- Personal Profile:
Assistant Professor in Statistics. My researches are mainly devoted to statistical inference for nonlinear dynamical models with emphasis on stochastic differential equations.
Personal page:
http://www.maths.lth.se/matstat/staff/umberto/
My Stochastic Differential Equations Toolbox for MATLAB can be found at:
http://sdetoolbox.sourceforge.net
A MATLAB package for approximate Bayesian computation (ABC) for SDE models can be found at
http://sourceforge.net/projects/abc-sde/
- Professional Interests:
- Inference for stochastic processes, dynamical models, stochastic differential equations, MCMC, Bayesian inference