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Prof. Dr. Walter Krämer 

+49 231 755 - 3125


Executive office, management

Thorsten Ziebach

+49 231 755 - 3122


Project C1: model choice and dynamic dependence structures

Project leaders

Holger Dette

Herold Dehling





This project develops new statistical models and model selection procedures for the analysis of high-dimensional dynamic data structures. Important topics are model validation for functional data under complex and time-dependent dependence structures, new resampling methods for long-range dependence data, multivariate quantile regression, transitions from weak to strong dependence and the identification of stationary and non-stationary phases.