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Faculty of Mathematics and Natural SciencesDepartment of Mathematics and Computer Science, Division of Mathematics

Advanced Seminar Stochastics

WS 25/26

SoSe 25

WS 24/25

SoSe 24

  • 10.07.2024 (Wednesday), 14:00 - 18:00
    Mathematisches Institut, Übungsraum 1 (Raum -119)
    14th Cologne and Düsseldorf Advanced Seminar on Stochastics

    14:00 - 14:30:
    Paul Klass, University of Cologne:
    Local uniqueness of the Gaussian free field on cable systems

    14:30 - 15:00:
    Nicole Hufnagel, Heinrich Heine University, Düsseldorf:
    Hausdorff dimension of collision times for the multivariate Bessel process

    Coffee break

    15:30 - 16:00:
    MátyásBarczy, University of Szeged, Hungary:
    Properties of generalized psi-estimators

    16:00 - 16:30:
    Kira Hoffmann, University of Cologne :
    Control of Drawdows with Random Inspections

    Break

    17:00 - 18:00:
    AotengXia, Peking University, Beijing, China:
    Random Field Ising Model: Off Critical and Near Critical Behavior

    followed by a post-colloquium

     

  • 03.07.2024, 16:45 Seminar room 1 (room 005)
    Prof. Dr. Kathrin Möllenhoff, University Hospital Cologne, at 4:45 pm
    Title: Not the same but similar? Equivalence tests in clinical research

WS 23/24

Summer semester 2022

WS 21/22

Summer semester 2021

WS 20/21

Summer semester 2020

WS 2019/20

SS 2019

  • 26.09.2019, 14:00 in seminar room 1 (room 005)
    Prof. Dr. Marie Hušková, Charles University Prague
    Specification testing in nonparametric AR-ARCH models

     

  • 26.09.2019, 14:45 in seminar room 1 (room 005)
    Prof. Dr. Zuzana Prášková, Charles University Prague
    Monitoring changes in RCA(p) models revisited

     

  • 4.07.2019, 17:45, seminar room 2, room 204
    Lars Schmitz, University of Cologne
    The Fisher-KPP-equation and the Parabolic Anderson Model with bounded random binary branching rates.

     

  • 23.05.2019, 16:00, Seminar room 1, room 005
    Stephen Muirhead, Queen Mary University of London
    Fluctuations in the number of level set components of planar Gaussian fields

     

  • 17.05.2019 (Friday!), 14:00 - 18:00
    Mathematisches Institut, Seminarraum 2 (Raum 204)
    12th Cologne and Düsseldorf Advanced Seminar on Stochastics

    14:00 - 14:30:
    Prof. i. R. Dr. Josef Steinebach, University of Cologne:
    Estimating a Gradual Parameter Change in an AR (1)-Process

    14:30 - 15:00:
    Prof. i. R. Arnold Janssen, Heinrich Heine University, Düsseldorf:
    How to control the false discovery rate under dependence

    Coffee break

    15:30 - 16:00:
    SvenjaLange, Heinrich Heine University, Düsseldorf:
    Space time duality for semi-fractional diffusions

    4:00 pm - 4:30 pm:
    Dr. Peter Gracar, University of Cologne :
    Decorrelating particle behavior via a multi-scale argument

    Break

    17:00 - 18:00:
    Prof. Dr. Matthias Reitzner, University of Osnabrück:
    Stochastic Analysis meets Stochastic Geometry: Poisson U-Statistics

    followed by a post-colloquium

     

  • 25.04.2019, 17:45 hrs,
    Jiri Cerny, University of Basel
    Gaussian free field on regular graphs

     

WS 2018/19

SS 2018

WS 2017/18

SS 2017

  • 14.09.2017, 14:00,
    Prof. Dr. Marie Hušková, Charles University, Prague, Czech Republic:
    Change point detection with multivariate observations based on characteristic functions

    Prof. Dr. Zuzana Prášková, Charles University, Prague, Czech Republic:
    Sequential procedures in multivariate data

     

  • 19.07.2017 (Wednesday!), 16:00 (!)
    Seminar room 1 (room 005!)
    Dr. Elena Pulvirenti, University of Bonn
    Metastability for the Widom-Rowlinson model

     

  • 28.06.2017 (Wednesday!), 18:00 (!)
    Prof. Dr. Atilla Yilmaz, Koç University, Istanbul, Turkey
    Averaged vs. quenched large deviations and entropy for random walk in a dynamic random environment

     

  • 04.05.2017, 14:00
    Dr. Sebastian Riedel, TU Berlin (currently University of Cologne)
    Rough differential equations with unbounded drift

     

