Colloquium on Mathematical Statistics and Stochastic Processes
Archive
From now on all future dates will be announced in our events calendar and will appear afterwards in its archive.
Summer Semester 2021
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 22.06.2021, 4:15 pm | Dr. Randolf Altmeyer, University of Cambridge Efficient inference in a nonparametric estimation problem for stochastic PDEs (PDF) [Contact: Trabs] |
online, with registration |
Winter Semester 2020/21
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 09.02.2021, 4:15 pm | Prof. Dr. Matthias Schulte, Technische Universität Hamburg From Stein's Method to Stochastic Geometry (PDF) [Contact: Trabs] |
Online, with registration |
Tue, 12.01.2021, 4:15 pm | Dr. Matthias Löffler, ETH Zurich, Switzerland Optimality of Spectral Clustering in the Gaussian Mixture Model (PDF) [Contact: Trabs] |
Online, with registration |
Tue, 08.12.2021, 4:15 pm | Jun.-Prof. Dr. Gregor Kasieczka, Universität Hamburg Deep Learning the hidden life of particles (PDF) [Contact: Trabs] |
Online, with registration |
Tue, 24.11.2020, 4:15 pm | Dr. Vitalii Konarovskyi, Universität Hamburg A particle model for Wasserstein type diffusion (PDF) [Contact: Trabs] |
Online, with registration |
Winter Semester 2020/21
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 09.02.2021, 4:15 pm | Prof. Dr. Matthias Schulte, Technische Universität Hamburg From Stein's Method to Stochastic Geometry (PDF) [Contact: Trabs] |
Online, with registration |
Tue, 12.01.2021, 4:15 pm | Dr. Matthias Löffler, ETH Zurich, Switzerland Optimality of Spectral Clustering in the Gaussian Mixture Model (PDF) [Contact: Trabs] |
Online, with registration |
Tue, 08.12.2021, 4:15 pm | Jun.-Prof. Dr. Gregor Kasieczka, Universität Hamburg Deep Learning the hidden life of particles (PDF) [Contact: Trabs] |
Online, with registration |
Tue, 24.11.2020, 4:15 pm | Dr. Vitalii Konarovskyi, Universität Hamburg A particle model for Wasserstein type diffusion (PDF) [Contact: Trabs] |
Online, with registration |
Summer Semester 2020
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 4:15 pm, postponed indefinitely | Jun.-Prof. Dr. Gregor Kasieczka, Universität Hamburg, Germany – TBA – (PDF) [Contact: Trabs] |
Geomatikum, Lecture Hall 5 |
Winter Semester 2019/20
Day, Date, Time | Lecture | Place |
---|---|---|
Fri, 21.02.2020, 4:15 pm | Dr. Maria Mohr, Obungi GmbH, Hamburg, Germany MathematikerInnen in der freien Wirtschaft. Was macht eigentlich ein Data and Analytics Consultant? [Contact: Kloodt] |
Geomatikum, Lecture Hall 3 |
Tue, 07.12.2020, 4:15 pm |
Dr. Charles Tillier, Université de Versailles, France Orlando Marigliano, Ph.D., Max-Planck-Institut für Mathematik in den Naturwissenschaften, Leipzig, Germany |
Geomatikum, Lecture Hall 5 |
Tue, 19.11.2020, 4:15 pm | Dr. Katharina Proksch, Universität Twente, Netherlands Statistical multiscale methods for signal detection and related problems (PDF) [Contact: Trabs] |
Geomatikum, Lecture Hall 5 |
Tue, 05.11.2020, 4:15 pm | Dr. Yannick Hoga, Universität Duisburg-Essen, Germany The Uncertainty in Extreme Risk Forecasts from Covariate-Augmented Volatility Models (PDF) [Contact: Drees] |
Geomatikum, Lecture Hall 5 |
Summer Semester 2019
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 25.06.2019, 4:15 pm | Prof. Sebastian Engelke, Ph.D., University of Geneva, Switzerland Graphical Models and Structural Learning for Extremes (PDF) [Contact: Drees] |
Geomatikum, Lecture Hall 5 |
Tue, 18.06.2019, 4:15 pm | Prof. Suhasini Subba Rao, Texas A & M University, United States of America Feature estimation and testing for linear regression with time series regressors (PDF) [Contact: Müller-Harknett] |
Geomatikum, Lecture Hall 5 |
Tue, 04.06.2019, 4:15 pm | Dr. Kolyan Ray, King's College London, United Kingdom Nonparametric Bayesian drift estimation for multidimensional diffusions (PDF) [Contact: Trabs] |
