Research

Interests: Stochastic Processes, Random Spatio-temporal Fields, Non-Gaussian Stochastic Models, Applications to Engineering, Mathematical Finance, Environmental Sciences, Modelling of Sea Surfaces, Computationally Intensive Methods of Statistics

  • Webinar SLS
  • Research Group: Random Models in Space and Time
  • Portal: Random models in Space and Time, School of Economics and Management Research Group

  • Workshop, Lund, April , 2018,
  • Symposium on ``Random Processes and Fields: Theory and Applications'', Lund, November 11-12, 2010,

  • Statistics Working Paper Series, Lund University

  • List of publications, CV
  • Slides PTM

    Publications

  • List of publications and resume

    Presentations

  • 2019 Orebro
  • 2019 ENUM

  • 2008 Envelope Process for Gaussian Fields

  • 2008 Laplace Spatio-Temporal Stochastic Fields

  • 2008 Envelope Field and its Sampling Distributions

  • 2008 Stochastic self-similarity and approximations of fractional Brownian and Laplace motions

  • 2008 From Negative Binomial Process to Spatio-temporal Models driven by Laplace Motion

  • 2009 How Big are Big Waves?

  • Laplace Distribution Website

  • Spatio-Temporal Random Dynamics Website

    Seminars:
  • Seminars - Statistics