WS 2016/17

  • 02.02.2017, 17:45!
    Prof. Dr. Andreas Eberle, University of Bonn
    A coupling approach to the kinetic Langevin equation

     

  • 01.12.2016, 14:00
    Prof. Dr. Massimiliano Gubinelli, University of Bonn
    Quasilinear paracontrolled SPDEs

     

  • 03.11.2016, 14:00
    Prof. Dr. Matthias Meiners, TU Darmstadt
    Speed of biased random walk in a one-dimensional percolation cluster

     

SS 2016

  • 23.06.2016, 12:30 pm, Institute of Computer Science, Weyertal 121, Room 508 (5th floor)
    Dr. Sandra Kliem, University of Duisburg-Essen (currently University of Cologne)
    Travelling wave solutions to the KPP equation with branching noise and recurrence of the support of solutions

     

  • 09.06.2016, 14:00
    Prof. Dr. Hanspeter Schmidli, University of Cologne
    Capital grants and dividends with taxes

     

  • 21.04.2016, 14:00
    Alexis Prévost, ENS Paris
    Directed edge reinforced random walks

     

WS 2015/16

  • 10.02.2016 (Wednesday!), 10:00 a.m. (!)
    Leonid Torgovitski, University of Cologne
    Detecting small breakouts in high-dimensional (big) data

     

  • 07.01.2016, 14:00
    BéatriceBucchia, University of Cologne
    Estimation of change sets - consistency and convergence rates under structural breaks in the expected value

     

  • 10.12.2015, 14:00
    Wolfgang Loehr, University of Duisburg-Essen
    Invariance principle for variable speed random walks on trees

     

  • 19.11.2015, 14:00
    Christoph Heuser, University of Cologne
    Testing for a change in the correlation of time series

     

  • 05.11.2015, 14:00
    XinyiLi, ETH Zurich
    A lower bound for disconnection by simple random walk

     

SS 2015

  • 16.07.2015, 14:00
    Dr. Sandra Kliem, University of Duisburg-Essen (currently University of Cologne)
    Progressive wave solutions of the KPP equation with "branching noise" and recurrence of the carrier of solutions

     

  • 26.06.2015 (Friday!), 14:30 - 18:15
    Heinrich-Heine-Universität, Düsseldorf, Mathematisches Institut, Seminarraum 25.22-01.81 (!)
    11th Cologne and Düsseldorf Advanced Seminar on Stochastics

    14:30 - 15:00:
    Dr. Sandra Kliem, Universities of Cologne and Duisburg-Essen:
    Use of tagged metric measure spaces in the modeling of temporally evolving phylogenies

    15:00 - 15:30:
    Dr. Sebastian Andres, Universities of Cologne and Bonn:
    Continuity and estimates for the Liouville heat kernel

    3:30 p.m. - 4:00 p.m.:
    Prof. Dr. Hanspeter Schmidli, University of Cologne:
    Extended Gerber-Shiu functions in a risk model with interest rate

    Coffee break

    16:45 - 17:15:
    M.Sc. Marc Ditzhaus, HHU Düsseldorf:
    The quality of tests for signal detection with high-dimensional data

    5:15 pm - 5:45 pm:
    M.Sc. Ercan Sönmez, HHU Düsseldorf:
    Hausdorff dimension operator-scaling random leaves

    5:45 pm - 6:15 pm:
    Prof. Dr. Peter Kern, HHU Düsseldorf:
    Interpolation between the Bougerol identity and a formula of Donati-Martin, Matsumoto and Yor

     

  • 18.06.2015, 14:00
    Dr. Sebastian Andres, University of Bonn (currently University of Cologne)
    Invariance principle and local limit theorem for the random conductance model

     

WS 2014/15

  • 27.03.2015 (Friday), 14:00 - 18:00, Lecture hall of the Institute of Mathematics (room 203) (!)
    Seminar on "Time series and high-dimensional data"

    14:00 - 14:50:
    Prof. Dr. Alexander Aue, UC Davis, U.S.A.:
    On the segmentation of non-linear time series

    14:55 - 15:45:
    Prof. Dr. Claudia Kirch, Karlsruhe Institute of Technology:
    Change-points in high-dimensional settings

    Coffee break

    16:20 - 17:10:
    Dr. Stefan Fremdt, Deutsche Bank, Frankfurt:
    Uniform results on the projection dimension for infinite dimensional functional data

    17:15 - 17:45:
    Prof. Dr. Hanspeter Schmidli, University of Cologne:
    Topic to be announced

     

  • 25.03.2015 (Wednesday), 16:00, Lecture Hall of the Institute of Mathematics (Room 203) (!)
    Dr. Julia Eisenberg, Vienna University of Technology
    Deterministic income under deterministic interest rate modeling, Rendleman-Bartter and Vasicek interest rate models

