Researcher

My Expertise

Wavelet Methods in nonparametric curve estimation, Edgeworth expansions and Saddlepoint Approximation Methods, Structural Equation Models, Inference in semiparametric models and applications in Stochastic Risk Modelling

Fields of Research (FoR)

Stochastic analysis and modelling, Investment and risk management, Statistical Theory, Applied Statistics, Operations Research, Risk theory

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Biography

After finishing my PhD in Mathematical Statistics from Humboldt University (Berlin, Germany), I was working for 10 years at  the Technical University of Sofia, Bulgaria. I was promoted to Associate Professor there in 1991.
 
My association with UNSW started in 1992. I started as a lecturer and was promoted to Senior Lecturer in 1999, to Associate Professor in 2011, and to Professor in 2019.
 
I am teaching courses in Statistical Inference,...view more

Location

School of Mathematics and Statistics
University of New South Wales
Sydney NSW 2052
The Red Centre
Room 1038

Contact

9385 7023
9385 7123