Statistik: mehr als Erbsen zählen

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Executive office, management

Thorsten Ziebach

+49 231 755 - 3122

Melanie Große, geb. Wübbold

+49 231 755 - 5735

Most important publications

  • Alhorn, K., Schorning, K., Dette, H. (2019): Optimal designs for frequentist model averaging, Biometrika 106(3), 665-682.
  • Andor, M.A., Parmeter, C., Sommer, S. (2019): Combining uncertainty with uncertainty to get certainty? Efficiency analysis for regulation purposes, European Journal of Operational Research 274(1), 240-252.
    DOI: 10.1016/j.ejor.2018.10.007
  • Belomestny, D., Schoenmakers, J. (2016): Statistical inference for time-changed Lévy processes via Mellin transform approach, Stochastic Processes and their Applications 126(7), 2092-2122.
  • Bissantz, N., Holzmann, H., Proksch, K. (2014): Confidence regions for images observed under the Radon transform, Journal of Multivariate Analysis 128, 86-107.
  • Börner, M., Ruhe, T., Rhode, W. et al. (2015): Development of a general analysis and unfolding scheme and its application to measure the energy spectrum of atmospheric neutrinos with IceCube, The European Physical Journal C 75(116).
  • Bücher, A., Dette, H., Heinrichs, F. (2021): Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators, Annals of Statistics 49(6), 3583-3617.
  • Bücher, A., Segers, J., Volgushev, S. (2014): When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs, Annals of Statistics 42(4), 1598-1634.
  • Dehling, H., Franke, B., Woerner, J.H.C. (2017): Estimating drift parameters in a fractional Ornstein-Uhlenbeck process with periodic mean, Statistical Inference for Stochastic Processes 20, 1-14.
  • Dehling, H., Fried, R., Wendler, M. (2020): A robust method for shift detection in time series, Biometrika 107(3), 647-660.
  • Demetrescu, M., Hanck, C., Kruse-Becher, R. (2021): Robust inference under time-varying volatility: a real-time evaluation of professional forecasters, erscheint in: Journal of Applied Econometrics.
  • Dette, H., Kokot, K. (2021): Bio-equivalence tests in functional data by maximum deviation, Biometrika 108(4), 895-913.
  • Dette, H., Kokot, K., Aue, A. (2020): Functional data analysis in the Banach space of continuous functions, Annals of Statistics 48(2), 1168-1192.
  • Dette, H., Kokot, K., Volgushev, S. (2020): Testing relevant hypotheses in functional time series via self-normalization, Journal of the Royal Statistical Society, Ser. B 82(3), 629-660.
  • Dette, H., Pepelyshev, A., Zhigljavsky, A. (2019): The BLUE in continuous-time regression models with correlated errors, Annals of Statistics 47(4), 1928-1959.
  • Dette, H., Wu, W. (2019): Detecting relevant changes in the mean of nonstationary processes - A mass excess approach, Annals of Statistics 47(6), 3578-3608.
  • Frondel, M., Schmidt, C.M. (2014): A measure of a nation's physical energy supply risk, Quarterly Review of Economics and Finance 54(2), 208-215.
  • Gauer, J., Krymova, E., Belomestny, D., Martin, R. (2019): Spectral complexity reduction of music signals for cochlear implant users based on subspace tracking, 2019 27th European Signal Processing Conference (EUSIPCO), 1-5.
    DOI: 10.23919/EUSIPCO.2019.8902740
  • Gauer, J., Nagathil, A., Martin, R., Thomas, J.P., Völter, C. (2019): Interactive evaluation of a music preprocessing scheme for cochlear implants based on spectral complexity, Frontiers in Neuroscience 13(1206).
    DOI: 10.3389/fnins.2019.01206
  • Golosnoy, V., Gribisch, B., Seifert, M.I. (2019): Exponential smoothing of realized portfolio weights, Journal of Empirical Finance 53, 222-237.
  • Heinrich, J., Maurer, R., Leckey, K., Müller, C.H., Ickstadt, K. (2021): Detektieren ermüdungs-bedingter Spannstahlbrüche mittels Rissmonitoring im Versuch und am Bauwerk, Bauingenieur 96(3), 92-101.
  • Herbrandt, S., Ligges, U., Ferreira, M., Kansteiner, M., Biermann, D., Tillmann, W., Weihs, C. (2018): Model based optimization of a statistical simulation model for single diamond grinding, Computational Statistics 33(3), 1127-1143.
