From October 2016 to October 2020 I was a PhD-student under the supervision of Prof. Dr. Holger Drees
Publications
Knezevic, M. (2020). Analysis of Extreme Value Dependence of Time Series. Dissertation.
Drees, H. and Knezevic, M. (2020). Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds. Extremes 23, 465-491. (arXiv version)
Research interests
Analysis of extremal dependence structures
Extreme Value Theory
Empirical Processes
Conferences, Talks and Workshops
February 2020: "Workshop: Statistics in Hamburg" at the university medical center Hamburg-Eppendorf, 27.02.2020
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
SoSe 20: "Lesewerkstatt Mathematik"
WiSe 18/19: Class 1: "Lesewerkstatt Mathematik" (Dr. 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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