Almut E. D. Veraart
Professor Almut Veraart’s research interests are in statistical finance, spatio-temporal statistics, applied probability, energy mathematics and ambit stochastics. She joined Imperial College London in 2011, where she is a Professor of Statistics in the Department of Mathematics. She holds two Diploma degrees (Dipl.-Math. oec. and Dipl.-Math.) from the University of Ulm, Germany, and an MSc in Applied Statistics as well as a DPhil in Statistics from the University of Oxford, UK.
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Articles by Almut E. D. Veraart
A latent trawl process model for extreme values
This paper presents a new model for characterizing temporal dependence in exceedances above a given threshold.