INSTITUTE FOR MATHEMATICAL STOCHASTICS

MATHEMATICAL STATISTICS AND APPLICATIONS

Members of the group

Former Members

• Dr. Felix Gnettner: Depth functions for multivariate and functional data – computation and statistical inference (Dissertation 2024)
• Dr. Philipp Klein (former PostDoc, PhD-student): Scan statistics for data segmentation of stochastic processes and anomaly detection in large image data (Dissertation 2022)
• Dr. Lea Wegner: U -Statistics for Detecting and Estimating Changes in Weakly Dependent Functional Data (Dissertation 2023)
• Dr. Marco Meyer (former PostDoc, now at the University of Hannover)

• Dr. Kerstin Reckrühm: Estimating multiple structural breaks in time series - a generalized MOSUM approach based on estimating functions (Dissertation 2019)
• Dr. Christina Stöhr: Sequential change point procedures based on U-statistics and the detection of covariance changes in functional data (Dissertation 2019)

• Dr. Alexander Meier:A matrix Gamma process and applications to Bayesian analysis of multivariate time series (Dissertation 2018)
• Dr. Silke Weber: Change-Point Procedures for Multivariate Dependent Data (Dissertation 2017)
• Dr. Franziska Haefner (formerly Lindner): The moving Fourier transformation of locally stationary processes with application to bootstrap procedures (Dissertation 2014)
• Dr. Birte Eichinger (formerly Muhsal): Change-Point Methods for Multivariate Autoregressive Models and Multiple Structural Breaks in the Mean (Dissertation 2013)