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Welcome to the web pages of the Statistics and Data Analysis group. Since October 2015, Roland Langrock is the head of the group, succeeding Göran Kauermann who is now at LMU Munich.

We teach courses on statistical methodology to students of economics and the statistical sciences, always trying to convey our enthusiasm for statistics & data analysis. In our classes, we endeavour to bring statistics to life using real-life examples, putting a lot of emphasis on how to extract useful information out of real data and how to interpret and communicate the results of statistical analyses.

Our research focuses on the development and application of statistical methods primarily in the areas of time series and nonparametric statistics, and is characterised by a strong focus on practical issues.

 

The best thing about being a statistician is that
you get to play in everyone's backyard.

(John Tukey)

 


Aktuelles

New paper

Paper accepted at Statistica Neerlandica on nonparametric inference in HMM-type models.

New paper

Paper accepted at Applied Economics on betting market inefficiencies in German football.

New paper

Paper accepted at Quantitative Finance that uses Markov-switching GAMs for forecasting operational losses in banking.

SFB

Roland is a PI within a new "Sonderforschungsbereich".

Workshop on HMMs

We gave a two-day workshop on hidden Markov models at the University of St Andrews.

New paper

Paper published at Dependence Modeling that compares methods for nonparametric estimation of simplified vines.

New paper

Our review paper on statistical models for animal movement got accepted at AStA Advances in Statistical Analysis.

New paper

Paper accepted at AStA Wirtschafts- und Sozialstatistisches Archiv estimating income mobility with D-vines using bivariate penalized splines.

New paper

Paper accepted at JABES on selecting the number of states of an HMM.

New paper

Paper accepted at JABES on multi-scale modelling of animal movement and general animal behaviour.

New paper

Paper accepted at Ecology on the estimation and simulation of foraging trips of central-place foragers.

Karl Peter Grotemeyer Prize

Roland Langrock will be awarded the Karl Peter Grotemeyer Prize.