.Sc. programs at the Department of Engineering and Applied Sciences, University of Bergamo, Italy, as a Guest Professor. Before joining the University of Glasgow, I spent four years as an Assistant Professor of Big Geospatial Data at the Institute of Cartography and Geoinformatics, Leibniz University Hannover. During the 2020-2021 academic year, I was honoured to be a Visiting Professor of Spatial Data Analysis and Statistical Learning at the University of Göttingen. Earlier, I led a junior research group focused on detecting and monitoring spatial and spatiotemporal clusters at the Viadrina Center B/ORDERS IN MOTION at the European University in Frankfurt (Oder), where I also earned my Ph.D. in Statistics in 2016.
In my main research area (topic T.6863 "Spillover Effect; Panel Study; Autoregressive Model"), I am currently ranked 4th worldwide on Scopus and 1st among UK researchers (rated as top 6% scientists with their first publication in 2016 on ResearchGate, across all disciplines).
I am honoured to be a part of Carl Friedrich Gauss's academic lineage in the 9th generation, joining the group of 113,184 individuals who have followed in his scholarly footsteps (The Mathematics Genealogy Project). You can find my full academic genealogy here.
Below I update from time to time some news from my research, my externally funded projects and teaching.
Discover the new harmonized dataset that aims to quantify the impact of the agricultural and livestock sectors on the air quality in Lombardy, Italy. Available on Zenodo (DOI)
The accompanying paper is availabe open-access in nature Scientific Data (DOI)
I am looking for new research assistants (PhD students) for the project "Time series analysis of historical maps." The project deals with statistical modelling of geo-referenced time series from historical maps, mainly generalised additive models.
If you are interested, please feel free to contact me by email (attaching your current CV and references, such as papers, theses, etc., if available).
Inspired by the concept of Johannssen, A., N. Chukhrova, F. Schmal and K. Stabenow (2021): Statistical Literacy – Misuse of Statistics and its Consequences (Journal of Statistics and Data Science Education, 29(1), pp. 54–62.), I now teach my seminar on "Monitoring of Spatiotemporal and Network Data" in a research format, including writing a small scientific paper, double-blind peer reviews, revision process and colloquium presentation.