Fachbereich Mathematik 
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Knezevic,Photo

Miran Knezevic

Department of Mathematics
Mathematical Statistics and Stochastic Processes
Bundesstraße 55 (Geomatikum)
20146 Hamburg


room T21
phone: +49 40 42838-4922
phone: +49 40 42838-4924 (secretariat)
email: miran.knezevic (at) uni-hamburg.de


Since October 2016 I am a PhD-student under the supervision of Prof. Dr. Holger Drees.


Office hours

on appointment


Preprint

Drees, H. and Knezevic, M. (2019). Peak-over-Threshold Estimators for Spectral Tail Processes: Random vs Deterministic Thresholds. arXiv:1901.05501


Research interests

Analysis of extremal dependence structures
Extreme Value Theory
Empirical Processes


Conferences, Talks and Workshops

November 2019: "Oberseminar: Spezielle Stochastische Probleme" at UHH Düsseldorf (Germany), 12.11.2019 - 14.11.2019
Invited talk: Peak-over-Threshold Estimators for Spectral Tail Processes: Random vs Deterministic Thresholds

July 2019: "Extreme Value Analysis" in Zagreb (Croatia), 01.07.2019 - 05.07.2019
Talk: Peak-over-Threshold Estimators for Spectral Tail Processes: Random vs Deterministic Thresholds

March 2019: "Workshop on Causality" in Uder (Germany), 03.03.2019 - 07.03.2019

March 2018: Spring School "Structural Inference in Statistics" in Spreewald (Germany), 04.03.2018 - 08.03.2018


Teaching

WiSe 18/19: Class 1: "Lesewerkstatt Mathematik" (Nick Kloodt)

SoSe 19: Exercise classes 1 and 2: "Mathematische Statistik" (Prof. Dr. Ursula Müller-Harknett)

WiSe 18/19: Class 1: "Lesewerkstatt Mathematik" (Priv.-Doz. Dr. Susanne Koch)

WiSe 17/18: Exercise classes 4 and 5: "Mathematische Stochastik" (Prof. Dr. Natalie Neumeyer)

SoSe 17: Exercise classes 5 and 6: "Mathematik II für Studierende der Physik" (Prof. Dr. Jörg Teschner and Priv.-Doz. Dr. Ralf Holtkamp)

WiSe 16/17: Exercise classes 1 and 2: "Grundbildung Stochastik" (Dr. Hans-Christian Graf von Bothmer)


 
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