Geomatikum, Lecture Hall 5 |
Tue, 21.05.2019, 4:15 pm | Dr. Ruslan Krenzler, Leuphana Universität Lüneburg, Germany Shelf Repositioning in a Robotized Warehouse (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Winter Semester 2018/19
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 12.03.2019, 4:15 pm | Charles Tillier, Ph.D., Télécom ParisTech, France Robust estimation for Markov chains with application to PDMPs (PDF) [Contact: Selk] |
Geomatikum, Lecture Hall 5 |
Tue, 05.02.2019, 4:15 pm | Prof. Dr. Enno Mammen, Universität Heidelberg, Germany Statistical inference in sparse high-dimensional nonparametric models (PDF) [Contact: Spindler] |
Geomatikum, Lecture Hall 5 |
Tue, 29.01.2019, 4:15 pm | Assoc. Prof. Jonas Peters, University of Copenhagen, Denmark Causality and Prediction (PDF) [Contact: Spindler] |
Geomatikum, Lecture Hall 5 |
Tue, 11.12.2018, 4:15 pm | Dr. David J. Prömel, University of Oxford, United Kingdom Optimal extension to Sobolev rough paths (PDF) [Contact: Trabs] |
Geomatikum, Lecture Hall 5 |
Tue, 27.11.2018, 4:15 pm | Prof. Dr. Christian H. Weiß, Helmut-Schmidt-Universität Hamburg, Germany An Introduction to Count Time Series Analysis (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Tue, 13.11.2018, 4:15 pm | Prof. Dr. Jan Kallsen, Christian-Albrechts-Universität zu Kiel, Germany Überraschende Einsichten und didaktische Anmerkungen zur Finanzmathematik (PDF) [Contact: Christensen] |
Geomatikum, Lecture Hall 5 |
Tue, 30.10.2018, 4:15 pm | Dr. Carsten Chong, École Polytechnique Fédérale de Lausanne, Switzerland High-frequency analysis of parabolic stochastic PDEs (PDF) [Contact: Trabs] |
Geomatikum, Lecture Hall 5 |
Summer Semester 2018
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 10.07.2018, 4:15 pm | Assoc. Prof. Dr. Boris Buchmann & Kevin Lu, Australian National University, Canberra, Australia Weak Subordination of Multivariate Lévy Processes (PDF) [Contact: Christensen] |
Geomatikum, Lecture Hall 5 |
Tue, 03.07.2018, 4:15 pm | Randolf Altmeyer, Humboldt-Universität zu Berlin, Germany Nonparametric drift estimation for the stochastic heat equation from local measurements (PDF) [Contact: Trabs] |
Geomatikum, Lecture Hall 5 |
Tue, 26.06.2018, 4:15 pm | Dr. Charles Tillier, Universität Hamburg, Germany Extremal behavior of a class of stochastic processes in risk theory (PDF) [Contact: Trabs] |
Geomatikum, Lecture Hall 5 |
Tue, 15.05.2018, 4:15 pm | Jun. Prof. Dr. Jan-Henrik Steg, Universität Bielefeld, Germany Symmetric Equilibria in Stochastic Timing Games (PDF) [Contact: Christensen] |
Geomatikum, Lecture Hall 5 |
Tue, 24.04.2018, 4:15 pm | Assoc. Prof. Atsushi Takeuchi, Osaka City University, Japan Sensitivity analysis for jump processes (PDF) [Contact: Christensen] |
Geomatikum, Lecture Hall 5 |
Winter Semester 2017/18
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, |
Alberto J. Coca, Ph.D., University of Cambridge, United Kingdom Optimal nonparametric inference for discretely observed compound Poisson processesc (PDF) [Contact: Trabs] |
Geomatikum, Lecture Hall 5 |
Tue, |
Prof. Dr. Hajo Holzmann, Philipps-Universität Marburg, Germany Scoring rules and forecast evaluation (PDF) [Contact: Spindler] |
Geomatikum, Lecture Hall 5 |
Tue, |
Jun.-Prof. Dr. Claudia Strauch, Universität Mannheim, Germany Concentration inequalities for diffusion processes and their application to adaptive drift estimation (joint work with Cathrine Aeckerle) (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Tue, 28.11.2017, 4:15 pm | Prof. Dr. Björn Christensen and Prof. Dr. Sören Christensen, Fachhochschule Kiel and Universität Hamburg, Germany Statistische Aspekte des Zensus 2011 (PDF) [Contact: Christensen] |
Geomatikum, Lecture Hall 5 |
