Imperial College London

ProfessorAlmutVeraart

Faculty of Natural SciencesDepartment of Mathematics

Professor of Statistics
 
 
 
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Contact

 

+44 (0)20 7594 8545a.veraart Website

 
 
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Location

 

551Huxley BuildingSouth Kensington Campus

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Summary

 

Summary

Almut Veraart's personal webpage can be found here

 

Teaching

 

I currently teach the following courses:

  • MATH40005 Probability and Statistics  (for 1st year undergraduate students in mathematics)
  • MATH97083/MATH96052 Applied Probability (for 3rd/4th year undergraduate students in mathematics)

Please enrole for my courses on Blackboard Learn in order to view the course material.

In addition, I give tutorials for first year undergraduate students and supervise second year, third year and fourth year undergraduate projects and MSc and PhD theses.

Publications

Journals

Li Y, Pakkanen M, Veraart A, 2023, Limit theorems for the realised semicovariances of multivariateBrownian semistationary processes, Stochastic Processes and Their Applications, Vol:155, ISSN:0304-4149, Pages:202-231

Courgeau V, Veraart A, 2022, Asymptotic theory for the inference of the latent trawl model for extreme values, Scandinavian Journal of Statistics: Theory and Applications, Vol:49, ISSN:0303-6898, Pages:1448-1495

Gandy A, Jana K, Veraart A, 2022, Scoring predictions at extreme quantiles, Asta Advances in Statistical Analysis, Vol:106, ISSN:0002-6018, Pages:527-544

Courgeau V, Veraart A, 2022, High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process, Electronic Journal of Statistics, ISSN:1935-7524

Courgeau V, Veraart A, 2022, Likelihood theory for the Graph Ornstein-Uhlenbeck process, Statistical Inference for Stochastic Processes: an International Journal Devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems, Vol:25, ISSN:1387-0874, Pages:227-260

More Publications