PhD Students
Supervised PhD Students
- Prof. Dr. Anita Behme, March 2011.
Title of dissertation: Generalized Ornstein-Uhlenbeck Processes and Extensions. pdf - Dr. Bernd Vollenbröker, December 2011.
Title of dissertation: Strictly Stationary Solutions of Multivariate ARMA and Univariate ARIMA Equations. pdf - Dr. Felix Spangenberg, May 2015.
Title of dissertation: Infinite-dimensional and continuous-time moving average processes. pdf - Dr. Martin Drapatz, June 2016.
Planar random recurrence equations and Lévy driven models. - Dr. Lei Pan, May 2017.
Quasi-infinitely divisible distributions and quasi-Lévy measures. - Dr. Abdulkahar Mohamed Alkadour, July 2017.
Periodic ARMA, Ornstein-Uhlenbeck and CARMA processes as periodic time series. - Dr. Dirk-Philip Brandes, July 2017.
CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes. - Dr. David Berger, December 2019.
Infinitely divisible and related distributions and Lévy driven stochastic partial differential equations. - Dr. Jana Reker, January 2021.
Distributional properties of killed exponential functionals and short-time behavior of Lévy-driven stochastic differential equations. - Dr. Merve Kutlu, July 2022.
On quasi-infinitely divisible distributions. - Dr. Farid Mohamed, September 2022.
On second order elliptic stochastic partial differential equations and almost periodically stationary processes.
Current PhD students
- Michael Staněk
- Maximilian Strobel