    DOI: 10.1007/s00180-016-0669-z
  • Hermann, S., Ickstadt, K., Müller, C.H. (2018): Bayesian prediction for a jump diffusion process - With application to crack growth in fatigue experiments, Reliability Engineering and System Safety 179, 83-96.
    DOI: 10.1016/j.ress.2016.08.012
  • Jung, P., Kuhn, M. (2019): Earning losses and labor mobility over the life cycle, Journal of the European Economic Association 17(3), 678-724.
  • Kraft, K. (2018): Productivity and distribution effects of codetermination in a bargaining model, International Journal of Industrial Organization 59, 458-485.
  • Krämer, W. (2014): Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko, Perspektiven der Wirtschaftspolitik 15(4), 367-377.
  • Krämer, W. (2021): Asymmetry in the distribution of daily stock returns, Empirical Economics 60, 1115-1125.
  • Krämer, W., Weihs, C. (Hrsg.) (2019): Faszination Statistik - Einblicke in aktuelle Forschungs-fragen und Erkenntnisse, Springer, Berlin.
  • Leckey, K., Müller, C.H., Szugat, S., Maurer, R. (2020): Prediction intervals for load-sharing systems in accelerated life testing, Quality and Reliability Engineering International 36(6), 1895-1915.
    DOI: 10.1002/qre.2664
  • Lilienthal, J., Fried, R., Schumann, A. (2018): Homogeneity testing for skewed and cross-correlated data in regional flood frequency analysis, Journal of Hydrology 556, 557-571.
    DOI: 10.1016/j.jhydrol.2017.10.056
  • Linnemann, L., Schabert, A. (2010): Debt nonneutrality, policy interactions, and macroeconomic stability, International Economic Review 51(2), 461-474.
  • Malevich, N., Müller, C.H., Dreier, J., Kansteiner, M., Biermann, D., Ferreira, M., Tillmann, W. (2021): Experimental and statistical analysis of the wear of diamond impregnated tools, Wear 468-469.
    DOI: 10.1016/j.wear.2020.203574
  • Möllenhoff, K., Dette, H., Kotzagiorgis, E., Volgushev, S., Collignon, O. (2018): Regulatory assess-ment of drug dissolution profiles comparability via maximum deviation, Statistics in Medicine 37(20), 2968-2981.
  • Nagathil, A., Weihs, C., Martin, R. (2016): Spectral complexity reduction of music signals for mitigating effects of cochlear hearing loss, IEEE/ACM Transactions on Audio, Speech, and Language Processing 24(3), 445-458.
    DOI: 10.1109/TASLP.2015.2511623
  • Neumann, C., Kunert, J. (2018): On MSE-optimal crossover designs, Annals of Statistics 46(6A), 2939-2959.
  • Schmidt, S.K., Wornowizki, M., Fried, R., Dehling, H. (2021): An asymptotic test for constancy of the variance under short-range dependence, Annals of Statistics 49(6), 3460-3481.
    DOI: 10.1214/21-AOS2092
  • Tillmann, W., Baumann, I., Brinkhoff, A., Kuhnt, S., Becker-Emden, E.-C., Kalka, A. (2021): Effect of the spray parameters on the particle behavior and the coating properties during ID warm spraying of fine WC-12Co powders (-10 + 2 μm), Thermal Spray 2021: Proceedings from the International Thermal Spray Conference, 283-289.
  • Tillmann, W., Hussong, B., Kuhnt, S., Rehage, A., Rudak, N. (2012): Einführung eines Tages-effekt-Schätzers zur Verbesserung der Vorhersage von Partikeleigenschaften in einem HVOF-Spritzstrahl, Thermal Spray Bulletin 5(2), 132-139.
  • Wagner, M., Grabarczyk, P., Hong, S.H. (2020): Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions, Journal of Econometrics 214(1), 216-255.
  • Wied, D., Krämer, W., Dehling, H. (2012): Testing for a change in correlation at an unknown point in time using an extended functional delta method, Econometric Theory 28(3), 570-589.
  • Zou, N., Volgushev, S., Bücher, A. (2021): Multiple block sizes and overlapping blocks for multivariate time series extremes, Annals of Statistics 49(1), 295-320.

    Granted Patents

  • Sebastiani, G., Schmelzer, P., Marré, M., Brosius, A., Tekkaya, E. (2011): Verfahren zur Herstellung von Verbundwerkstücken mit Verstärkungsstrukturen sowie entsprechend hergestellte Verbundwerkstücke, Patent PCT/DE2010/000619, date of publication: 01.12.2011.