Martin Lysy
Assistant Professor
Department of Statistics and Actuarial Science
University of Waterloo
Canada
Biography
Dr. Martin Lysy is an Assistant Professor in the Department of Statistics and Actuarial Science, University of Waterloo, University Avenue West, Waterloo, ON, Canada.
Research Interest
Dr.Martin Lysy Research interests include variety of applied problems, for which statistical and computational methodologies fall under the three following themes.
Publications
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Kou, S.C., Olding, B., Lysy, M., and Liu, J.S. (2012), "A Multiresolution Method for Parameter Estimation of Diffusion Processes", Journal of the American Statistical Association, 107(500), pp. 1558-1574.