Project Details
Projekt
Model choice and dynamic dependence structures (C01)
Subject Area
Mathematics
Term
from 2009 to 2021
Project identifier
Deutsche Forschungsgemeinschaft (DFG) - Project number 68236791
This project develops new statistical models and model selection procedures for the analysis of high-dimensional dynamic data structures. Important topics are model validation for functional data under complex and time-dependent dependence structures, new resampling methods for long-range dependence data, multivariate quantile regression, transitions from weak to strong dependence and the identification of stationary and non-stationary phases.
DFG Programme
Collaborative Research Centres
Applicant Institution
Technische Universität Dortmund
Project Heads
Professor Dr. Herold Dehling; Professor Dr. Holger Dette; Professorin Dr. Angelika Rohde, until 6/2017
