About me Bio Publications Talks and posters Contact


I am a Visiting Assistant Professor at the Department of Statistics at the University of California, Davis.

Broadly speaking, my research interests lie in developing tools and methodologies to analyze and interpret sequences of high-dimensional or infinite-dimensional objects and how they evolve over time. In particular, I focus on theory and applications of functional data analysis as well as time series analysis. I am also interested in long-range dependence and large-dimensional covariance matrix estimation.


I completed my PhD studies at Vilnius University in Lithuania under the supervision of Professor Habil. Dr. Alfredas Račkauskas and was awarded a PhD in Mathematics in February 2015. My thesis was about functional time series with long range dependence.

I spent a year and a half as a postdoctoral researcher at Ruhr-Universität Bochum in Germany, where I was advised by Professor Dr. Herold Dehling and also had a great opportunity to work with Professor Dr. Holger Dette. Prior to coming to Davis, I spent two years and a half as a postdoctoral researcher at the Department of Mathematics at Université libre de Bruxelles in Belgium, where I was advised by Professor Dr. Siegfried Hörmann.

Here is my full CV.



  1. C. Cerovecki, V. Characiejus, and S. Hörmann. The maximum of the periodogram of Hilbert space valued time series. Preprint.


  1. A. van Delft, V. Characiejus, and H. Dette. A nonparametric test for stationarity in functional time series. Statistica Sinica, to appear. Preprint.
  2. V. Characiejus and G. Rice. A general white noise test based on kernel lag-window estimates of the spectral density operator. Econometrics and Statistics, 13:175–196, 2020. Preprint.
  3. P. Bagchi, V. Characiejus, and H. Dette. A simple test for white noise in functional time series. Journal of Time Series Analysis, 39(1):54–74, 2018. Preprint.
  4. V. Characiejus and A. Račkauskas. Weak law of large numbers for linear processes. Acta Mathematica Hungarica, 149(1):215–232, June 2016. Preprint.
  5. V. Characiejus and A. Račkauskas. Operator self-similar processes and functional central limit theorems. Stochastic Processes and their Applications, 124(8):2605–2627, August 2014. Preprint.
  6. V. Characiejus and A. Račkauskas. The central limit theorem for a sequence of random processes with space-varying long memory. Lithuanian Mathematical Journal, 53(2):149–160, April 2013. Preprint.


Here are some of my talks and posters.


vcharaciejus [at]