Tue, 21.11.2017, 4:15 pm | Dr. Justin Chown, Ruhr-Universität Bochum, Germany Regularization parameter selection in indirect regression by residual based bootstrap (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Summer Semester 2017
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 29.08.2017, 4:15 pm | Jukka Lempa, Universität Oslo, Norwegen, University of Turku, Finland A class of Solvable Multiple Entry Problems with Forced Exits (PDF) [Contact: Christensen] |
Geomatikum, Lecture Hall 5 |
Tue, 11.07.2017, 4:15 pm | Dr. Ester Mariucci, Humboldt-Universität zu Berlin, Germany Wasserstein distances and other metrics for discretely observed Lévy processes (PDF) [Contact: Trabs] |
Geomatikum, Lecture Hall 5 |
Tue, 30.05.2017, 4:15 pm | Prof. Cristina Butucea, ENSAE, France Nonparametric tests for large covariance matrices (PDF) [Contact: Trabs] |
Geomatikum, Lecture Hall 5 |
Tue, 16.05.2017, 4:45 pm | Dr. Marco Meyer, Technische Universität Braunschweig, Germany Empirical characteristic functions-based estimation and distance correlation for locally stationary processes (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Tue, 02.05.2017, 4:15 pm | Prof. Johanna Nešlehová, McGill University, Canada Tests of independence for sparse contingency tables and beyond (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Tue, 25.04.2017, 4:15 pm | Matthias Lenga, Christian-Albrechts-Universität zu Kiel, Germany Representable Options (PDF) [Contact: Christensen] |
Geomatikum, Lecture Hall 5 |
Winter Semester 2016/17
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 14.02.2017, 4:15 pm |
Dr. Johannes Schmidt-Hieber, University of Leiden, Netherlands Asymptotic equivalence between density estimation and the Gaussian white noise model revisited (PDF) [Contakt: Trabs] |
Geomatikum, Lecture Hall 5 |
Tue, 24.01.2017, 4:15 pm | Dr. David Prömel, ETH Zürich, Switzerland Superhedging Approach to Stochastic Analysis (PDF) [Contact: Trabs] |
Geomatikum, Lecture Hall 5 |
Tue, 10.01.2017, 4:15 pm | Dr. Kristoffer Lindensjö, Stockholms Universitet, Sweden Time-inconsistent stochastic control: solving the extended HJB system is a necessary condition for regular equilibria (PDF) [Contact: Christensen] |
Geomatikum, Lecture Hall 5 |
Tue, 06.12.2017, 4:15 pm | Dr. Martin Wahl, Humboldt-Universität zu Berlin, Germany Non-asymptotic upper bounds for the reconstruction error of PCA (PDF) [Contact: Trabs] |
Geomatikum, Lecture Hall 5 |
Tue, 29.11.2016, 4:15 pm | Dr. Christoph Belak, Universität Trier, Germany Backward Nonlinear Expectation Equations and Recursive Utility under Ambiguity (PDF) [Contact: Christensen] |
Geomatikum, Lecture Hall 5 |
Tue, 18.10.2016, 4:15 pm | Dr. Georgy Sofronov, Macquarie University, Australia Multiple optimal stopping rules and their applications (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Summer Semester 2016
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 07.06.2016, 4:15 pm | Prof. Marc Hoffmann, Université Paris-Dauphine, France Statistical inference for bifurcating Markov chains (PDF) [Contakt: Trabs] |
Geomatikum, Lecture Hall 5 |
Tue, 24.05.2016, 4:15 pm | MCF Dr. Anne Sabourin, Télécom ParisTech, Université Paris-Saclay, France Multivariate extreme events : dimension reduction by thresholding or feature clustering. (Joint work with Maël Chiapino) (PDF) [Contakt: Drees] |
Geomatikum, Lecture Hall 5 |
Tue, 10.05.2016, 4:15 pm | Prof. Dr. Denis Belomestny, Universität Duisburg-Essen, Germany Low frequency estimation of continuous-time moving average Lévy processes (PDF) [Contakt: Trabs] |
Geomatikum, Lecture Hall 5 |
Winter Semester 2015/16
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 16.02.2016, 4:30 pm | MCF Dr. Ioana Ciotir, Institut National des Sciences Appliquées de Rouen, France Self-repelling diffusions via an infinite dimensional approach (joint work with Michel Benaïm, Carl-Erik Gauthier) (PDF) |
