SFB 823:
Statistical Modelling of Nonlinear Dynamic Processes
Subject Area
Social and Behavioural Sciences
Mechanical and Industrial Engineering
Materials Science and Engineering
Mathematics
Term
from 2009 to 2021
Project identifier
Deutsche Forschungsgemeinschaft (DFG) - Project number 68236791
The Collaborative Research Center 823 models and analyzes nonlinear dynamic processes in economics and engineering. Typical items of interest are the dynamics of labor markets, international movements of capital, thermokinetic coating processes, the prediction of floods in hydrology, the growth of cracks in building materials or production processes for energy. It unites statisticians, mathematicians, economists, physicists, architects and engineers to exploit formal similarities in the modeling problems involved, in particular, structural changes in the dependence structure of the respective data across time and space. Its overarching aim is to build more flexible statistical models to capture such similarities with a view towards more rational decisions in economics, politics and business.
DFG Programme
Collaborative Research Centres
Completed projects
-
A01 - Dynamic dependence in asset returns
(Project Heads
Dette, Holger
;
Golosnoy, Vasyl
;
Krämer, Walter
;
Wied, Dominik
)
-
A03 - Dynamic technology modeling
(Project Heads
Frondel, Manuel
;
Schmidt, Christoph M.
;
Wagner, Martin
)
-
A04 - Asset pricing and macroeconomic allocations under aggregate risk
(Project Heads
Hanck, Christoph
;
Linnemann, Ludger
;
Schabert, Andreas
;
Wagner, Martin
)
-
A05 - Collective wage agreements, efficient bargaining, and the dynamics of employment
(Project Heads
Jung, Philip
;
Kraft, Kornelius
;
Leininger, Wolfgang
)
-
A06 - Calibration errors in risk management
(Project Head
Belomestny, Denis
)
-
A07 - Statistical modeling of dependence structures in finance via copulas
(Project Heads
Bücher, Axel
;
Posch, Peter
;
Weiß, Gregor
)
-
B01 - Modeling and controlling thermo-kinetic coating processes
(Project Heads
Kuhnt, Sonja
;
Tillmann, Wolfgang
)
-
B02 - Charakterisierung des dynamischen Prozessverhaltens bei der inkrementellen Blechumformung
(Project Heads
Brosius, Alexander
;
Kunert, Joachim
;
Tekkaya, A. Erman
)
-
B03 - Statistical modeling of high-resolution spectro-temporal audio data in hearing aids
(Project Heads
Belomestny, Denis
;
Martin, Rainer
;
Weihs, Claus
)
-
B04 - Statistical process modeling for machining of inhomogeneous mineral subsoil
(Project Heads
Biermann, Dirk
;
Müller, Christine H.
;
Tillmann, Wolfgang
;
Weihs, Claus
)
-
B05 - Statistical methods for damage processes under cyclic load
(Project Heads
Ickstadt, Katja
;
Maurer, Reinhard
;
Müller, Christine H.
)
-
B06 - Robust statistical analysis of multivariate hydrological time series and their application in regionalization of design floods
(Project Heads
Fried, Roland
;
Schumann, Andreas H.
)
-
C01 - Model choice and dynamic dependence structures
(Project Heads
Dehling, Herold
;
Dette, Holger
;
Rohde, Angelika
)
-
C02 - Optimal Design of experiments for dynamic processes
(Project Heads
Dette, Holger
;
Kunert, Joachim
;
Weihs, Claus
)
-
C03 - Analysis of structural change in dynamic processes
(Project Heads
Dehling, Herold
;
Fried, Roland
)
-
C04 - Reconstruction of time variable distributions in statistical inverse problems
(Project Heads
Bissantz, Nicolai
;
Rhode, Wolfgang
)
-
C05 - Statistical inference for complex dynamical models in empirical finance
(Project Heads
Belomestny, Denis
;
Woerner, Jeannette H. C.
)
-
T01 - Model selection for non-identifiable dose response models
(Project Head
Dette, Holger
)
-
Z - Central Task of the Collaborative Research Center
(Project Head
Krämer, Walter
)