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Research

 

Our research focuses on the development of statistical methods for solving real-world data problems. Sometimes these methods are applicable in a wide range of fields (e.g. when developing general classes of statistical models such as Markov-switching generalized additive models), whereas in other cases the method development is tailored to the particular data problem at hand (e.g. when developing statistical tools for estimating the abundance of marine mammals).

Our expertise centres around the following areas:

  • hidden Markov models
  • nonparametric modelling
  • statistical ecology
  • economic applications 
  • medical statistics and statistical methods in epidemiology

 


Aktuelles

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.

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.

Karl Peter Grotemeyer Prize

Roland Langrock will be awarded the Karl Peter Grotemeyer Prize.