Long-memory processes, estimation, applications and simulation of Lévy-driven Ornstein-Uhlenbeck processes and spatial processes. Other research activity has been carried on goodness-of-fit testing, especially the exponentiality hypothesis, density estimation, bayesian analysis and correspondence analysis.
S. R. Jammalamadka, E. Taufer (2018). Semi-parametric estimation of the auto-regression parameter in non-gaussian Ornstein-Uhlenbeck-processes. To appear in Communications in Statistics - Simulation and Computation .
M. Andreaus, E. Costa, C. Pesci, E.Taufer (2018). Empathy, closeness, and distance in non-profit accountability. To appear in Accounting, Auditing & Accountability Journal
M. Jia, E. Taufer, M.M. Dickson (2018). Semi-parametric regression estimation of the tail index. Electronic Journal of Statistics 12, 224--248.
M.M. Dickson, D. Giuliani, G. Espa, M. Bee, E. Taufer, F. Santi (2018). Design-based estimation in environmental surveys with positional errors. Environmental and Ecological Statistics25, 155--169.
R. Benedetti, G. Espa, E. Taufer (2017). Model-based variance estimation in non-measurable spatial designs. Journal of Statistical Planning and Inference 181, 52--61.
3. G. Espa, D. Giuliani, F. Santi, E. Taufer (2017). Model-based variance estimation in two-dimensional systematic sampling. Metron 75, 265-275.
E. Taufer (2016). Comments: A review of testing procedures based on the empirical characteristic function. South African Statistical Journal 50, 29-30.
E. Taufer (2015). On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications. Statistics and Probability Letters 106, 262--271.
S. Meintanis, J.Ngatchou-Wandji, E. Taufer (2015). Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function. Journal of Multivariate Analysis 140, 171-–192.
D. Grahovac, M. Jia, N. Leonenko, E. Taufer (2015). Asymptotic properties of the empirical structure function for heavy-tailed data and tail index estimation. Statistics 49, 1221--1242.
I have been teaching courses in Statistics and Data Analysis, Mathematical Statistics, Regression Analysis, Sampling Theory, Statistical LearningEsse3
Since 2004 I am responsible for international exchanges programs at the Department of Economics and Management.
I have been deputy-Director of the Department of Computer and Management Sciences from 2003 to 2012.