Overview
Time Series, Computational statistics, Wavelets.
Research Student Supervision
Konstantinou,K, Wavelets Regression: A Model Selection Approach
Martin,J, Some new results in sequential Monte Carlo
Missaoui,B, Wavelet regression using a Levy prior model
Platanioti,K, Inference for Multivariate Stochastic Volatility and Related Models
Sheikh,I, Modelling Power Prices
Yang,ZH, An Examination of Some Significant Approaches to Statistical Deconvolution