     

  • 12.03.2015, 14:00
    Dr. Olena Ragulina, Taras Shevchenko National University, Kiev
    Analytic properties of the survival probabilities in some risk models and their applications

     

  • 21.11.2014 (Friday!), 14:00
    Prof. Dr. Oleg I. Klesov, National Technical University of Ukraine, Kiev (KPI)
    Subsequences in limit theorems

     

  • 06.11.2014, 14:00
    Dr. Martin Wendler, Ruhr-Universität Bochum (currently University of Cologne)
    A random walk between short and long memory

SS 2014

  • 04.07.2014 (Friday!), 14:00 - 18:00 (!)
    Mathematisches Institut, Seminarraum 1 (Raum 005) (!)
    10th Cologne and Düsseldorf Advanced Seminar on Stochastics

    14:00 - 14:30:
    M.Sc. Annika Hoyer, German Diabetes Center, Düsseldorf:
    Statistical methods for meta-analysis to compare two diagnostic tests to a common gold standard

    14:35 - 15:05:
    M.Sc. Philipp Heesen, Heinrich Heine University, Düsseldorf:
    FDR control of dynamic adaptive step up tests

    15:10 - 15:40:
    M.Sc. Christoph Heuser, University of Cologne:
    Testing for a structural break in the correlations of time series

    Coffee break

    16:15 - 16:45:
    Prof. Dr. Holger Schwender, Heinrich Heine University, Düsseldorf:
    Association test-based assessment of genetic variants in case-parent trio studies

    16:50 - 17:20:
    Dr. Hella Timmermann, University of Cologne:
    Sequential testing methods for the detection of gradual structural breaks

    17:25 - 17:55:
    Prof. Dr. Wolfgang Wefelmeyer, University of Cologne:
    Density estimators in integral functionals, in regression models with discrete covariates and under pointwise constraints

     

WS 2013/14

  • 20.02.2014, 14:00
    Prof. Dr. Lajos Horváth, University of Utah, Salt Lake City
    Testing equality of means when the observations are curves

     

SS 2013

  • 08.07.2013 (Monday!), 16:00 - 17:00 (!), Seminar room 0.01
    Dr. Alexander Schnurr, Technical University of Dortmund (currently University of Siegen)
    On the analysis of generalized Lévy processes

     

  • 03.05.2013 (Friday!), 14:30 - 18:15
    Heinrich-Heine-Universität, Düsseldorf, Mathematisches Institut, Seminarraum 25.22-01.81 (!)
    9thCologne and Düsseldorf Advanced Seminar on Stochastics

    14:30 - 15:00:
    M.Sc. Béatrice Bucchia, University of Cologne:
    Statistical analysis of epidemic structural breaks in random fields on the basis of a weak invariance principle

    15:00 - 15:30:
    Dr. Maren Schmeck, University of Cologne:
    Valuation and hedging of options in energy markets using the Black-76 formula

    3:30 pm - 4:00 pm:
    Prof. Dr. Josef Steinebach, University of Cologne:
    Functional changepoint analysis with increasing number of projections

    Coffee break

    16:45 - 17:15:
    Dipl.-Math. Lina Wedrich, HHU Düsseldorf:
    The dimension of the St. Petersburg game

    5:15 p.m. - 5:45 p.m.:
    M.Sc. Philipp Heesen, HHU Düsseldorf:
    On FDR control of adaptive multiple tests

    5:45 pm - 6:15 pm:
    Dr. Markus Pauly, HHU Düsseldorf:
    Asymptotic permutation tests in heteroscedastic factorial models

     

WS 2012/13

  • 28.02.2013, 14:00
    Prof. Dr. Svetlana Borovkova, Free University of Amsterdam:
    A universal approximation method for basket and spread options

     

  • 09.01.2013 (Wednesday!), 16:15, Seminar room 2, Mathematisches Institut
    Prof. Dr. Paul Doukhan, University Cergy-Pontoise:
    Dependence of time series - an elementary approach and some of its consequences

     

  • 05.12.2012 (Wednesday!), 16:30, Seminar room 2, Mathematisches Institut
    Gregory Rice, University of Utah, Salt Lake City:
    A Portmanteau test for functional data

     

SS 2012

  • 27.06.2012 (Wednesday!), 14:00 - 18:00
    Mathematisches Institut, Seminar room 2 (first floor)
    8thCologne and Düsseldorf Advanced Seminar on Stochastics

    14:00 - 14:30:
    Prof. Dr. Peter Kern, Heinrich Heine University, Düsseldorf:
    Generalized Brownian bridges and applications

    2:40 pm - 3:10 pm:
    Dipl.-Math. Marsel Scheer, Heinrich Heine University, Düsseldorf:
    Differential equations in multiple hypotheses testing

    3:15 p.m. - 3:45 p.m.:
    Dr. Markus Pauly, Heinrich Heine University, Düsseldorf:
    Randomization tests for the comparison of spectral densities

    Coffee break

    4:15 p.m. - 4:45 p.m.:
    Dipl.-Wirt. Math. Stefan Fremdt, University of Cologne:
    Inference in functional samples: A test for equality of the covariance operator

    16:50 - 17:20:
    Dipl.-Math. Leonid Torgovitski, University of Cologne:
    Structural analysis of functional time series

    5:25 pm - 5:55 pm:
    Prof. Dr. Wolfgang Wefelmeyer, University of Cologne:
    Efficient estimators in time series with randomly missing observations

     

  • 19.04.2012, 14:15
    Dr. Kim Kuen Tang, DekaBank, Frankfurt
    Statistical arbitrage trading strategy - Backtesting using KDB+/Q

     

WS 2011/12

  • 26.01.2012, 10:15 am! (Seminar room 1)
    Prof. Dr. Mogens Bladt, Universidad National Autonoma de Mexico
    Multivariate matrix-exponential distributions

     

  • 17.11.2011, 10:15 am! (Seminar room 1)
    Prof. Dr. Lajos Horváth, University of Utah, Salt Lake City
    Statistical analysis of dependent functional data

     

  • 10.11.2009, 14:15
    Ondřej Chochola, Charles University, Prague:
    Multivariate change point problem

    Marek Dvořák, Charles University, Prague:
    Two tests for structural changes in Vector Autoregressive Models

     

SS 2011

  • 13.07.2011 (Wednesday!), 14:15
    Maren Diane Schmeck, University of Oslo:
    Stability of Merton's portfolio optimization problem for Lévy models

     

  • 13.07.2011 (Wednesday!), 16:15
    Ass. Prof. Dr. Alexander Aue, University of California, Davis:
    Stationary and nonstationary random coefficient and quantile autoregressions

     

  • 19.05.2011, 14:15
    Prof. Dr. Thorsten Rheinländer, London School of Economics:
    Valuation and hedging of longevity risk

     

  • 05.05.2011, 14:15
    Prof. Dr. Allan Gut, Uppsala University:
    Random variables with multidimensional indices

     

WS 2010/11

  • 09.12.2010, 14:15 - 18:00
    Heinrich-Heine-Universität, Düsseldorf, Mathematisches Institut, Seminarraum 25.22.01.81
    7thCologne and Düsseldorf Advanced Seminar on Stochastics

    14:15 - 14:45:
    Dipl.-Math. Hella Timmermann, University of Cologne:
    Monitoring methods for stochastic processes with gradual structural breaks

    2:55 p.m. - 3:25 p.m.:
    Prof. Dr. Wolfgang Wefelmeyer, University of Cologne:
    The behavior of estimators in misspecified regression models

    3:35 pm - 4:05 pm:
    Prof. Dr. Josef Steinebach, University of Cologne:
    Sequential structural analysis of high-frequency portfolio betas

    Coffee break

    16:30 - 17:00:
    M.Sc. Veronika Goncharuk, DDZ Düsseldorf:
    Multiple error control under weak dependence

    5:10 pm - 5:40 pm:
    M.Sc. Julia Benditkis, Prof. Dr. Arnaold Janssen, HHU Düsseldorf:
    Complete control of the false discovery rate using the optimal rejection curve

     

  • 18.11.2010, 14:15
    Prof. Dr. Paul Deheuvels, Université Pierre et Marie Curie, Paris VI:
    Nonuniform spacings processes

     

  • 10.11.2010 (Wednesday!), 16:00 - 17:00, Lecture hall (2nd floor)
    Prof. Dr. Marie Hušková, Charles University Prague:
    Nonparametric monitoring procedures

    Prof. Dr. Zuzana Prášková, Charles University Prague:
    L1-monitoring procedures

     

  • 21.10.2010, 14:15
    Prof. Dr. Achim Klenke, Johannes Gutenberg University, Mainz:
    Non-intersection exponents of Brownian motion: Theoretical results and Monte Carlo simulations

     

  • 15.10.2010 (Friday!), 16:30, Lecture Hall (2nd floor)
    Prof. Dr. Lajos Horváth, University of Utah, Salt Lake City:
    Change-Point Analysis: Methods and Applications

     

SS 2010

  • 15.07.2010, 14:00 - 18:00
    Mathematisches Institut, Seminarraum 2 (first floor)
    6thCologne and Düsseldorf Advanced Seminar on Stochastics

