I see my research as a feedback loop, being inspired by problems in real-world applications, creating solutions to those problems and then feeding those solutions back into the problem domain. My portfolio reflects this including methodological papers published in Statistics, applied papers published in the problem domain and open-source software to facilitate wide uptake of the methodology. My primary research interests lie in the development of novel methodology for the analysis of univariate and multivariate nonstationary time series models. This covers many topics including developing models, model selection, efficient estimation, diagnostics, clustering and prediction.
LU - School of Mathematics and Statistics