Bennet Ströh

For more information please have a look at my personal webpage.

From October 2021 on I will be a postdoctoral researcher at the Department of Mathematics at Imperial College London and research associate at the Alan Turing Institute.

• Asymptotic statistical methods for continuous-time stochastic processes and random fields. In particular
  • Ambit fields and Lévy-driven mixed moving average fields
  • Lévy-driven mixed moving average processes
• Non-stationary time series models. In particular
  • mathematical foundation and limit theorems for continuous-time locally stationary processes
  • statistical inference of time-varying Lévy-driven state space models
• Weak dependence

• Ströh, B. (2021):
  Statistical inference for continuous-time locally stationary processes using stationary approximations
  submitted for publication, pdf-file
• Stelzer, R. and Ströh, B. (2021):
  Approximations and Asymptotics of Continuous-time Locally Stationary Processes
  submitted for publication, pdf-file
• Bitter, A., Stelzer, R. and Ströh, B. (2021):
  Continuous-time locally stationary time serie models
  submitted for publication, pdf-file
• Curato, I., Stelzer, R. and Ströh, B. (2020):
  Central Limit Theorems for Stationary Random Fields under Weak Dependence with Application to Ambit and Mixed Moving Average Fields
  accepted for publication in Annals of Applied Probability, pdf-file

 

Summer term 2021

• Advanced Econometrics

Winter term 2020/2021

• Wirtschaftsstatistik und Ökonometrie

Summer term 2020

• Advanced Econometrics

Winter term 2020/2021

• Wirtschaftsstatistik und Ökonometrie 
• DAV Supplement

Summer term 2020

• Stochastic Analysis
• Financial Mathematics 2
• Elements of Statistical Learning

Winter term 2019/2020

• Financial Mathematics I
• DAV Supplement

Summer term 2019

• Stochastic Analysis
• Financial Mathematics II
• Angewandte Stochastik I

Winter term 2018/2019

• Ökonometrie
• Angewandte Stochastik   II

Summer term 2018

• Stochastic Analysis
• Financial Mathematics II

• Weak dependence properties of mixed moving average fields, Master Thesis, Ulm University 2018, supervisor: Prof. Dr. Robert Stelzer
• Nonparametric Estimation of the Kernel Function of Alpha Stable Stochastic Integrals in Higher Dimensions, Bachelor Thesis, Ulm University 2016, supervisor: Prof. Dr. Evgeny Spodarev

 

• German Probability & Statistics Days 2021, September 27 - Ocotber 1, Mannheim (Talk)
• Bernoulli-IMS One World Symposium 2020, August 24-28, online (Talk)
• Risk and Statistics, 2nd ISM-UUlm Joint Workshop, October 08-10, 2019, Ulm, Germany. (Talk)
• European Meeting of Statisticians 2019, July 22-26, 2019, Palermo, Italy. (Talk)
• Conference on non-stationarity, June 04-06, 2018, Cergy-Pontoise, France.