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Dr Kaveh Salehzadeh Nobari

Senior Research Associate

Kaveh Salehzadeh Nobari

Fylde College

LA1 4YF

Lancaster

Profile

I am currently a Senior Postdoctoral Research Associate at the Department of Mathematics and Statistics of Lancaster University, working within the domains of High-Dimensional Statistics / High-Dimensional Econometrics. I report directly to Dr. Alex Gibberd and Dr. Anders Bredahl Kock (University of Oxford) on a project that is a collaborative work amongst Lancaster University, University of Oxford, and the Office for National Statistics (ONS)

Prior to joining the Department of Mathematics and Statistics of Lancaster University, I obtained my Ph.D. in Econometric Theory at Durham University under the supervision of Professor. Abderrahim Taamouti.

Research Interests

  • High-Dimensional Statistics
  • Nonparametric Inference
  • Granger Causality Analysis
  • Dependence Modelling Using Copulas
  • High-Frequency Financial Econometrics

Current Research

My current research entails working on high-dimensional temporal disaggregation. The general idea is the theoretical extension of concepts in high-dimensional statistics (e.g., LASSO type methods) and Generalized Least Squares (GLS) estimation, to allow for potentially autocorrelated errors, and to further relax the sub-Gaussian or sub-exponential assumption that is usually imposed on the covariates.