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Dr. Maria Mohr
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From October 2014 till September 2018 I was a PhD student under the supervision of Prof. Dr. Natalie Neumeyer. After that I was Post-Doc at the Departement of Mathematics, Mathematical Statistics and Stochastic Processes of the University of Hamburg until September 2019.
Publications and Preprints
M. Mohr & N. Neumeyer (2020). Consistent nonparametric change point detection combining CUSUM and marked empirical processes. Electronic Journal of Statistics 14, 2238-2271.
M. Mohr & L. Selk (2020). Estimating change points in nonparametric time series regression models. Statistical Papers.
M. Mohr & N. Neumeyer (2019). Nonparametric volatility change detection. (Preprint)
M. Mohr (2019). A weak convergence result for sequential empirical processes under weak dependence. Stochastics 92, 140-164.
M. Mohr (2018). Changepoint detection in a nonparametric time series regression model. (Dissertation)
Conferences and Talks
invited talk at the Workshop Change Point Detection of Alfried Krupp Wissenschaftskolleg Greifswald - in Greifswald, 10.07.2019
talk at the DAGStat Conference 2019 - in Munich, 18.03.2019-22.03.2019
invited talk in the Colloquium of the Department of Mathematics and Statistics at the HSU Hamburg - in Hamburg, 08.01.2019
invited talk in the Oberseminar zur Stochastik at the Institute for Mathematical Stochastics at OvGU Magdeburg - in Magdeburg, 09.08.2018
invited talk in the Seminar of the Department of Probability and Statistics, Charles University Prague - in Prague, 21.02.2018
talk in the Joint PhD Seminar in Statistics and Stochastics organized by ZeSOB - in Bremen, 28.02.2017-01.03.2017
talk in the Working Group on Mathematical Statistics and Insurance Mathematics of the University of Hamburg - in Hamburg, 17.01.2017
talk at the dts 2016 - 12th Doktorandentreffen Stochastik - in Bielefeld, 03.08.2016 - 05.08.2016
talk at the GPSD 2016 - 12th German Probability and Statistics Days - in Bochum, 01.03.2016 - 04.03.2016
talk in the Working Group on Mathematical Statistics and Insurance Mathematics of the University of Hamburg - in Hamburg, 29.08.2013
Teaching
SuSe 19: Lecture and exercise classes 1 and 2: "Advanced Probability Theory"
WiSe 18/19: Exercise classes 3 and 6: "Probability Theory and Mathematical Statistics" (Prof. Dr. Sören Christensen)
WiSe 17/18 and SuSe 18: Lernzentrum Mathematik
SuSe 17: Exercise classes 2 and 4: "Basic Linear Algebra and Analytical Geometry" (PD Dr. Susanne Koch)
WiSe 16/17: Exercise class 1: "Probability Theory and Mathematical Statistics" (Prof. Dr. Sören Christensen) and Exercise class 1: "Basic Mathematics" (Prof. Dr. Janko Latschev)
SuSe 16: Exercise classes 1 and 2: "Mathematical Statistics" (Prof. Dr. Natalie Neumeyer)
WiSe 15/16: Exercise class 5: "Probability Theory and Mathematical Statistics" (Prof. Dr. Holger Drees)
SuSe 15: Exercise classes 1 and 2: "Mathematical Statistics" (Prof. Dr. Natalie Neumeyer)
WiSe 14/15: Exercise classes 2 and 6: "Probability Theory and Mathematical Statistics" (Prof. Dr. Natalie Neumeyer)
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