Geomatikum, Lecture Hall 5 |
Tue, 03.11.2015, 4:15 pm | Dr. Betina Berghaus, Ruhr-Universität Bochum, Germany Weak convergence of the empirical copula process with respect to weighted metrics (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Tue, 20.10.2015, 4:15 pm | Dr. Hohsuk Noh, Sookmyung Women's University, Seoul, South Korea Data envelope fitting with constrained polynomial splines (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Summer Semester 2015
Day, Date, Time | Lecture | Place |
---|---|---|
Mon, 22.06.2015, 4:15 pm | Dr. Alexandra Carpentier, University of Cambridge, United Kingdom Adaptive and minimax optimal inference of the tail coefficient (PDF) [Contact: Drees] |
Geomatikum, Lecture Hall 4 |
Winter Semester 2014/15
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 27.01.2015, 4:15 pm | Prof. Dr. Anouar El Ghouch, Université Catholique de Louvain, Belgium Semiparametric conditional quantile estimation through copula-based multivariate models (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Thu, 27.11.2014, 10:30 am | Dr. Martin Wendler, Ruhr-Universität Bochum, Germany Funktionale Grenzwertsätze für U-Statistiken und Anwendungen (PDF) [Contact: Neumeyer] |
Geomatikum, Room 435 |
Tue, 11.11.2014, 4:15 pm | Christoph Belak, Technische Universität Kaiserslautern, Germany Worst-Case Portfolio Optimization (PDF) [Contact: Christensen] |
Geomatikum, Lecture Hall 5 |
Tue, 28.10.2014, 4:15 pm | Dr. Susanne Koch, Universität Hamburg, Germany Einführung in Iterierte Funktionensysteme (PDF) [Contact: Koch] |
Geomatikum, Lecture Hall 5 |
Summer Semester 2014
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 24.06.2014, 4:15 pm | Pekka Matomäki, University of Turku, Turku, Finland On optimal variance stopping problem (PDF) [Contact: Christensen] |
Geomatikum, Lecture Hall 5 |
Tue, 22.04.2014, 4:15 pm | Andreas Andresen, Weierstraß-Institut, Berlin, Germany Analyse von Maximal Likelihood Schätzern unter endlichen Stichproben (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Winter Semester 2013/14
Day, Date, Time | Lecture | Place |
---|---|---|
Thu, 27.03.2014, 11 am | Stéphane Girard, INRIA Grenoble, France Three different approaches to frontier estimator (PDF) [Contact: Drees] |
Geomatikum, Lecture Hall 5 |
Tue, 07.01.2014, 4:15 pm | Dr. Markus Pauly, Heinrich Heine Universität Düsseldorf, Germany Resampling-basierte Inferenzmethoden für kumulative Inzidenzfunktionen bei konkurrierenden Risiken (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Tue, 03.12.2013, 4:15 pm | Prof. Paavo Salminen, Åbo Akademi, Åbo, Finland On the smooth fit principle in optimal stopping (PDF) [Contact: Christensen] |
Geomatikum, Lecture Hall 5 |
Summer Semester 2013
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 02.07.2013, 4:15 pm | Dr. Barbara Wieczorek, Friedrich-Schiller-Universität Jena, Germany Modalwertschätzung im Dekonvolutionsmodell und Blockwise Bootstrap für den geschätzten empirischen Prozess (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Tue, 18.06.2013, 4:15 pm | Dr. Sebastian Mentemeier, Westfälische Wilhelms-Universität Münster, Germany Generalized Multivariate Stable Distributions (PDF) [Contact: Janßen] |
Geomatikum, Lecture Hall 5 |
Tue, 11.06.2013, 4:15 pm | Dr. Stanislav Volgushev, Ruhr-Universität Bochum, Germany Modellwahl für zensierte Quantilsregression (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Winter Semester 2012/13
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 22.01.2013, 4:15 pm | Dr. Axel Bücher , Ruhr-Universität Bochum, Germany Epi- and hypoconvergence of the empirical copula process (PDF) [Contact: Neumeyer] |
Geomatikum, Room 431 |
Fri, 16.11.2012, 5:00 pm | Prof. Dr. Wolfgang Wefelmeyer , Universität Köln, Germany Nonregular convergence rates for estimators in regression models (PDF) [Contact: Drees] |
