- seminar talk:
, Vortrag am Institut für Qualitätssicherung und Transparenz im Gesundheitswesen, Fachbereich Biometrie, November 24, 2020 (online).*Robuste Erkennung von epidemischen Strukturbrüchen* - seminar talk:
, Seminar of the Institute of Mathematics, National University of Uzbekistan, March 13, 2019, Tashkent.*A random walk between short and long memory* - seminar talk:
, Seminar of the Faculty of Mathematics, National University of Uzbekistan, March 6, 2019, Tashkent.*Combining Self-Normalization and Non-Parametric Methods for the Changepoint Problem* - seminar talk:
**Changepoint Detection in Functional Time Series without Dimension Reduction**, February 4, 2019, Vilnius University. - talk:
, December 15, 2018, CFE-CMStatistics, Pisa.*Nuisance parameter free changepoint detection in non-stationary time series* - seminar talk:
**Subsampling and Self-Normalization under Long Range Dependence**, April 4, 2018, Charles University Prague. - talk:
, March 6, 2018, GDMV-Tagung, Paderborn.*A random walk between short and long memory* - talk:
, February 27, 2018, German Probability and Statistics Days, Freiburg.*A random walk between short and long memory* - talk:
, December 17, 2017, CFE-CMStatistics, London.*Bootstrap in Hilbert spaces and the detection of changes in distribution* - seminar talk:
**Random walk between short and long memory**, November 24, 2017, University of Osnabrück. - invited talk:
**Change-Point Detection and U-Statistics**, September 9, 2017, Workshop on Goodness-of-fit and Change-Point Problems, Bad Herrenalb. - seminar talk:
**Strukturbrucherkennung für Zeitreihen jenseits parametrischer Annahmen**, August 4, 2017, Ruhr-University, Bochum. - invited talk:
**Bootstrap and Change-Point Detection in Functional Time Series and Random Fields**, July 25, 2017, European Meeting of Statistician, Helsinki, Finland. - seminar talk:
**151 Jahre Mendelsche Regeln – 81 Jahre Mendel-Fisher-Kontroverse**, June 23, 2016, Ruhr-University, Bochum. - talk:
, February 23, 2017, SMSA Workshop, Berlin.*Bootstrap and Change-Point Detection in Functional Time Series and Random Fields* - invited talk:
, November 22, 2016, conference on random processes, random media, Landeda, France.*The empirical process of a random walk in random scenery* - seminar talk:
, April 21, 2016, University of Magdeburg.*Strukturbrucherkennung jenseits parametrischer Annahmen* - talk:
, March 3, 2016, German Probability and Statistics, Bochum.*Resampling for U-Statistics: a New and Fast Method* - seminar talk:
, October 13, 2015, University of Mannheim.*Subsampling – to use or not to use* - talk:
, September 17, 2015, Statistische Woche, Hamburg.*Robust change point tests and subsampling under long range dependence* - invited talk:
, August 27, 2015, workshop on recent developments in statistics for complex dependent data, Loccum.*Subsampling and self-normalization under long range dependence* - talk:
, July 9, 2015, EMS Amsterdam, Netherlands.*Nonparametric method for change point detection in functional time series* - invited talk:
, January 17, 2015, Workshop: Short and Long Memory in Probability and Statistics, Bochum.*Random Walk between Long and Short Range Dependence* - talk:
, December 7, 2014, Conference of the ERCIM WG, Pisa, Italy.*Nonparametric method for change point detection in functional time series* - seminar talk:
, Kolloquium über Mathematische Statistik und Stochastische Prozesse, Universität Hamburg, September 27, 2014.*Functional limit theorems for U-statistics and their applications* - invited talk:
, August 29, 2014, Joint Workshop on limit theorems and algebraic statistics, Prague, Czech Republic.*Sequential bootstrap for dependent Hilbert space-valued random variables* - invited talk:
, May 1, 2014, Workshop on Recent Advances and Trends in Time Series Analysis, BIRS, Banff, Canada.*Bootstrap for dependent Hilbert space-valued random variables* - talk:
, March 6, 2014, Stochastiktage, Ulm.*Bootstrap for dependent hilbert space-valued random variables* - talk:
, September 23, 2013, DMV-ÖMG-Kongress Innsbruck, Austria*Stable limit theorem for U-statistics processes indexed by a random walk* - talk:
, June 6, 2013, German-Polish Joint Conference on Probability and Mathematical Statistics, Torun, Poland*Stable limit theorem for U-statistics processes indexed by a random walk* - seminar talk:
, May 23, 2013, colloquium on stochastic properties on dynamical systems and random walks, Université de Bretagne Occidentale in Brest, France*Invariance principle for generalized quantiles under dependence* - invited talk:
, Conference on Non-stationarity in Statistics and Risk Management, January 21-25, 2013, CIRM, Marseille, France*Robust change point detection under dependence* - seminar talk:
, Seminar of the Faculty of Mathematics, National University of Uzbekistan, Tashkent, 9. October 2012*Bootstrap for U-statistics of dependent data* - seminar talk:
, Seminar of the Institute of Mathematics, National University of Uzbekistan, Tashkent, 3. October 2012*Generalized quantiles with application to change point detection under dependence* - talk:
, DMV-Tagung, 19. September 2012, Saarbrücken*Bootstrap for U-quantiles and U-statistics of dependent data* - invited talk:
, Symposium on Asymptotic Methods in Stochastics, 3.-6. July 2012, Carleton University, Ottawa, Canada*Robust change point detection under dependence* - seminar talk:
, Kolloquium über Mathematische Statistik und Stochastische Prozesse, Universität Hamburg, 25.May 2012*Generalized quantiles with application to change point detection under dependence* - talk:
, Stochastiktage, 6.-9. March 2012, Mainz*Good and bad news for the block bootstrap of quantiles* - poster:
, Workshop on Time Series: Models, Breaks and Applications, 1.-3. February 2012, KIT Karlsruhe*Robust change point detection under dependence* - talk:
, DMV Tagung, Köln, September 19-22, 2011*Strong invariance principle for the generalized quantile process under dependence* - invited talk:
, Conference on dependence in probability and statistics, 4. bis 8. March 2011, CIRM, Marseille, France*Strong invariance principle for the generalized quantile processes of dependent data* - poster:
, Midwest Statistics Research Colloquium, 18. und 19. March 2011, Madison, Wisconsin, USA*Generalized Linear Statistics of Dependent Data* - seminar talk:
, Seminar of the Department of Statistics, 28. October 2010, University of Illinois in Urbana-Champaign, USA.*Bootstrap for U-Statistics of Dependent Data* - seminar talk:
, Seminar of the Department of Statistics, Iowa State University, 18. October 2010, Ames, Iowa, USA*Bootstrap for U-Statistics of Dependent Data* - poster:
, Conference in honour of Professor Magda Peligrad, 21.-23. June 2010, La Sorbonne, France*U-Quantiles and Generalized Linear Statistics of Dependent Data* - talk:
, Stochastiktage, 2.-5. March 2010, Universität Leipzig*Bahadur Representation for U-Quantiles of Mixing Data* - talk:
, Conference on Limit theory and statistics of times series, 21.-22. January 2010, Universität Cergy-Pontoise, France*Bootstrap for U-Statistics of Dependent Data* - poster:
, Conference in Memory of Walter Philipp, 17.-20. June 2009, TU Graz, Austria*U-Statistics of Strongly Mixing Data* - talk:
, Summer School on Long range dependence, 20.-23. October 2008, university of copenhagen, Denmark*Bootstrap for U-Statistics of Mixing Data* - poster:
, Workshop on Bootstrap and Time Series, 5.-6. June 2008, TU Kaiserslautern*Block Bootstrap for U-Statistics of Dependent Data*