
I am an Associate Lecturer in Statistics at the School of Mathematics and Statistics. My research interest is in probability theory and stochastic processes. In particular, I am interested in self-exciting point processes (Hawkes processes) and their asymptotic behaviour. I have taught undergraduate and postgraduate courses on statistics, probability, and stochastic processes.
Professional affiliations and service positions
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Publications
Kwan J; Chen F; Dunsmuir W, 2023, 'Alternative asymptotic inference theory for a non-stationary Hawkes process', Journal of Statistical Planning and Inference, (preprint)
Kwan J; Chen F; Dunsmuir W, 'Ergodicity of Hawkes process with a general excitation kernel' (in preparation)
Kwan J; Chen F; Dunsmuir W, 'Ergodicity of Hawkes processes with time-varying baseline intensities and general excitation kernels, and applications in asymptotic inference' (in preparation)
My Teaching
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Courses taught