Geomatikum, Lecture Hall 3 |
Tue, 30.10.2012, 4:15 pm | Prof. Ingrid Van Keilegom , Louvain-la-neuve, Belgium Frontier estimation in nonparametric location-scale models (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 3 |
Wed, 24.10.2012, 4:15 pm | Prof. Marie Hušková , Charles University Prague, Czech Republic Sequential stability procedures for functional data setups [Contact: Neumeyer] |
Geomatikum, Lecture Hall 4 |
Wed, 24.10.2012, 4:15 pm | Dr. Marek Omelka , Charles University Prague, Czech Republic Testing for homogeneity of multivariate dispersions using dissimilarity measures [Contact: Neumeyer] |
Geomatikum, Lecture Hall 4 |
Summer Semester 2012
Day, Date, Time | Lecture | Place |
---|---|---|
Fri, 13.04.2012, 4:15 pm | Dr. Rui Castro, Technische Universiteit Eindhoven, Netherlands Adaptive Sensing for Sparse Signal Detection and Localization (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |
Fri, 27.04.2012, 4:15 pm | Dr. Stephan Huckemann, Georg-August-Universität Göttingen, Germany On Asymptotics of Means of Non-Euclidean Data (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |
Fri, 11.05.2012, 4:15 pm | Dr. Jan Nagel, Technische Universität München, Germany CLTs for spectral measure moments of classical ensembles (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |
Fri, 18.05.2012, 4:15 pm | Dr. Sören Christensen, Christian-Albrechts-Universität zu Kiel, Germany A method for pricing high-dimensional American options using infinite linear programming (PDF) [Contact: Selk] |
Geomatikum, Lecture Hall 5 |
Fri, 25.05.2012, 4:15 pm | Dr. Martin Wendler, Ruhr-Universität Bochum, Germany Generalized quantiles with application to change point detection under dependence (PDF) [Contact: Leucht] |
Geomatikum, Lecture Hall 5 |
Fri, 08.06.2012, 4:15 pm | Dr. Etienne Roquain, Université Paris 6, France On Adaptation of False Discovery Rate (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |
Tue, 12.06.2012, 4:15 pm | Prof. Johan Segers, Université catholique de Louvain, Belgium Nonparametric Inference on Multivariate Extreme-Value Copulas (PDF) [Contact: Janßen] |
Geomatikum, Lecture Hall 3 |
Fri, 22.06.2012, 4:15 pm | Dr. Stiene Riemer, Christian-Albrechts-Universität zu Kiel, Germany Größte singuläre Zahl von Zufallsmatrizen – Beiträge zur Abschätzung der Größenordnung durch Orlicz-Normen (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |
Winter Semester 2011/12
Day, Date, Time | Lecture | Place |
---|---|---|
Fri, 10.02.2012, 4:15 pm | Dr. Carsten Jentsch , Universität Mannheim, Germany Testing equality of spectral densities using randomization techniques (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Fri, 13.01.2012, 4:15 pm | Prof. Dr. Hajo Holzmann , Universität Marburg, Germany Identification and estimation in semiparametric mixtures (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Fri, 09.12.2011, 4:15 pm | JProf. Dr. Claudia Kirch , Karlsruher Institut für Technologie, Germany Change-point tests in nicht-linearen Auto-Regressionsmodellen (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Thu, 01.12.2011, 2:15 pm | Prof. Dr. Michael Wolf , Universität Zürich, Switzerland Nonlinear Shrinkage Estimation of Large-Dimensional Covariance Matrices (PDF) [Contact: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Fri, 04.11.2011, 4:15 pm | Prof. Ingo Steinwart , Universität Stuttgart, Germany Statistische Analyse von Support Vector Machines (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |
Summer Semester 2011
Day, Date, Time | Lecture | Place |
---|---|---|
Mon, 18.04.2011, 10:30 am–5:30 pm | Structural Inference Day [Contact: Drees] |
Geomatikum, Lecture Hall 2 and 4 |
Mon, 16.05.2011, 4:15 pm | Prof. Oleg Lepski, Université de Provence - Marseille, France Adaptive estimation via selection Friom a given family of estimators (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 1 |