    14:00 - 14:30:
    Dipl.-Math. Marsel Scheer, Heinrich-Heine-University, Düsseldorf:
    Simultaneous control of false discovery rate and expected number of false rejections

    14:40 - 15:10:
    Andreas Knoch, Heinrich Heine University, Düsseldorf:
    Efficient estimators for L-functionals

    3:15 pm - 3:45 pm:
    Dipl.-Math. Adam Barczyk, Heinrich Heine University, Düsseldorf:
    On the asymptotics of L-statistics

    Coffee break

    16:15 - 16:45:
    Dipl.-Math. Natalie Scheer, University of Cologne:
    Optimal dividend strategies in the classical risk model with capital injections and administration costs

    16:50 - 17:20:
    Dipl.-Wirt. Math. Stefan Fremdt, University of Cologne:
    Page's CUSUM method for detecting structural breaks in linear models

    5:25 pm - 5:55 pm:
    Dr. Markus Schulz, University of Cologne:
    Efficient estimation of expected values in nonparametric regression models with missing target variables

     

  • 17.06.2010, 14:15
    Prof. Dr. Siegfried Hörmann, Université Libre de Bruxelles/Belgium:
    A Moment Based Notion of Dependence for Functional Time Series

     

  • 22.04.2010, 14:15
    Prof. Dr. Lutz Mattner, University of Trier:
    Confidence bounds for the sensitivity gain of a more specific diagnostic test, without gold standard

WS 2009/10

  • 03.12.2009, 14:00 - 17:50
    Heinrich-Heine-Universität, Düsseldorf, Mathematisches Institut, Seminarraum 25.22.01.81
    5thCologne and Düsseldorf Advanced Seminar on Stochastics

    14:00 - 14:30:
    PD Dr. Peter Kern, HHU Düsseldorf:
    Irrational models in continuous time

    2:35 pm - 3:05 pm:
    Prof. Dr. Hanspeter Schmidli, University of Cologne:
    Risk processes conditional on ruin

    3:10 pm - 3:40 pm:
    Dipl.-Math. Martin Tietje, HHU Düsseldorf:
    Martingale measures, completeness and arbitrage in financial models - a statistical approach

    Coffee break

    16:10 - 16:40:
    Prof. Dr. Wolfgang Wefelmeyer, University of Cologne:
    Estimators in heteroskedastic nonlinear autoregressive models with additional structural assumptions

    16:45 - 17:15:
    Dr. Markus Pauly, HHU Düsseldorf:
    Consistency of the sequential bootstrap

    17:20 - 17:50:
    Dipl.-Math. Stefan Mihalache, University of Cologne:
    Detection of structural breaks in diffusion processes

     

  • 10.11.2009, 10:00 a.m. (Tuesday!)
    Mathematical Institute, Seminar Room 2 (first floor)

    Ondřej Chochola, Charles University Prague:
    Sequential monitoring for change in scale

    Marek Dvořák, Charles University Prague:
    Testing changes in variance of an autoregressive model

SS 2009

  • 16.07.2009, 14:15
    Prof. Dr. Hajo Holzmann, Philipps-Universität Marburg:
    Time series analysis with hidden Markov and related models

     

  • 09.07.2009, 14:15
    Dr. Catherine Donnelly, ETH Zürich:
    Convex duality in constrained mean-variance portfolio optimization under a regime-switching model

     

  • 08.07.2009, 17:45 (Wednesday!)
    Mathematisches Institut, Hörsaal (2. Stock)
    Dipl.-Math. Andreas Klein, Deutsche Rück, Düsseldorf:
    A stochastic model for the assessment of insurance risks with a focus on natural catastrophes

     

  • 24.06.2009, 17:45 (Wednesday!)
    Mathematisches Institut, Hörsaal (2. Stock)
    Dr. Thorsten Wagner & Dipl.-Wirt. Math. Tim Hoffmann, KPMG Cologne:
    Replicating Portfolio as a Tool in Life Insurance

WS 2008/09

  • 04.02.2009, 17:45 (Wednesday!)
    Mathematisches Institut, Hörsaal (2. Stock)
    Prof. Dr. Yuliya Mishura, Kiev Taras Shevchenko National University, Ukraine:
    Quantile hedging problem for price process models involving Brownian and fractional Brownian components

     

  • 30.01.2009, 14:00 - 18:00 (Friday!)
    Mathematisches Institut, Seminar room 2 (first floor)
    4thCologne and Düsseldorf Advanced Seminar on Stochastics

    14:00 - 14:30:
    cand. math. Carinne Asmus, Heinrich Heine University, Düsseldorf:
    Bootstrap methods for regression models

