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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 and data analysis. In our classes, we endeavour to teach statistical thinking (rather than mathematical tools only), e.g. when it comes to

  • collect data that allow to address a question at hand
  • thoroughly explore given data to uncover any relevant patterns
  • build suitable statistical models given the data and problem at hand
  • interpret and communicate the results of statistical analyses
  • always critically reflect on the data and methods considered
  • think beyond the textbook and be creative

Hidden Markov and related time series models are a strong focus of our research, but we're active in many other areas as well, including nonparametric methods, economics and finance, epidemiology and public health, ecology, and sports analytics. For more details, please check out our individual team members' web pages.

 

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

(John Tukey)

 


Aktuelles

New member of the group

Sina Mews has joined the group as a PhD student.

New paper

Paper accepted at Movement Ecology on foraging strategies of reef sharks.

New member of the group

Vianey Leos Barajas has joined our group.

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.

Karl Peter Grotemeyer Prize

Roland Langrock will be awarded the Karl Peter Grotemeyer Prize.