Predrag Pilipovic

Department of Mathematical Sciences, University of Copenhagen.

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Office 04.3.04

Universitetsparken 5

2100 Copenhagen, Denmark

Hi, I am Predrag, a postdoc in mathematical statistics at the University of Copenhagen working with Prof. Niels Richard Hansen.

I hold a double PhD in mathematical statistics from the University of Copenhagen (KU) and Bielefeld University (UNIBI). I was working under the supervision of Prof. Susanne Ditlevsen from KU and Prof. Roland Langrock from UNIBI.

My research focuses on developing statistical methods for stochastic processes, particularly in stochastic differential equations (SDEs). You can find my PhD thesis here. I’m also interested in exploring new approaches to statistical inference, optimization techniques, and their applications in fields like ecology and beyond. Alongside my research, I enjoy teaching and helping students navigate the world of statistics.

I hold a BSc in Mathematics from the University of Belgrade, as well as two MSc degrees: one in Applied Mathematics and the other in Mathematical Statistics, from the University of Grenoble Alpes and the University of Belgrade, respectively.

Keywords: asymptotic normality, convergence rates, dynamical systems, parameter estimation, splitting schemes, statistics, stochastic differential equations, stochastic processes

news

Apr 16, 2025 Our paper, Strang splitting for parametric inference in second-order stochastic differential equations, got published in Stochastic Processes and their Applications :tada: :tada: :tada:
Apr 11, 2025 I was selected to participate in the 12th Heidelberg Laureate Forum (HLF) from September 14 to 19, 2025!
Dec 07, 2024 I presented my work Parameter Estimation in Second-Order Stochastic Differential Equations at the 14th Symposium “Mathematics and Applications” in Belgrade, Serbia
Nov 14, 2024 I successfully defended my PhD thesis and obtained a double degree from Copenhagen University and Bielefeld University! :sparkles: :sparkles: :sparkles:
Aug 30, 2024 I submitted my PhD thesis! :sparkles: :smile: