Servicenavigation

Forschung / Arbeitsgebiete

• Robuste Zeitreihen- und Panelanalyse
• R-Paket sscor available on CRAN
• R-Paket robts

Lehre

• Übung Stochastische Prozesse in stetiger Zeit (WS 2017/18)
• Übung Stochastische Prozesse in diskreter Zeit (SS 2017)
• Übung Approximationssätze in der Statistik (SS 2016)
• Fallstudien I (SS 2016)
• Seminar Funktionale Datenanalyse (WS 2014/15)
• Übung Erhebungstechniken (WS 2013/14)
• Übung Statistik II: Elementare Wahrscheinlichkeitsrechnung (SS 2013)
• Übung Statistik III: Schätzen und Testen (WS 2012/13)

Publikationen

• Dürre, A. (2017). Robust change-point detection and modelling. Dissertation an der Technischen Universität Dortmund. http://dx.doi.org/10.17877/DE290R-18148
• Dürre, A., Fried, R., Vogel, D. (2017). The spatial sign covariance matrix and its application for robust correlation estimation. Austrian Journal of Statistics, 46, 13-22. https://doi.org/10.17713/ajs.v46i3-4.667
• Dürre, A., Fried, R. (2016). Robust change-point detection in panel data. arXiv https://arxiv.org/abs/1611.02571
• Dürre, A., Tyler, D.E., Vogel, D. (2016). On the eigenvalues of the spatial sign covariance matrix in more than two dimensions. Statistics & Probability Letters, 111, 80-85. https://doi.org/10.1016/j.spl.2016.01.009 (Preprint)
• Dürre, A., Vogel, D. (2016). Asymptotics of the two-stage spatial sign correlation. Journal of Multivariate Analysis, 144, 55-67. https://doi.org/10.1016/j.jmva.2015.10.011 (Preprint)
• Dürre, A., Fried, R., Liboschik, T. (2015). Robust estimation of (partial) autocorrelation. Wiley Interdisciplinary Reviews: Computational Statistics, 7, 205-222. DOI: 10.1002/wics.1351 (Preprint)
• Dürre, A., Vogel, D., Fried, R. (2015). Spatial sign correlation. Journal of Multivariate Analysis, 135, 89-105. https://doi.org/10.1016/j.jmva.2014.12.002 (Preprint)
• Dürre, A., Vogel, D., Tyler, D.E. (2014). The spatial sign covariance matrix with unknown location. Journal of Multivariate Analysis, 130, 107-117. https://doi.org/10.1016/j.jmva.2014.05.004 (Preprint)