Skip to main content

Mathematical Statistics

Research group
Active research
Project owner
Department of Mathematical Sciences

Short description

The group conducts research developing stochastic models and statistical methods. The topics of interest are
• Bayesian statistics.
• Spatial and spatio-temporal statistics, stochastic geometry and imaging, with applications towards demography, forestry, offshore operations and wave modelling.
• Theory for extremes in random processes and fields, and statistical analysis of extreme values.
• Reliability improvement: in particular development of load models and fatigue accumulation for trucks.
• Financial risk management: research on optimization of financial portfolios, measurement of catastrophic risks and handling of credit risks.
• Statistical estimation and algorithms for non-stationary and non-Gaussian processes.
• Computer intensive statistical methods and Big data statistics.
• Environmental statistics.
• Forensic statistics.