Dr. Sebastian Neblung Department of Mathematics Mathematical Statistics and Stochastic Processes Bundesstraße 55 (Geomatikum) 20146 Hamburg Room T22 phone: +49 40 42838-4932 phone: +49 40 42838-4924 (secretariat) email: sebastian.neblung(at)uni-hamburg.de

Since October 2021 I am a Postdoc in the working group of Prof. Dr. Holger Drees. Previously, I was a PhD student under the supervision of Prof. Dr. Holger Drees and Prof. Dr. Anja Janßen from October 2018 to September 2021.

Office hours

Thusrday 1 - 2 pm and on appointment

Research interests

Extreme value theory and extreme value statistics in particular for time series
Analysis of extremal dependence structures for highdimensional data
Empirical Processes

Publications and Preprints

Neblung, S. (2021). Estimators for temporal dependence of extremes. Dissertation

Drees, H., Janßen, A. and Neblung, S. (2021). Cluster based inference for extremes of time series. Stochastic Processes and their Applications 142, 1-33 (arXiv:2103.08512)

Drees, H. and Neblung, S. (2021). Asymptotics for sliding blocks estimators of rare events. Bernoulli 27(2), 1239-1269. (arXiv:2003.01016)

Conferences and Talks

September 2021: 15th German Probability and Statistics Days in Mannheim/online (Germany), 27.09.2021 - 01.10.2021
Talk: Sliding and disjoint blocks estimators for the extremal index

July 2021: 16th DoktorandInnentreffen Stochastik in Munich/online (Germany), 29.07.2021 - 30.07.2021
Talk: Sliding and disjoint blocks estimators for extremes of time series

June 2021: 12th international conference on Extreme Value Analysis in Edinburgh/online (Great Britain), 28.06.2021 - 02.07.2021
Talk: Cluster based estimator for the spectral tail process

Februar - März 2020: Research visit at KTH Royal Institute of Technology in Stockholm (Sweden), 02.2020 - 03.2020
Talk in the seminar Mathematical Statistics, 02.03.2020: Sliding and disjoint blocks estimators for the extremal index

August 2019: 15th Doktorandentreffen Stochastik in Darmstadt (Germany), 31.07.2019 - 02.08.2019
Talk: Projectionbased estimators for the spectral tail process

July 2019: 11th international conference on Extreme Value Analysis in Zagreb (Croatia), 01.07.2019 - 05.07.2019

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

Teaching

SoSe 22: Lecture assistance and Tutorium 1: "Analysis II" (Prof. Dr. Holger Drees)

WiSe 21/22: Lecture assistance and Tutorium 1 and 2: "Analysis I" (Prof. Dr. Holger Drees)

WiSe20/21: Exercise class 3: "Probability Theory" (Prof. Dr. Natalie Neumeyer)
WiSe20/21: Lecture assitance: "Linear Algebra and Analytical Geometry I" (Prof. Dr. Nathan Bowler)

SoSe 20: Exercise classes 1, 2 and 3: "Stochastic 1 for computer scientist" (Jun.-Prof. Dr. Mathias Trabs)

WiSe 19/20: Exercise classes 1 and 2: "Risk Theory" (Prof. Dr. Holger Drees)

SoSe 19: Exercise classes 1, 2 and 3: "Measure Theoretical Aspects in Probability Theory" (Prof. Dr. Natalie Neumeyer)

WiSe 18/19: Exercise classes 3 and 4: "Grundbildung Analysis" (Dr. Hans-Christian Graf von Bothmer)

Academic self-administration

Since October 2020: Deputy Member of the Department Council Mathematics
Since May 2019: Member of the Examination Comittees Buisness Mathematics (B.Sc., M.Sc., Diplom)
April 2019 - December 20019: Deputy Member of the Doctoral Committee of the MIN Faculty UHH