About me

Welcome!

I hold a Ph.D. at Department of Statistics from Universidad Carlos III de Madrid, Spain.

Currently, I am a Postdoctoral Research Fellow at the Division of Mathematical Statistics, Department of Mathematics, Stockholm University.

Journal publications

• (with Santiago Vellila). A goodness-of-fit test for  VARMA(p,q) models, Journal of Statistical Planning and Inference, vol. 197 (2018), 126-140.

https://doi.org/10.1016/j.jspi.2018.01.002

• (with Magnus Lindmark and Jesper Stage). Weak support for weak sustainability: Genuine savings and long-term wellbeing in Sweden, 1850 – 2000, Ecological Economics, vol. 145 (2018), 339-345.

• On multivariate model selection involving time series of Environmental Kuznets Curve, International Journal of Ecological Economics & Statistics, vol. 37, no. 3 (2016), 20-29 .

• A note on the distribution of residual autocorrelations in VARMA(p,q) models, Journal of Statistical and Econometric Methods, vol. 4, no. 3 (2015), 93-99.

Book chapter

• Nguyen Thu H. (2017) Diagnostic Checks in Multiple Time Series Modelling. In: Rojas I., Pomares H., Valenzuela O. (eds) Advances in Time Series Analysis and Forecasting. ITISE 2016. Contributions to Statistics. Springer, Cham.

Thesis

My PhD thesis can be found here.