Browsing Fakultät für Mathematik und Informatik (inkl. GAUSS) by Referee "Krajina, Andrea Prof. Dr."
Now showing items 1-7 of 7
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Discrete Parameter Estimation for Rare Events: From Binomial to Extreme Value Distributions
(2019-06-13)Estimating a discrete parameter from rare events is a challenging task, since observations are scarce in such situations. In this cumulative dissertation two distinct problems resulting from rare events are discussed and ... -
Heterogeneous Multiscale Change-Point Inference and its Application to Ion Channel Recordings
(2018-02-09)Ion channel recordings by the patch clamp technique are a major tool to quantify the electrophysiological dynamics of ion channels in the cell membrane, which is for instance important in medicine for the development of ... -
Multiscale Change-point Segmentation: Beyond Step Functions
(2017-03-08)Many multiscale segmentation methods have been proven to work successfully for detecting multiple change-points, mainly because they provide faithful statistical statements, while at the same time allowing for efficient ... -
Statistical Inference for Propagation Processes on Complex Networks
(2014-07-29)Scientists of various research fields have discovered the advantages of network-centric analysis, which captures complex systems by networks and allows for their representation as a collection of nodes connected by links. ... -
Characterization and construction of max-stable processes
(2013-08-30)Max-stable processes provide a natural framework to model spatial extremal scenarios. Appropriate summary statistics include the extremal coefficients and the (upper) tail dependence coefficients. In this thesis, the full ... -
A unified framework for spline estimators
(2013-07-09)This dissertation develops a uni ed framework to study the (asymptotic) properties of all (periodic) spline based estimators, that is of regression, penalized and smoothing splines. The explicit form of the periodic ... -
Financial Models of Interaction Based on Marked Point Processes and Gaussian Fields
(2013-01-16)This thesis deals with interaction phenomena in marked point processes, with particular attention being paid to the extreme value theory framework and with application to high-frequency financial data. While ...