Assistant Professor of Statistics,
Department of Mathematics and Physics, University of Campania "Luigi Vanvitelli", Italy
Contact information:
Address: viale Lincoln, 5, Caserta (CE), 801100, Italy.
Email: raffaele.mattera@unicampania.it
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I am an Assistant Professor (tenure-track) of Statistics at the Department of Mathematics and Physics, University of Campania “Luigi Vanvitelli”. I hold a Ph.D. in econometrics from the University of Naples “Federico II” and I serve on the faculty board of the Doctoral School in Social and Economic Sciences at Sapienza University of Rome.
My research is organized around three main strands and their intersections. The first develops statistical and econometric methods for modelling and forecasting complex and structured time series. This includes fragmented and irregularly sampled time series, heteroskedastic time series, interval-valued time series, and multivariate time series with hierarchical, spatial, or network structure. The second concerns the statistical modelling of latent heterogeneity through clustering and clusterwise regression methods. The third, more recent, focuses on astrostatistics, namely the development and application of statistical methods for the analysis of astronomical data and cosmological inference.
I have published over 70 peer-reviewed articles in scientific journals, including the JRSS (Series C), International Journal of Forecasting, Quantitative Finance, International Journal of Approximate Reasoning, Spatial Statistics, and Astronomy and Computing among others. I serve as Associate Editor for the journals Communications in Statistics - Theory and Methods, Communications in Statistics - Simulation and Computation, Operations Research Forum, Frontiers in Astronomy and Space Sciences | Astrostatistics and Cogent Economics & Finance | Econometrics and Data Analytics.
I have mainly taught courses in statistics and statistical computing, statistical learning, time series analysis and forecasting, experimental statistics and applied econometrics. I am a consultant and member of the International Institute of Forecasters, and a member of both the International Statistical Institute and Italian Statistical Society.
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