Statistics Group


General information

Examination dates Prof. Redenbach:

August 4th, 2021

September 2nd, 2021 (no more appointments left)

September 16th, 2021 (no more appointments left)

September 30th, 2021

October 8th, 2021

 

Examination dates Dr. Stockis:

July 26th, 2021

August 27th, 2021

September 24th, 2021

 

Examination dates Dr. Föhst:

October 12th, 2021

October 22nd, 2021

 

For registration, please proceed as follows.

Please send an e-mail to Sarah Miezal providing the following information:

 

  • your student number

  • department and study programme (if not mathematics, e.g. Master Computer Science)

  • your name

  • name of the examiner

  • title of the lecture

  • requested day of examination

 

Then your exam will be registered in the examination system. You will receive an e-mail with a form that you have to sign and send back. Please note that processing may take a few days.

Below are the lectures offered by our working group in the summer semester.

If you would like to write a Bachelor's or Master's thesis in Statistics, please contact Prof. Redenbach.

Lectures in summer term

Below are the lectures offered by our working group in the summer term 2021.

Regression and Time Series Analysis

Contents

  • Linear regression models
  • Methods of least squares and maximum likelihood estimation
  • Confidence bands for regression curves
  • Tests for regression parameters (t and F tests), likelihood ratio test
  • Model validation with residual analysis
  • Data adaptive choice of models (stepwise regression, R² and Mallows C_p)
  • Variance Analysis (ANOVA)
  • Stationary stochastic processes in discrete time
  • Autocovariances, spectral measure and spectral density
  • Linear processes, especially ARMA models
  • Estimator for ARMA parameters (Yule-Walker, least squares, CML)
  • Data adaptive choice of models (AIC, BIC, FPE)
  • Time series with trend or seasonality (SARIMA)
  • Prediction of time series

Contact time

4 SWS / 60 h Lecture
2 SWS / 30 h  Tutorials

Prerequisites (Contents)

The lecture "Stochastic Methods" from the Bachelor degree program in mathematics.

Frequency of occurence

The lecture is given once per year, in the summer term.

[Link to KIS]

[Link to OLAT]

Financial Statistics

Contents

Statistics of Financial Markets:

  • Models and estimation procedures for financial time series (ARCH, GARCH and generalisations), Value-at-Risk
  • Copulas and its applications for risk managementbased on multivariate data

Extreme Value Theory:

  • Statistical methods to estimate the probability of extreme events or extreme quantiles

Contact time

 2 SWS / 30 h Lecture

Prerequisites (Contents)

The lecture "Regression and Time Series Analysis" .

Frequency of occurence

The lecture is irregularly given.

 

[Link to KIS]

[Link to OLAT]

Image Analysis for stochastic structures

Contents

Processing and statistical analysis of three-dimensional image data, in particula

  • Random closed sets and their characteristics
  • Discretisation and three-dimensional connectivity
  • Mathematical morphology</il>
  • Methods of image processing: filtering, segmentation, Euclidean distance transform, labelling, watershed transform
  • Estimates of geometric characteristics for random closed sets from image data

Contact time

 2 SWS / 30 h Lecture

2 SWS / 30 h Tutorials/Practical Training

Prerequisites (Contents)

The lecture "Stochastic Methods" from the Bachelor degree program in mathematics.

Frequency of occurrence

The lecture is irregularly given.

 

 [Link ins KIS]

[Link ins OLAT]

Seminar

Our working group offers the following seminar in the summer term 2021:

Statistical Analysis of Correlated Data

Contents

Many statistical approaches such as fitting a parametric distribution model to a sample or linear regression assume that we are given a set of independent measurements. In practice, the assumption of independence is not always justified. One example is longitudinal data, where measurements for different subjects, e.g. patients, are tracked over time. While measurements for different patients can be assumed to be independent, this is not true for measurements for the same patient at different time points. Hence, the data are treated as a collection of time series, one per subject, that should be analysed simultaneously. In the seminar, we will study statistical methods for analyzing such correlated data. For participation please register in URM.

The preliminary meeting for the seminar takes place at the beginning of the lecture period.

If you have any questions, please contact Prof. Redenbach.

Contact Time

2 SWS / 30 h Seminar

Frequency of occurence

The date will be setted at the beginning of the lecture period (no regular date). 

 [Link ins KIS]

 [Link ins OLAT]

Internships

Subjects for internships are presented at the Fachpraktikumsbörse at the end of each semester.

Reading Course

The Reading Course serves as preparation for the Master's thesis. The assignment of topics takes place individually. Please contact Prof. Redenbach if you would like to take a Reading Course in Statistics.

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