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Keerati Suibkitwanchai

Research student

Keerati Suibkitwanchai

Lancaster University

Fylde College

LA1 4YF

Lancaster

Profile

I am a PhD student in Statistics at Lancaster University under the supervision of Dr.Adam Sykulski. My main research interest is time series and spectral analysis and their application to various areas of study. Currently, I am studying about the estimation of the Hurst exponent, which is used to measure the degree of long-range dependence, in the time series of fractional Guassian noise and fractional Brownian motion. The Whittle estimation method and its debiased version (which was recently proposed by my supervisor) use the knowledge of spectral analysis and can be applied to estimate the Hurst exponent. For more details, please contact me by an email: k.suibkitwanchai@lancaster.ac.uk.