Ph.D. Theses

Current Ph.D. Theses

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