    2:40 p.m. - 3:10 p.m.:
    Prof. Dr. Martin Möhle, Heinrich Heine University, Düsseldorf:
    Discrete Moran population models and duality

    3:15 p.m. - 3:45 p.m.:
    Prof. Dr. Arnold Janssen, Heinrich Heine University, Düsseldorf:
    Martingale transformations for calculating the quality of goodness of fit tests

    Coffee break

    16:15 - 16:45:
    Dipl.-Math. Julia Eisenberg, University of Cologne:
    Minimization of the discounted capital injection through reinsurance in the classical model

    4:50 p.m. - 5:20 p.m.:
    Prof. Dr. Wolfgang Wefelmeyer, University of Cologne:
    Density estimator for stationary time series with independent innovations

    5:25 pm - 5:55 pm:
    Prof. Dr. Josef G. Steinebach, University of Cologne:
    On the asymptotic normality of stopping times in sequential changepoint analysis

     

  • 11.12.2008, 14:15
    Dipl.-Math. Marc Linde, EMB Germany:
    Stochastic settlement of major claims

     

  • 28.11.2008, 16:30 (Friday, in the lecture hall of the Institute of Mathematics!)
    Jun.-Prof. Dr. Claudia Kirch, Technische Universität Kaiserslautern:
    TFT-Bootstrap: Resampling of time series in the frequency domain to obtain realizations in the time domain

     

  • 30.10.2008, 14:15
    Prof. Dr. Andrei N. Frolov, St. Petersburg University:
    The Chung law for compound renewal processes

     

  • 16.10.2008, 14:15
    Prof. Dr. Marie Hušková, Charles University Prague:
    Testing the stability of the functional autoregressive process

SUMMER SEMESTER 2008

  • 17.07.2008, 14:15
    Prof. Dr. Winfried Stute, Justus Liebig University Giessen:
    Statistical analysis of self-exciting point processes with applications in marketing

     

  • 03.07.2008, 14:15
    Prof. Dr. Uwe Einmahl, Vrije Universiteit Brussel:
    A generalization of the law of the iterated logarithm

     

  • 20.06.2008 (Friday!), 14:00 - 17:45
    Heinrich-Heine-Universität, Düsseldorf, Mathematisches Institut, Seminarraum 25.22.01.81
    3rdCologne and Düsseldorf Advanced Seminar on Stochastics

    14:00 - 14:30:
    Dipl.-Math. Fabian Freund, HHU Düsseldorf:
    Number of types for coalescent processes with mutation

    2:40 p.m. - 3:10 p.m.:
    Prof. Dr. Hanspeter Schmidli, University of Cologne:
    Optimized risk processes and major losses

    3:20 pm - 3:50 pm:
    Dipl.-Math., M.Sc. Veronika Goncharuk, DDZ Düsseldorf:
    Multiple plug-in tests with estimated proportion of true hypotheses

    Coffee break

    16:20 - 16:50:
    Dipl.-Math. Stefan Mihalache, University of Cologne:
    Sequential detection of structural breaks in diffusion processes

    5:00 pm - 5:30 pm:
    Dr. med. Wolfgang Kaisers, University Hospital, Düsseldorf:
    Projection tests for the two-sample problem with censored data

     

  • 11.04.2008, 16:30 (Friday, in the lecture hall of the Department of Mathematics!)
    Prof. Dr. Allan Gut, University of Uppsala:
    Some remarks on the Riemann zeta distribution

WS 2007/08

  • 12.03.2008, 10:30 a.m.
    Prof. Dr. Oleg I. Klesov, National Technical University of Ukraine, Kiev (KPI):
    Large deviations for sums of stable random variables and some applications

     

  • 18.01.2008, 14:00 - 17:30,
    Mathematisches Institut, Seminarraum 2 (EG)
    2ndCologne and Düsseldorf Advanced Seminar on Stochastics

    14:00 - 14:30:
    Dipl.-Math. Hülya Ünlü, Heinrich-Heine-Universität Düsseldorf:
    Regions of high and low quality alternatives for goodness-of-fit tests

    2:40 pm - 3:10 pm:
    Thorsten Dickhaus, M.Sc., German Diabetes Center Düsseldorf:
    Asymptotic behavior of the false discovery rate in multiple testing problems

    3:15 pm - 3:45 pm:
    Dipl.-Math. Julia Eisenberg, University of Cologne:
    Optimal control of reinvestments through reinsurance

    Coffee break

    4:15 p.m. - 4:45 p.m.:
    Dipl.-Math. Alexander Schmitz, University of Cologne:
    On sequential structural analysis in dependent data

    4:50 p.m. - 5:20 p.m.:
    Prof. Dr. Wolfgang Wefelmeyer, University of Cologne:
    Unusual convergence rates of density estimators for functions of independent random variables
     

