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 page (in German).
Currently, I am research associate at the Otto-von-Guericke-University Magdeburg. It was founded in 1993 and is one of the youngest universities in Germany.
Latest Posts
-
new preprint: Rank-based change-point analysis for long-range dependent time series
A new preprint joint with Annika Betken about „Rank-based change-point analysis for long-range dependent time series” is online at arXiv.…Continue reading »
-
new preprint: Change-Point Detection based on Weighted Two-Sample U-Statistics
A new preprint joint with Herold Dehling and Kata Vuk about „Change-Point Detection based on Weighted Two-Sample U-Statistics” is online…Continue reading »
-
New Preprint: Convergence of U-Processes in Hölder Spaces with Application to Robust Detection of a Changed Segment
A new preprint joint with Alfredas Račkauskas about „Convergence of U-Processes in Hölder Spaces with Application to Robust Detection of…Continue reading »
-
New Preprint: Bootstrapping Covariance Operators of Functional Time Series
A new preprint joint with Olimjon Sh. Sharipov about "Bootstrapping Covariance Operators of Functional Time Series” is online at arXiv.…Continue reading »
-
New Preprint: Nuisance Parameters Free Changepoint Detection in Non-stationary Series
A new preprint joint with Michal Pešta about "Nuisance Parameters Free Changepoint Detection in Non-stationary Series” is online at arXiv.…Continue reading »