Two ongoing research projects concern perfect and approximate simulation of marked Hawkes processes. Two other projects concern simulation and summary statistics for spaital Hawkes processes. A fifth project concerns simulation-based inference for partially observed space-time processes, modelled by spatial jump processes or Hawkes processes and using Markov chain Monte Carlo methods for missing data situations. A sixth project concerns a time-space model for the description of the pattern of barrows in Denmark. Joint with Giovanni L. Torrisi, CNR, Instituto per le Applicazioni del Calcula, "M. Picone", Italy; Geoff Nicolls, University of Auckland, New Zealand; Jun Zhu, University of Wisconsin-Madison, USA.
|Effektiv start/slut dato||19/05/2010 → 30/08/2013|