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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

Top 10% contributor

**9**Contributions

Performs linear interpolation with a speed acceleration of (up to) 4x.

15 downloads

9 years ago