Axel Gandy
Axel Gandy’s research interests are in computational statistics, survival analysis, Bayesian methods, and in their applications, e.g. in finance. He joined Imperial College London in 2006, where he currently holds a Chair in Statistics in the Department of Mathematics. He holds an M.S. in Mathematics from Syracuse University, USA, and a Diploma degree (Dipl.-Math. oec.) as well as a doctoral degree (Dr. rer.-nat) from the University of Ulm,
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Articles by Axel Gandy
A latent trawl process model for extreme values
This paper presents a new model for characterizing temporal dependence in exceedances above a given threshold.