Department: Mathematics and Statistics
Room: B27 Fylde
Tel: +44 (0)1524 593965
Email: Email This Person
I am the Director of the STOR-i Doctoral Training Centre and I am currently a Professor in the Department of Mathematics and Statistics. I was Head of the Statistics Section of the Department from 1996-2000 and then Head of Department from 2000-2007.
I have a long history of supervising PhD students and I am currently supervising a number of PhDs in the department.
I have wide interests in extreme value theory, methods and applications.
• Multivariate extreme value and joint probability problems
• Time series and covariate modelling for extreme values
• Structuring asympototically justified models to capture process structure
• Environmental modelling in hydrology and oceanography
• Financial modelling