     

  • 06.12.2007, 14:00
    Prof. Dr. Jeannette H.C. Woerner, University of Göttingen:
    Statistical analysis of high frequency data: Model identification and market microstructure
     

     

  • 15.11.2007, 14:00
    Dipl.-Math. Mario Kühn, University of Cologne:
    Conditional Limit Distributions of Delay Times in Sequential Change-Point Tests

     

  • 18.10.2007, 14:00
    Dipl.-Math. Mario Kühn, University of Cologne:
    Control Schemes Based on Polynomially Weighted Moving Averages

SS 2007

  • 21.06.2007, 14:00 - 18:00
    Heinrich-Heine-Universität, Düsseldorf, Mathematisches Institut, Seminarraum 25.22.01.81
    1stCologne and Düsseldorf Advanced Seminar on Stochastics

    14:00 - 14:30:
    Prof. Dr. Martin Möhle, HHU Düsseldorf:
    On the number of cuts needed to isolate the root of a random recursive tree

    14:40 - 15:10:
    Dipl.-Math. Christoph Jonek, HHU Düsseldorf:
    On the Hamilton-Jacobi-Bellmann equation for jump diffusions

    3:15 pm - 3:45 pm:
    Dipl.-Math. Natalie Kulenko, University of Cologne:
    Optimal dividend strategies in the Cramér-Lundberg model

    Coffee break

    4:15 p.m. - 4:45 p.m.:
    Dr. Andrii Ilienko, National Technical University of Ukraine (KPI), Kiev:
    Stochastically Lipschitzian Functions and Limit Theorems for Functionals of Shot Processes

    16:50 - 17:20:
    Dipl.-Math. Markus Schulz, University of Cologne:
    Imputation of Target Variables in Regression Models

    17:25 - 17:55:
    Dipl.-Math. Markus Pauly, HHU Düsseldorf:
    On the efficiency of two-sample permutation tests

     

  • 03.05.2007, 14:00
    Dipl.-Math. Stefan Mihalache, University of Cologne:
    Stochastic Quantization under Exponential Interaction

     

  • 19.04.2007, 14:00
    Dipl.-Math. Kim Kuen Tang, University of Cologne:
    Estimators in periodically observed linear autoregressive models

WS 2006/07

  • 18.01.2007, 14:15
    HD Dr. Alfred Müller, currently University of Siegen:
    Modeling and comparison of dependencies with Archimedean copulas

     

  • 23.11.2006, 14:15
    Dr. Andrii Ilienko, National Technical University of Ukraine (KPI), Kiev:
    On limit distributions for integrated shot processes

SS 2006

  • 13.07.2006, 14:15
    Dr. Rafael Schmidt, Seminar for Economic and Social Statistics, University of Cologne:
    Copula based dependence measures with applications in finance

     

  • 06.07.2006, 14:15
    Dipl.-Math. Maik Döring, TU Dresden:
    Multidimensional changepoint estimation with U-statistics

     

  • 21.06.2006, 18:00 (Wednesday, in the lecture hall of the Mathematical Institute!)
    Prof. Dr. David Mason, University of Delaware:
    U-Statistics Processes and Applications

     

  • 11.05.2006, 14:15
    Dipl.-Math. Mario Kühn:
    Test for a Mean Change Based on Weighted Moving Averages

     

  • 20.04.2006, 14:15
    Prof. Dr. Hanspeter Schmidli:
    Asymptotics of controlled risk processes in the subexponential case

WS 2005/06

  • 12.01.2006, 14:15
    Prof. Dr. Ralf Korn, Technical University of Kaiserslautern:
    Mathematical Models for Inflation - Valuation, Optimal Investment and Hedging with Inflation-Linked Products

     

  • 08.12.2005, 14:30
    Claudia Kirch:
    Resampling methods for the structural analysis of stochastic processes

     

  • 10.11.2005, 14:15
    PD Dr. Ursula U. Müller, University of Bremen:
    Prediction in autoregressive time series

     

  • 27.10.2005, 14:15
    Prof. Dr. Daniela Jarušková, Czech Technical University, Prague:
    Testing for a change in a three parameter Weibull distribution

SS 2005

  • 21.07.2005, 15:00
    Prof. Dr. Oleg I. Klesov, National Technical University of Ukraine (KPI), Kiev:
    PRV Property and the Asymptotic Behavior of Solutions of Stochastic Differential Equations

     

  • 30.06.2005, 15:00
    Prof. Dr. Holger Dette, Ruhr-University Bochum:
    A simple nonparametric estimator of a monotone regression function

     

