Research in the Statistics Group covers a wide range of areas in both theoretical and applied probability and statistics.
Actuarial Science and Financial Mathematics
Research interests in this area include stochastic modelling using Levy processes and mathematics of finance and insurance.
This covers theoretical developments, computational aspects and applications of Bayesian methods. Staff involved include:
Interests include analysis and method development for ordinal response data. Other research interests include generalised linear mixed models, joint categorical and non-categorical response model with clustering, and logistic regression models.
Staff interests include stochastic operations research methods. Specific interests are warranty analysis and reliability theory.
in forecasting in financial applications.
Probability theory and stochastic processes
Research interests include asymptotic statistics, empirical processes, martingale methods in statistics, statistical theory of diversity and the intersection of spatial statistical problems and geometry. has research interests in time series theory and applications.has research interests in Levy processes, optimal stopping and applied probability.
Statistical modelling, estimation and testing
There are interests in modeling of directional and geophysics data, categorical data and survival data. Dr Hirose also has interests in model selection methods, profile likelihood estimation, finite mixture models, EM algorithm and semi-parametric models, sampling and estimation theory. There are also research interests in goodness-of-fit testing. Dr Laura Dumitrescu has research interests in estimation theory, including small area estimation, quasi-likelihood methods for correlated data, measurement error models for repeated measurements and estimation methods for complex sampling surveys.
A number of staff are involved in statistical applications in various fields. These include: geophysics and epidemiology, biomedical statistics , finance and insurance, fisheries science , x.
Statistics and Engineering
Prof Peter Smith has research interests in telecommunications and Statistics in Engineering.
Time series and forecasting
Dr John Haywood has interests in time series, forecasting and seasonal adjustments. Prof Estate Khmaladzehas interests in forecasting in financial applications.