Dr Cristian Felipe Jiménez Varón
Research Associate in Statistics
Profile
Biography
I joined the Department of Mathematics at York in September 2024 as a research associate in Network Stochastic Processes and Time Series.(NeST) working with the NeST York node PI Professor Marina Knight,.on the modelling of time series data collected over the nodes and edges of dynamic networks.
Prior to this, I completed my PhD in Statistics at King Abdullah University of Science and Technology (KAUST) in June 2024, supervised by Professor Ying Sun in the Environmental Statistics research group. Before my time at KAUST, I earned a master's degree in applied mathematics from Universidad Nacional de Colombia Sede Manizales (UNAL), Colombia. Additionally, I served as a lecturer in the Department of Mathematics and Statistics at UNAL (2016-2020) and in the Department of Physics and Mathematics at Universidad Autónoma de Manizales (2017-2020).
Research
Overview
I am a researcher in time series and functional data analysis. My work is centred on developing statistical methods for modelling diverse data types, particularly those prevalent in environmental, economic, and financial applications.
Projects
Network Stochastic Processes and Time Series
Research group(s)
- Statistics and Probability Research Group
- Supervisor: Marina Knight
Publications
Selected publications
- Jimenez-Varon, C.F., Sun, Y., Shang, H. (2023). Forecasting high-dimensional functional time series: Application to sub-national age-specific mortality. Journal of the Computational and Graphical Statistics.
- Jimenez-Varon, C.F., Harrou, F., Sun, Y. (2023). Pointwise Data Depth for Univariate and Multivariate Functional Outlier Detection. Environmetrics.
- Jimenez-Varon, C.F., Lee, H., Genton, MG., Sun, Y. (2023). Visualization and Assessment of Copula Structures. Journal of the Computational and Graphical Statistics, invited revision submitted.
- Jimenez-Varon, C.F., Sun, Y., Li, T-H. (2023). A semi-parametric estimation method for quantile coherence with an application to bivariate financial time series clustering. Econometrics and Statistics, invited revision submitted.
- Jimenez-Varon, C.F., Sun, Y., Shang, H. (2023). Forecasting density-valued functional panel data. Australian & New Zealand Journal of Statistics, invited revision to be submitted.
My full publication list is available on Google Scholar.