  • 16.06.2005, 14:15
    Prof. Dr. Arnold Janssen, University of Düsseldorf:
    On the convolution theorem of Hajek and Le Cam

     

  • 02.06.2005, 14:15
    Dr. Ingo Steinke, University of Rostock:
    Modeling dependencies in the collective damage model

     

  • 21.04.2005, 14:15
    Prof. Dr. Hanspeter Schmidli:
    Minimizing ruin probabilities using stochastic control techniques

WS 2004/05

  • 27.01.2005, 14:15
    Natalie Kulenko:
    On the structural analysis of conditionally heteroskedastic time series

     

  • 26.01.2005, 14:00
    Dr. Ralf Jäger, Philipps-Universität, Marburg:
    Einblicke in die Probleme bei Microarray-Auswertungen
    [Attention: This lecture takes place exceptionally on Wednesdays, 14:00 s.t., in the seminar room of the ZAIK, Weyertal 80 (basement)].

     

  • 09.12.2004, 14:15
    Prof. Dr. Josef Steinebach:
    Sequential changepoint analysis on the basis of invariance principles

     

  • 25.11.2004, 14:15
    Prof. Dr. Wolfgang Wefelmeyer:
    Efficient estimators for time series

     

  • 04.11.2004, 14:15
    Kim-Kuen Tang:
    Convergence rates of deconvolution estimators in semiparametric models

SS 2004

  • 07/27/2004, 18:00
    OlegI. Klesov, National Technical University of Ukraine (KPI), Kiev):
    Precise asymptotics for a Spitzer series

     

  • 15.06.2004, 18:00
    Jerzy Jaworski, Adam Mickiewicz University, Poznan:
    Random graphs, hypergraphs and cluster analysis

     

  • 08.06.2004, 18:00
    Ansgar Steland, Ruhr-University, Bochum:
    Nonparametric monitoring of random walks

     

  • 18.05.2004, 18:00
    Bero Roos:
    About the Hipp method in the Compound Poisson Approximation

     

  • 04.05.2004, 18:00
    Alexander Aue:
    Autoregressive time series with random coefficients

WS 2003/04

  • 05.02.2004, 14:15
    Christoph Kühn (Johann Wolfgang Goethe University, Frankfurt):
    On utility-based derivative valuation in incomplete financial markets

     

  • 29.01.2004, 14:15
    Nina Gerresheim:
    Catalytic branching processes

     

  • 15.01.2004, 14:15
    Josef Steinebach:
    On changepoint analysis of stochastic processes on the basis of invariance principles

     

  • 04.12.2003, 14:00
    Wolfgang Wefelmeyer:
    Optimal estimators in regression models with incompletely observed target variables

     

  • 27.11.2003, 14:15
    Martin Möhle:
    Ancestors and Family Trees - An Introduction to Coalescent Theory

     

  • 13.11.2003, 14:15
    Alexander Aue:
    Maxima of stochastic processes with drift

     

  • 23.10.2003, 14:00
    Claudia Kirch:
    Permutation Principles in Changepoint Analysis I

SS 2003

  • 30.07.2003, 12:00 h
    Manfred Schäl, Rheinische Friedrich-Wilhelms-Universität, Bonn:
    Discrete-time control for the probability of ruin

     

  • 23.07.2003, 12:00 h
    Torsten Grabarz:
    Simulation of stochastic processes with long-term memory

     

  • 16.07.2003, 12:00 h
    Achim Klenke:
    Branching processes, part 2

     

  • 02.07.2003, 12:00 h
    ZhanShi, Université Paris VI:
    The most visited sites of one-dimensional simple random walk

     

  • 25.06.2003, 12:00
    Ralf Jäger, Philipps-Universität, Marburg:
    Time series analysis: between time and spectral domain

     

  • 20.06.2003, 10:15 a.m.
    Peter Mörters, University of Bath:
    Large deviations for Markov chains on random trees

     

  • 04.06.2003, 12:00 h
    Alexander Aue:
    Sequential estimation of the changepoint

     

  • 28.05.2003, 12:00 h
    Roland Alkemper:
    Insight into non-standard mathematics

     

  • 21.05.2003, 12:00 h
    Josef Steinebach:
    On the stochastic analysis of renewal processes on the basis of invariance principles

     

  • 14.05.2003, 12:00 h
    Peter Eichelsbacher, Ruhr-University, Bochum:
    Fluctuation in mean-field models

     

  • 07.05.2003, 12:00 h
    Marcus Schölpen:
    Entropy and Central Limit Theorem

     

  • 30.04.2003, 12:00 h
    Achim Klenke:
    Branching processes, part 1

     

  • 23.04.2003, 12:00 h
    Wolfgang König:
    Random matrices, growth models and non-colliding irrigations