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Institution
Technische Universität München
TUM School of Computation, Information and Technology
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
)
Additional Information
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