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Umberto Picchini

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

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