Ph.D. Theses

Current Ph.D. Theses

Prof. Stadtmüller

  • Ivan Lecei
    Analysis and statistics of Extreme-Value Copulas
  • Marta Zampiceni
    Funktionale Datenanalyse

Completed Ph.D. Theses

Prof. Maier

  • Dr. Hans-Peter Reck
    Exponential sums with the Möbiusfunction

Prof. Stadtmüller

  • Dr. Christoph Dubowik
    Entdeckung von Changepoints in nichtparametrischen Regressionsmodellen
  • Dr. Ingo Fahrner
    Almost sure versions of weak limit theorems
  • Dr. Achim Gegler
    Statistical Analysis of Lévy Processes with Application in Finance
  • Dr. Michael Harder
    Exchangeability of Copulas
  • Dr. Christian Hering
    Estimation techniques and goodness-of-fit tests for certain copula classes in large dimensions
  • Dr. Marius Hofert
    Nested Archimedean copulas and applications
  • Dr. Hartmut Lanzinger
    Fast sichere Konvergenz bei gleitenden Mitteln von Zufallsvariablen unterhalb des Erdös-Rényi-Gesetzes
  • Dr. Magda Mroz
    Time-Varying Copula Models for Financial Time Series
  • Dr. Martin Riesner
    Unit-linked life insurance in Lévy-process financial markets - modeling, hedging and statistics
  • Dr. Rafael Schmidt
    Dependencies of extreme events in finance - Modelling, statistics, and data analysis
  • Dr. Monika Thalmaier
    Strong Laws for weighted sums of  random variables and random fields
  • Dr. Christian Wagner
    Deconvolution techniques in nonparametric density estimation
  • Dr. Stefan Weiß
    Verallgemeinerungen der Grenzwertsätze von Erdös-Rényi und Shepp
  • Dr. Michael Wiedmann
    Asymptotiken für Dichten mit Gaußschen Tails in höheren Dimensionen
  • Dr. Insa Winzenborg
    Spatial functional principal component analysis and its application in diagnostics