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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