Scientific interests:
Graphical models and causal inference for stochastic processes
Non-linear graphical time series models
Causal inference in incompletely observed systems
Non-Markovian constraints and latent variable models
Dynamic factor models for non-stationary time series panels
Semi-parametric models for local stationary processes
Spatio-temporal factor models
Modelling of electricity prices
Regime-switching models
Spike detection and forecasting
Functional time series approaches
Michael Eichler, February 2014