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
• Website: Homepage
• 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 )

• Applicant Institution: Technische Universität Dortmund
• Participating University: Fachhochschule Dortmund; Fachbereich Informatik; Ruhr-Universität Bochum; Universität Duisburg-Essen
• Participating Institution: RWI - Leibniz-Institut für Wirtschaftsforschung e.V.
• Spokesperson: Professor Dr. Walter Krämer