Direkt zum InhaltDirekt zur SucheDirekt zur Navigation
▼ Zielgruppen ▼

Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Ladislaus von Bortkiewicz Professor of Statistics - Research

In every part of today's life statistics plays an important role. The analysis of demographics, the behavior of elementary particles, the pricing of financial products or the analysis of gene sequences is impossible without statistics.

The techniques used for the collection and analysis of data have fundamentally changed with the increasing performance of computers. Techniques such as bootstrapping and Monte-Carlo methods are now among the statistical standard tools. Thereby the modelling of the data has more and more shifted to flexible parametric methods, since fundamental sciences can often not tell us a suitable equation to estimate, so a profound understanding of semi-parametric modelling is important.

The chair of statistics aims to play a leading role in first class research and the qualified education of students. We educate our students not only for the handling of the fundamental tools of statistics but also put emphasis on the teaching of the statistics of financial markets, risk management and mathematical statistics.

Since the kingdom of chance is not restricted to isolated academic disciplines the chair of statistics is involved in different interdisciplinary activities: It is part of the Collaborative Research Center SFB 649 and CASE – the Center for Applied Statistics and Economics, an interdisciplinary center of Humboldt-Universität zu Berlin. It organizes different annual workshops and conferences attracting scientists and practitioners from all over the world.

Finally the chair of statistics has set up a master course in statistics, attractive for many students from various fields. This Master of Statistics course joins different research areas such as financial statistics, mathematical statistics and econometrics.

In a time of growing knowledge the importance of an intelligent collection and analysis of data continously grows, so excellent statisticians are needed.

Scientific activity