Fri, 01.07.2011, 4:15 pm | Dr. Anne Leucht, Friedrich-Schiller-Universität Jena, Germany Degenerate U-Statistics under weak dependence: Asymptotics, bootstrap and applications in statistics (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |
Winter Semester 2010/11
Day, Date, Time | Lecture | Place |
---|---|---|
Tue, 02.11.2010, 4:30 pm | Johannes Schmidt-Hieber, Georg-August-Universität Göttingen, Germany Nonparametric Methods for Spot Volatility Estimation under Microstructure Noise (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 1 |
Tue, 16.11.2010, 4:30 pm | Dr. Anthony Réveillac, Humboldt-Universität zu Berlin, Germany Multivariate normal approximation using Stein's method and Malliavin calculus (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 1 |
Tue, 30.11.2010, 4:30 pm | Dr. Richard Samworth, Cambridge University, United Kingdom Optimal weighted nearest neighbor classifiers (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 1 |
Tue, 25.01.2011, 4:30 pm | Dr. Guillaume Lecué, Université Paris-Est - Marne-la-vallée, France Oracle inequalities for the matrix completion problem (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 1 |
Tue, 01.02.2011, 4:30 pm | Dr. Michael Stolz, Ruhr-Universität Bochum, Germany Stein's method and the multivariate CLT for traces of powers on the classical compact groups (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 1 |
Tue, 08.02.2011, 4:15 pm | Prof. Emilio Barucci, Politecnico di Milano, Italy Portfolio choices and VaR constraint with a defaultable asset (PDF) [Contact: Drees] |
Geomatikum, Lecture Hall 6 |
Summer Semester 2010
Day, Date, Time | Lecture | Place |
---|---|---|
Fri, 28.05.2010, 4:15 pm | Prof. Enno Mammen, Universität Mannheim, Germany Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (PDF) [Contakt: Rohde] |
Geomatikum, Lecture Hall 5 |
Fri, 11.06.2010, 4:15 pm | Dr. Frank Aurzada, Technische Universität Berlin, Germany Das einseitige Austrittsproblem für integrierte Lévyprozesse (PDF) [Contakt: Rohde] |
Geomatikum, Lecture Hall 5 |
Fri, 25.06.2010, 4:15 pm | Prof. Alexander Meister, Universität Rostock, Germany Ein asymptotischer äquivalenzsatz für die lineare funktionale Regression (PDF) [Contakt: Neumeyer] |
Geomatikum, Lecture Hall 5 |
Fri, 09.07.2010, 4:15 pm | Prof. Michael Neumann, Friedrich-Schiller-Universität Jena, Germany “Weak dependence” - eine Alternative zu Mischungskonzepten (PDF) [Contakt: Rohde] |
Geomatikum, Lecture Hall 5 |
Winter Semester 2009/10
Day, Date, Time | Lecture | Place |
---|---|---|
Fri, 11.12.2009, 4:15 pm | Hilmar Mai , Humboldt-Universität Berlin, Germany Maximum Likelihood Estimation for Lévy driven Ornstein-Uhlenbeck Processes (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |
Fri, 08.01.2010, 4:15 pm | Prof. Zakhar Kabluchko , Universität Ulm, Germany Extremes of independent Gaussian processes (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |
Fri, 15.01.2020, 4:15 pm | Dr. Thomas Hotz , Georg-August-Universität Göttingen, Germany Intrinsic Shape Analysis: Geodesic Principal Component Analysis for Riemannian Manifolds Modulo Lie Group Actions (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |
Fri, 22.01.2010, 4:15 pm | Prof. Geurt Jongbloed , Delft University, Netherlands Testing local monotonicity of a hazard rate (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |
Fri, 29.01.2010, 4:15 pm | Prof. Lutz Dümbgen , Universität Bern, Switzerland Approximationen durch log-konkave Verteilungen, mit Anwendungen auf Regressionsprobleme (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |
Fri, 05.02.2010, 4:15 pm | Dr. Siegfried Hörmann , Université Libre de Bruxelles, Belgium Weakly dependent functional data (PDF) [Contact: Rohde] |
Geomatikum, Lecture Hall 5 |