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Institution

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Technische Universität München
Zentrum Mathematik
Lehrstuhl für Mathematische Statistik (M4)

Address Boltzmannstraße 3
85748 Garching
Deutschland

GERiT This institution in GERiT

85748 Garching

Projects

Research Grants
- Current projects
  - Mitigating climate risks by improving weather forecasts using copula based approaches for post-processing (PP) of forecast ensembles
    (Applicants Czado, Claudia ; Möller, Annette )
- Completed projects
  - Copula based dependence analysis of functional data for validation and calibration of dynamic aircraft models
    (Applicants Czado, Claudia ; Holzapfel, Florian )
  - Optimierung von Portfolios unter Beschränkung des Risikos
    (Applicant Klüppelberg, Claudia )
  - Statistical analysis of tempo-spatial stochastic integral processes
    (Applicant Klüppelberg, Claudia )
  - Statistical Inference for high dimensional dependence models using pair-copulas
    (Applicant Czado, Claudia )
  - Statistical learning with vine copulas
    (Applicant Czado, Claudia )
  - Vine copula base modelling and forecasting of multivariate realized volatility time-series
    (Applicants Czado, Claudia ; Okhrin, Yarema )
Priority Programmes
- Current projects
  - Combinatorial Methods for Learning Max-Linear Bayesian Networks
    (Applicants Améndola Cerón, Carlos ; Hollering, Ph.D., Benjamin )
Collaborative Research Centres
- Completed projects
  - Statistische Methoden für Risikomanagement
    (Project Heads Czado, Claudia ; Klüppelberg, Claudia )
Research Training Groups
- Completed projects
  - GRK 447: Applied Algorithmic Mathematics
    (Spokesperson Gritzmann, Peter )
NFDI technical and methodological consortia
- Current projects
  - MaRDI - Mathematical Research Data Initiative
    (Spokesperson Hintermüller, Michael )

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