Carlos A. Fernández

Since May 2023, I have been a postdoctoral researcher at the IDS (Image, Data and Signal) department of Telecom Paris, working under the guidance of Prof. Stephan Clemençon. My current research focuses on anomaly detection on infinite dimensional spaces and applications of statistical depth functions for multivariate extreme value distributions.

I earned my PhD from Nanterre University in 2023, where I was supervised by Prof. Patrice Bertail and Prof. Cécile Durot. During my PhD, I worked on several estimation problems on beta null-recurrent Markov chains, including tail-index estimation, bootstrap methods, and non-linear cointegrated models. My thesis, titled “Estimation Problems on Null Recurrent Time Series”, can be found here.

In addition to my academic career, I have been a software developer for more than 10 years. My full CV is here.

Research interests

• Statistical learning
• Non-parametric estimation
• Markov chains (specially beta-null recurrent ones)
• Statistical depth functions
• Anomaly detection algorithms
• Bootstrap methods
• Extreme value statistics

My list of publications is available here.