I am a mathematician and work in probability and statistic. My research interests are limit theorems for dependent processes and for nonlinear statistics like U-statistics and quantiles. I am working on nonparametric statistical methods like bootstrap and subsampling. I also develop tests for changes in the underlying structure of time series.
On this page, you will find the complete list of my scientific publications and my curriculum vitae. For some popular science, comments on the (mis)use of statistic, and mathematical riddles, see my facebook or google+ page (in German).
Currently, I am an assistant professor for stochastics/statistics at the university of Greifswald. Founded in 1456, it is one of Germany’s oldest universities.
New Preprint: Change-Point Detection and Bootstrap for Hilbert Space Valued Random Fields
A new preprint joint with Béatrice Bucchia about "change-point detection and bootstrap for Hilbert space valued random fields" is online at arXiv. Abstract: The problem of testing for the presence of epidemic changes in random fields is investigated. In order to be able to deal with general changes in the…Continue reading »
Letter to editor: Common influencing factors are no evidence of association
A comment on an article by Callander, Newman, and Holt (2015) appeared in the Archives of Sexual Behavior pointing out a statistical fallacy: A common set of influencing factors can exist for two (or more) variables, while the random variables are uncorrelated or even independent. This is possible because after…Continue reading »
New preprint: Subsampling for General Statistics under Long Range Dependence
A new preprint joint with Annika Betken about "Subsampling for General Statistics under Long Range Dependence" is online on arXiv. Abstract: Subsampling for General Statistics under Long Range DependenceIn the statistical inference for long range dependent time series, the shape of the limit distribution typically dependents on unknown parameters. Therefore,…Continue reading »
New preprint: A Robust Method for Shift Detection in Time Series
A new preprint joint with Herold Dehling and Roland Fried about "A Robust Method for Shift Detection in Time Series" is online at arXiv. Abstract: We present a robust test for change-points in time series which is based on the two-sample Hodges-Lehmann estimator. We develop new limit theory for a…Continue reading »
New preprint: Bootstrap for U-Statistics: A new approach
A new preprint joint with Olimjon Sh. Sharipov and Johannes Tewes about "Bootstrap for U-Statistics: A new approach" is online at arXiv. Abstract: Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample…Continue reading »