- Personal Profile:
Assistant Professor in Statistics. My researches are mainly devoted to statistical inference for nonlinear dynamical models with emphasis on stochastic differential equations.
My Stochastic Differential Equations Toolbox for MATLAB can be found at:
A MATLAB package for approximate Bayesian computation (ABC) for SDE models can be found at
- Professional Interests:
- Inference for stochastic processes, dynamical models, stochastic differential equations, MCMC, Bayesian inference