Welcome to my Homepage!

I am a PhD student in the Department of Statistics at London School of Economics.

I am primarily interested in modelling economic and financial markets data using econometrics, time-series analysis and nonparametric statistics.

        Email:        R.Rosemarin@lse.ac.uk  

        Office:        B501

        Mail:           Department of Statistics
                            Columbia House
                            London School of Economics
                            Houghton Street
                            London WC2A 2AE

RESEARCH PAPERS

• Rosemarin, R., 2011. Projection Pursuit Conditional Density Estimation, work in progress.

• Rosemarin, R., 2011. Estimation of Conditional Densities using Dimension Reduction for Dependent Data, work in progress.

• Lieberman O., Rosemarin, R. and Rousseau J., 2011, Asymptotic Theory for Maximum Likelihood Estimation of the Memory Parameter in Stationary Gaussian Processes, To appear in Econometric Theory.