Space-time in high dimensions (A02)

• Subject Area: Statistics and Econometrics ; Mathematics
• Term: since 2024
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 520388526

Space-time in high dimensions addresses problems of high-dimensionality and dimension reduction. It concentrates on a flexible framework for vector autoregressive (panel) models and models spatio-temporal extremes to analyze rare events. In the long term, a framework for high-dimensional space-time data analysis is developed that is equipped with thorough statistical theory and meets practical challenges, such as implementations and tuning parameter calibration.

• DFG Programme: CRC/Transregios
• Subproject of: TRR 391: Spatio-temporal Statistics for the Transition of Energy and Transport
• Applicant Institution: Technische Universität Dortmund
• Project Heads: Professor Dr. Axel Bücher, since 7/2024; Professor Dr. Andreas Groll, since 7/2024; Professor Dr. Johannes Lederer, since 7/2024