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Humboldt-Universität zu Berlin - High-Dimensional Non-Stationary Time Series Analysis

Former professors:

 


 

Thorsten Dickhaus

Institute for Statistics

(University of Bremen)


 

Ostap Okhrin

Institute for Transport and Economics

(TU Dresden)


 

Nikolaus Hautsch

Department of Statistics and Operations Research

(University of Vienna)

   

 

Former researchers:

 


 

Alexander Ristig

(University of Vienna)

 

PhD thesis:

Iterative Estimation of Parametric Models - Theory and Practice


 

Andrija Mihoci

(BTU Cottbus)

 

PhD thesis:

Structural adaptive models in financial econometrics


 

Shih-Kang Chao

(Purdue University)

 

PhD thesis:

Quantile regression in risk calibration

 


 

Dedy Dwi Prastyo

(Sepuluh Nopember Institute of Technology)

 

PhD thesis:

On Single- and Multi-Period Corporate Default Prediction

 


 

Piotr Majer

 

PhD thesis:

Dynamic Semiparametric Factor Model in Applications to fMRI and Interest Rates