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Institution

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Universität Augsburg
Institut für Statistik und Mathematische Wirtschaftstheorie
Lehrstuhl für Statistik

Address Universitätsstraße 16
86159 Augsburg
Deutschland

GERiT This institution in GERiT

86159 Augsburg

Projects

Research Grants
- Current projects
  - Development of sequential statistical methods for detection and identification of changes in matrixvariate processes with application to image analysis, finance and network data.
    (Applicants Knoth, Sven ; Okhrin, Yarema ; Schmid, Wolfgang )
  - Empirical Similarity: estimation, multivariate extensions, and applications
    (Applicants Golosnoy, Vasyl ; Okhrin, Yarema )
- Completed projects
  - Vine copula base modelling and forecasting of multivariate realized volatility time-series
    (Applicants Czado, Claudia ; Okhrin, Yarema )
  - Wishart Processes in Statistics and Econometrics: Theory and Applications
    (Applicants Bodnar, Taras ; Okhrin, Yarema )

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