Emeritus Professor William Dunsmuir
Professor of Statistics at the University of New South Wales (1993-2019) and Head of the Department of Statistics (1993-2000; 2003-2005, 2007). Previous academic positions: the Massachusetts Institute of Technology (1976-1980), The Australian National University (1980-1982), The Australian Graduate School of Management (1987-1988), Bond University (1988-1993) and the University of Minnesota (2001-2002). Previous consulting management positions: Siromath Pty Ltd (1982-1987) and Bond Univ...
- Publications
- Grants
- Research Activities
Inference for Hawkes processes with challenging data. ARC Discovery Grant 2024-2026 --Chief Investigators (University of NSW) Feng Chen, Thomas Stindl, William Dunsmuir. Partner Investigator (The Institute of Statistical Mathematics, Japan) Jiancang Zhuang.
My core research has been in statistical time series analysis with excursions into spatio-temporal processes, longitudinal data analysis and applied statistics in a range of disciplines.
Currently my research is concerned with:
- Methods and models for discrete valued time series.
- Self exciting point processes.
Research in Detail
My theory and methods research has been into asymptotic theory for time series model estimation, methods for missing data in time series analysis, robust and non-parametric estimation in time series and image analysis, modelling seasonally varying time series, Bayesian methods for hierarchical spatial modelling and, more recently, modelling nonlinear non-Gaussian time series particularly focussed on discrete valued time series and, most recently, inference for Hawkes self-exciting point processes.
I have also engaged in substantial applied research with research collaborators in a variety of disciplines including public health, medical research and weather and environmental modelling.