معرفی
Orimar Sauri Arregui is an Associate Professor in the Department of Mathematical Sciences at Aalborg University's Faculty of Engineering and Science, Denmark. His research lies at the intersection of mathematical statistics, stochastic processes, and financial modeling.
Research Interests: His work focuses on ambit fields, trawl processes, Lévy and infinite divisible random fields, and nonparametric estimation in continuous time. He investigates asymptotic behavior, limit theorems, and statistical inference for complex stochastic models, with applications in financial market microstructure and energy flux modeling.
The analysis of his recent publications reveals a strong trend in theoretical statistics and probability, particularly in developing and analyzing models driven by non-Gaussian noise and long-range dependence. His work often involves high-frequency data and contributes to the foundations of spatiotemporal modeling.
Scientific Contributions:
- Developed mathematical frameworks for financial market microstructure.
- Advanced theory for nonparametric estimation of trawl processes.
- Derived asymptotic error distributions for numerical schemes in stochastic delay equations.
- Proved local limit theorems for energy fluxes in random fields.
Advising and Research Activity: He has been involved in PhD supervision and maintains an active research output, primarily through preprints on arXiv and SSRN. His collaborations span topics in financial econometrics and statistical physics. Though specific grants are not listed, his consistent publication record suggests ongoing research funding.
Laboratory and Teams: While no formal lab is mentioned, his work is part of the broader research network in mathematical statistics and financial mathematics at Aalborg University, with notable collaborations in stochastic modeling and econometrics.
